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Trade: IMX/USDT/480/VWAP/KCL/6477

Strategy
IMX/USDT/480/VWAP/KCL/6477
Pair
IMX_USDT
Interval
8h
Score
441343
Daily Profit
0.206938
Profit Factor
2.345123
Profitability
48.648649
Streak
11.442596
Best Strategy
Training Data Length
1363.330000
Evaluation Time
2025-10-04 13:37
Expiration Time
2025-11-14 07:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 363765.8993 282124.5324 81641.3669 137303.8276 50992.5426 86311.2849
Total P&L (%) 363.7659 282.1245 81.6414 137.3038 50.9925 86.3113
Avg Daily Profit (%) 0.2668 0.2069 0.0599 0.0634 0.0302 0.0457
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72817 -76567 -57364 -179161 -229736 -110552
Profit Factor 1.8882 2.3451 1.4086 1.1855 1.1294 1.2494
Total Trades 73 37 36 73 37 36
Winning Trades 38 18 20 38 18 20
Losing Trades 35 19 16 35 19 16
Profitability (%) 52.0548 48.6486 55.5556 52.0548 48.6486 55.5556
Ratio Avg Win / Avg Loss 1.7392 2.4754 1.1269 1.0919 1.1921 0.9995
Largest Winning Trade 258182 258182 47501 203635 203635 100673
Largest Losing Trade -53173 -44006 -53173 -112492 -112492 -89561
Avg Bars in Trades 51 33 70 51 33 70
Avg Bars in Winners 67 44 88 67 44 88
Avg Bars in Losers 33 22 47 33 22 47
Bars Traded 3751 1227 2524 3751 1227 2524
Profit Streak 3.4426 11.4426 0 3.4426 11.4426 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -64968 441343 -111495 -201497 -231855 -133111
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4090,
    "evaluation_days": 1363.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1648281600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759574240293,
    "expiration_time": 1763098560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 207
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 226,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            363765.8993465209,
            282124.5324261165,
            81641.3669204045,
            137303.8275720883,
            50992.5426412291,
            86311.2849308591
        ],
        [
            363.765899,
            282.124532,
            81.641367,
            137.303828,
            50.992543,
            86.311285
        ],
        [
            0.266822,
            0.206938,
            0.059884,
            0.063407,
            0.030229,
            0.045652
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72817,
            -76567,
            -57364,
            -179161,
            -229736,
            -110552
        ],
        [
            1.888242,
            2.345123,
            1.408624,
            1.185489,
            1.129388,
            1.249367
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            52.054795,
            48.648649,
            55.555556,
            52.054795,
            48.648649,
            55.555556
        ],
        [
            1.73917,
            2.475408,
            1.126899,
            1.091898,
            1.192132,
            0.999493
        ],
        [
            258182,
            258182,
            47501,
            203635,
            203635,
            100673
        ],
        [
            -53173,
            -44006,
            -53173,
            -112492,
            -112492,
            -89561
        ],
        [
            51,
            33,
            70,
            51,
            33,
            70
        ],
        [
            67,
            44,
            88,
            67,
            44,
            88
        ],
        [
            33,
            22,
            47,
            33,
            22,
            47
        ],
        [
            3751,
            1227,
            2524,
            3751,
            1227,
            2524
        ],
        [
            3.442596,
            11.442596,
            0,
            3.442596,
            11.442596,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64968,
            441343,
            -111495,
            -201497,
            -231855,
            -133111
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4090,
    "evaluation_days": 1363.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1648281600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759574240293,
    "expiration_time": 1763098560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 207
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 226,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)