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Trade: IMX/USDT/360/VWMA/ALMA/6066

Strategy
IMX/USDT/360/VWMA/ALMA/6066
Pair
IMX_USDT
Interval
6h
Score
476563
Daily Profit
0.355687
Profit Factor
1.541142
Profitability
60.185185
Streak
0.000000
Best Strategy
Training Data Length
1368.750000
Evaluation Time
2025-10-09 22:39
Expiration Time
2025-11-19 21:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 486846.23 287697.0822 199149.1478 1277114.808 1085001.3773 192113.4306
Total P&L (%) 486.8462 287.6971 199.1491 1277.1148 1085.0014 192.1134
Avg Daily Profit (%) 0.3557 0.2102 0.1455 0.1918 0.1808 0.0783
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118024 -58629 -82508 -554027 -204013 -614892
Profit Factor 1.5411 1.7669 1.3797 1.3398 1.854 1.0772
Total Trades 216 108 108 216 108 108
Winning Trades 130 61 69 130 61 69
Losing Trades 86 47 39 86 47 39
Profitability (%) 60.1852 56.4815 63.8889 60.1852 56.4815 63.8889
Ratio Avg Win / Avg Loss 1.0195 1.3614 0.7798 0.8863 1.4285 0.6089
Largest Winning Trade 45165 39039 45165 308776 308776 224782
Largest Losing Trade -54933 -25166 -54933 -430337 -204013 -430337
Avg Bars in Trades 24 19 30 24 19 30
Avg Bars in Winners 26 19 32 26 19 32
Avg Bars in Losers 22 19 26 22 19 26
Bars Traded 5371 2105 3266 5371 2105 3266
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 476563 388756 58587 336842 400761 -224059
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5475,
    "evaluation_days": 1368.75,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1643068800000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760038773510,
    "expiration_time": 1763580600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            486846.2299746084,
            287697.0821587094,
            199149.1478158986,
            1277114.8079550602,
            1085001.3773345267,
            192113.4306205328
        ],
        [
            486.84623,
            287.697082,
            199.149148,
            1277.114808,
            1085.001377,
            192.113431
        ],
        [
            0.355687,
            0.21019,
            0.145497,
            0.191787,
            0.18079,
            0.078348
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118024,
            -58629,
            -82508,
            -554027,
            -204013,
            -614892
        ],
        [
            1.541142,
            1.766948,
            1.379661,
            1.339816,
            1.854042,
            1.077221
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            130,
            61,
            69,
            130,
            61,
            69
        ],
        [
            86,
            47,
            39,
            86,
            47,
            39
        ],
        [
            60.185185,
            56.481481,
            63.888889,
            60.185185,
            56.481481,
            63.888889
        ],
        [
            1.019525,
            1.361419,
            0.779808,
            0.88634,
            1.428524,
            0.608864
        ],
        [
            45165,
            39039,
            45165,
            308776,
            308776,
            224782
        ],
        [
            -54933,
            -25166,
            -54933,
            -430337,
            -204013,
            -430337
        ],
        [
            24,
            19,
            30,
            24,
            19,
            30
        ],
        [
            26,
            19,
            32,
            26,
            19,
            32
        ],
        [
            22,
            19,
            26,
            22,
            19,
            26
        ],
        [
            5371,
            2105,
            3266,
            5371,
            2105,
            3266
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            476563,
            388756,
            58587,
            336842,
            400761,
            -224059
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5475,
    "evaluation_days": 1368.75,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1643068800000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760038773510,
    "expiration_time": 1763580600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)