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Trade: IMX/USDT/480/SWMA/VWMA/9569

Strategy
IMX/USDT/480/SWMA/VWMA/9569
Pair
IMX_USDT
Interval
8h
Score
357167
Daily Profit
0.152928
Profit Factor
1.639159
Profitability
48.837209
Streak
0.000000
Best Strategy
Training Data Length
1364.670000
Evaluation Time
2025-10-06 03:11
Expiration Time
2025-11-15 16:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 271449.6017 208696.8986 62752.7031 25832.2965 71919.4406 -46087.1441
Total P&L (%) 271.4496 208.6969 62.7527 25.8323 71.9194 -46.0871
Avg Daily Profit (%) 0.1989 0.1529 0.046 0.0168 0.0397 -0.0453
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135941 -100401 -120940 -239580 -127238 -178232
Profit Factor 1.4664 1.6392 1.2456 1.0372 1.1857 0.8501
Total Trades 87 43 44 87 43 44
Winning Trades 46 21 25 46 21 25
Losing Trades 41 22 19 41 22 19
Profitability (%) 52.8736 48.8372 56.8182 52.8736 48.8372 56.8182
Ratio Avg Win / Avg Loss 1.307 1.7172 0.9466 0.9244 1.2422 0.6461
Largest Winning Trade 141218 141218 55006 151458 151458 32165
Largest Losing Trade -46085 -34467 -46085 -69700 -56854 -69700
Avg Bars in Trades 44 52 36 44 52 36
Avg Bars in Winners 54 66 44 54 66 44
Avg Bars in Losers 33 39 26 33 39 26
Bars Traded 3878 2269 1609 3878 2269 1609
Profit Streak 39.008 0 55.6747 39.008 0 55.6747
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355097 357167 -132388 -353977 -156499 -579273
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4094,
    "evaluation_days": 1364.67,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1644537600000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759709493729,
    "expiration_time": 1763217216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 95,
            "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": [
        [
            271449.6016937257,
            208696.8985954486,
            62752.7030982773,
            25832.2965402395,
            71919.4406309717,
            -46087.1440907323
        ],
        [
            271.449602,
            208.696899,
            62.752703,
            25.832297,
            71.919441,
            -46.087144
        ],
        [
            0.198912,
            0.152928,
            0.045984,
            0.016839,
            0.039714,
            -0.045261
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135941,
            -100401,
            -120940,
            -239580,
            -127238,
            -178232
        ],
        [
            1.46638,
            1.639159,
            1.24559,
            1.037183,
            1.185712,
            0.850106
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            52.873563,
            48.837209,
            56.818182,
            52.873563,
            48.837209,
            56.818182
        ],
        [
            1.30699,
            1.717214,
            0.946649,
            0.924446,
            1.242174,
            0.64608
        ],
        [
            141218,
            141218,
            55006,
            151458,
            151458,
            32165
        ],
        [
            -46085,
            -34467,
            -46085,
            -69700,
            -56854,
            -69700
        ],
        [
            44,
            52,
            36,
            44,
            52,
            36
        ],
        [
            54,
            66,
            44,
            54,
            66,
            44
        ],
        [
            33,
            39,
            26,
            33,
            39,
            26
        ],
        [
            3878,
            2269,
            1609,
            3878,
            2269,
            1609
        ],
        [
            39.008029,
            0,
            55.674696,
            39.008029,
            0,
            55.674696
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355097,
            357167,
            -132388,
            -353977,
            -156499,
            -579273
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4094,
    "evaluation_days": 1364.67,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1644537600000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759709493729,
    "expiration_time": 1763217216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 95,
            "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)