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Trade: IMX/USDT/720/HWMA/VWAP/2305

Strategy
IMX/USDT/720/HWMA/VWAP/2305
Pair
IMX_USDT
Interval
12h
Score
466189
Daily Profit
0.169068
Profit Factor
2.427323
Profitability
50.000000
Streak
43.822014
Best Strategy
Training Data Length
1358.000000
Evaluation Time
2025-09-28 22:43
Expiration Time
2025-11-08 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 491648.8001 307943.7839 183705.0162 422830.6076 891461.6185 -468631.0109
Total P&L (%) 491.6488 307.9438 183.705 422.8306 891.4616 -468.631
Avg Daily Profit (%) 0.362 0.2268 0.1353 0.1219 0.1691 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155842 -84397 -153807 -1189642 -153948 -1198457
Profit Factor 1.9402 2.3362 1.6282 1.165 2.4273 0.7581
Total Trades 72 36 36 72 36 36
Winning Trades 43 18 25 43 18 25
Losing Trades 29 18 11 29 18 11
Profitability (%) 59.7222 50 69.4444 59.7222 50 69.4444
Ratio Avg Win / Avg Loss 1.3085 2.3362 0.7164 0.7857 2.4273 0.3336
Largest Winning Trade 72690 72690 47196 196230 196230 174567
Largest Losing Trade -82168 -23731 -82168 -1020844 -123930 -1020844
Avg Bars in Trades 36 36 36 36 36 36
Avg Bars in Winners 36 36 36 36 36 36
Avg Bars in Losers 36 36 36 36 36 36
Bars Traded 2629 1321 1308 2629 1321 1308
Profit Streak 43.822 43.822 61.822 43.822 43.822 61.822
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -69672 462609 -9055 -152217 466189 -577699
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2716,
    "evaluation_days": 1358,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1643976000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759088622017,
    "expiration_time": 1762580736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02728,
            "nb": 0.1,
            "nc": 0.27081
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 51
        }
    }
}
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": [
        [
            491648.8001222181,
            307943.7839381462,
            183705.016184072,
            422830.6075638217,
            891461.6184945285,
            -468631.010930707
        ],
        [
            491.6488,
            307.943784,
            183.705016,
            422.830608,
            891.461618,
            -468.631011
        ],
        [
            0.362039,
            0.226763,
            0.135276,
            0.121877,
            0.169068,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155842,
            -84397,
            -153807,
            -1189642,
            -153948,
            -1198457
        ],
        [
            1.940243,
            2.336179,
            1.628203,
            1.165029,
            2.427323,
            0.758138
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            43,
            18,
            25,
            43,
            18,
            25
        ],
        [
            29,
            18,
            11,
            29,
            18,
            11
        ],
        [
            59.722222,
            50,
            69.444444,
            59.722222,
            50,
            69.444444
        ],
        [
            1.308536,
            2.336179,
            0.716409,
            0.785717,
            2.427323,
            0.333581
        ],
        [
            72690,
            72690,
            47196,
            196230,
            196230,
            174567
        ],
        [
            -82168,
            -23731,
            -82168,
            -1020844,
            -123930,
            -1020844
        ],
        [
            36,
            36,
            36,
            36,
            36,
            36
        ],
        [
            36,
            36,
            36,
            36,
            36,
            36
        ],
        [
            36,
            36,
            36,
            36,
            36,
            36
        ],
        [
            2629,
            1321,
            1308,
            2629,
            1321,
            1308
        ],
        [
            43.822014,
            43.822014,
            61.822014,
            43.822014,
            43.822014,
            61.822014
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -69672,
            462609,
            -9055,
            -152217,
            466189,
            -577699
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2716,
    "evaluation_days": 1358,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1643976000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759088622017,
    "expiration_time": 1762580736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02728,
            "nb": 0.1,
            "nc": 0.27081
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 51
        }
    }
}

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)