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Trade: IMX/USDT/480/ZLMA/VWAP/9161

Strategy
IMX/USDT/480/ZLMA/VWAP/9161
Pair
IMX_USDT
Interval
8h
Score
328652
Daily Profit
0.362450
Profit Factor
1.647109
Profitability
36.363636
Streak
37.602464
Best Strategy
Training Data Length
1360.330000
Evaluation Time
2025-10-01 17:27
Expiration Time
2025-11-11 05:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 493051.136 296552.7569 196498.3791 1878987.3203 1138468.2733 740519.047
Total P&L (%) 493.0511 296.5528 196.4984 1878.9873 1138.4683 740.519
Avg Daily Profit (%) 0.3625 0.218 0.1444 0.2197 0.1852 0.1566
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101977 -89498 -80034 -1180892 -1016833 -349764
Profit Factor 1.6471 1.7532 1.5337 1.4733 1.5318 1.4048
Total Trades 198 99 99 198 99 99
Winning Trades 72 33 39 72 33 39
Losing Trades 126 66 60 126 66 60
Profitability (%) 36.3636 33.3333 39.3939 36.3636 33.3333 39.3939
Ratio Avg Win / Avg Loss 2.8824 3.5064 2.3595 2.5782 3.0635 2.1612
Largest Winning Trade 71415 71415 40719 513573 513573 437300
Largest Losing Trade -19442 -19442 -18947 -220844 -220844 -170784
Avg Bars in Trades 19 21 18 19 21 18
Avg Bars in Winners 37 40 34 37 40 34
Avg Bars in Losers 10 12 7 10 12 7
Bars Traded 3954 2135 1819 3954 2135 1819
Profit Streak 37.6025 37.6025 39.6025 37.6025 37.6025 39.6025
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328652 185391 -1174 268569 164632 212852
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4081,
    "evaluation_days": 1360.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1644105600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759328852908,
    "expiration_time": 1762831584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            493051.1359597626,
            296552.7568607057,
            196498.3790990569,
            1878987.3202705393,
            1138468.2732688733,
            740519.0470016658
        ],
        [
            493.051136,
            296.552757,
            196.498379,
            1878.98732,
            1138.468273,
            740.519047
        ],
        [
            0.36245,
            0.218001,
            0.144449,
            0.219686,
            0.18516,
            0.156618
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101977,
            -89498,
            -80034,
            -1180892,
            -1016833,
            -349764
        ],
        [
            1.647109,
            1.75318,
            1.53368,
            1.473257,
            1.531765,
            1.404786
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            126,
            66,
            60,
            126,
            66,
            60
        ],
        [
            36.363636,
            33.333333,
            39.393939,
            36.363636,
            33.333333,
            39.393939
        ],
        [
            2.88244,
            3.506359,
            2.359508,
            2.5782,
            3.063529,
            2.161209
        ],
        [
            71415,
            71415,
            40719,
            513573,
            513573,
            437300
        ],
        [
            -19442,
            -19442,
            -18947,
            -220844,
            -220844,
            -170784
        ],
        [
            19,
            21,
            18,
            19,
            21,
            18
        ],
        [
            37,
            40,
            34,
            37,
            40,
            34
        ],
        [
            10,
            12,
            7,
            10,
            12,
            7
        ],
        [
            3954,
            2135,
            1819,
            3954,
            2135,
            1819
        ],
        [
            37.602464,
            37.602464,
            39.602464,
            37.602464,
            37.602464,
            39.602464
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328652,
            185391,
            -1174,
            268569,
            164632,
            212852
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4081,
    "evaluation_days": 1360.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1644105600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759328852908,
    "expiration_time": 1762831584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)