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Trade: IMX/USDT/120/T3/VWMA/2013

Strategy
IMX/USDT/120/T3/VWMA/2013
Pair
IMX_USDT
Interval
2h
Score
335222
Daily Profit
0.192543
Profit Factor
1.775259
Profitability
44.444444
Streak
41.862022
Best Strategy
Training Data Length
1364.920000
Evaluation Time
2025-10-06 09:41
Expiration Time
2025-11-24 11:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 361489.6591 262806.4443 98683.2148 67094.5421 -48093.9901 115188.5322
Total P&L (%) 361.4897 262.8064 98.6832 67.0945 -48.094 115.1885
Avg Daily Profit (%) 0.2648 0.1925 0.0723 0.0376 -0.048 0.0562
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -179196 -112984 -123143 -247079 -179045 -150828
Profit Factor 1.6099 1.7753 1.3889 1.0919 0.8954 1.4258
Total Trades 71 36 35 71 36 35
Winning Trades 32 16 16 32 16 16
Losing Trades 39 20 19 39 20 19
Profitability (%) 45.0704 44.4444 45.7143 45.0704 44.4444 45.7143
Ratio Avg Win / Avg Loss 1.962 2.2191 1.6494 1.3307 1.1192 1.6932
Largest Winning Trade 139247 139247 56173 100136 84664 100136
Largest Losing Trade -50597 -50597 -45661 -94789 -94789 -59476
Avg Bars in Trades 225 257 193 225 257 193
Avg Bars in Winners 323 340 306 323 340 306
Avg Bars in Losers 145 190 98 145 190 98
Bars Traded 16025 9260 6765 16025 9260 6765
Profit Streak 24.612 41.862 0 24.612 41.862 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 -81428 335222 -96344 -354934 -580723 -117637
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16379,
    "evaluation_days": 1364.92,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643263200000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759732878748,
    "expiration_time": 1763975836800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 203,
            "offset": 0,
            "a": 0.82924
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "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": [
        [
            361489.6590881319,
            262806.4442835183,
            98683.2148046136,
            67094.5420996223,
            -48093.9901074062,
            115188.5322070286
        ],
        [
            361.489659,
            262.806444,
            98.683215,
            67.094542,
            -48.09399,
            115.188532
        ],
        [
            0.264843,
            0.192543,
            0.0723,
            0.03762,
            -0.048031,
            0.056161
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -179196,
            -112984,
            -123143,
            -247079,
            -179045,
            -150828
        ],
        [
            1.609883,
            1.775259,
            1.388933,
            1.091894,
            0.895363,
            1.42583
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            45.070423,
            44.444444,
            45.714286,
            45.070423,
            44.444444,
            45.714286
        ],
        [
            1.962045,
            2.219074,
            1.649358,
            1.330746,
            1.119204,
            1.693173
        ],
        [
            139247,
            139247,
            56173,
            100136,
            84664,
            100136
        ],
        [
            -50597,
            -50597,
            -45661,
            -94789,
            -94789,
            -59476
        ],
        [
            225,
            257,
            193,
            225,
            257,
            193
        ],
        [
            323,
            340,
            306,
            323,
            340,
            306
        ],
        [
            145,
            190,
            98,
            145,
            190,
            98
        ],
        [
            16025,
            9260,
            6765,
            16025,
            9260,
            6765
        ],
        [
            24.612022,
            41.862022,
            0,
            24.612022,
            41.862023,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -81428,
            335222,
            -96344,
            -354934,
            -580723,
            -117637
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16379,
    "evaluation_days": 1364.92,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643263200000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759732878748,
    "expiration_time": 1763975836800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 203,
            "offset": 0,
            "a": 0.82924
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "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)