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Trade: IMX/USDT/120/VWMA/DCM/2158

Strategy
IMX/USDT/120/VWMA/DCM/2158
Pair
IMX_USDT
Interval
2h
Score
361314
Daily Profit
0.319362
Profit Factor
1.545631
Profitability
44.378698
Streak
0.000000
Best Strategy
Training Data Length
1362.830000
Evaluation Time
2025-10-04 08:26
Expiration Time
2025-11-22 07:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 435236.6151 325694.4882 109542.1269 136743.4435 -15712.0678 152455.5112
Total P&L (%) 435.2366 325.6945 109.5421 136.7434 -15.7121 152.4555
Avg Daily Profit (%) 0.3194 0.239 0.0804 0.0633 -0.0125 0.068
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116995 -102622 -86063 -219064 -178116 -136676
Profit Factor 1.5456 1.7685 1.293 1.1563 0.9678 1.3946
Total Trades 169 85 84 169 85 84
Winning Trades 75 34 41 75 34 41
Losing Trades 94 51 43 94 51 43
Profitability (%) 44.3787 40 48.8095 44.3787 40 48.8095
Ratio Avg Win / Avg Loss 1.9372 2.6528 1.3561 1.4492 1.4518 1.4627
Largest Winning Trade 312046 312046 43028 77591 58224 77591
Largest Losing Trade -38459 -38459 -31564 -150366 -150366 -84527
Avg Bars in Trades 94 86 103 94 86 103
Avg Bars in Winners 134 129 138 134 129 138
Avg Bars in Losers 63 58 69 63 58 69
Bars Traded 16032 7368 8664 16032 7368 8664
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361314 255319 -86387 -158368 -583326 -102303
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16354,
    "evaluation_days": 1362.83,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643500800000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759555570837,
    "expiration_time": 1763789356800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 157,
            "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": [
        [
            435236.6151129091,
            325694.488222277,
            109542.1268906323,
            136743.4434613721,
            -15712.0677800441,
            152455.5112414163
        ],
        [
            435.236615,
            325.694488,
            109.542127,
            136.743443,
            -15.712068,
            152.455511
        ],
        [
            0.319362,
            0.238984,
            0.080378,
            0.063257,
            -0.012542,
            0.067975
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116995,
            -102622,
            -86063,
            -219064,
            -178116,
            -136676
        ],
        [
            1.545631,
            1.768539,
            1.292979,
            1.156294,
            0.967842,
            1.394629
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            75,
            34,
            41,
            75,
            34,
            41
        ],
        [
            94,
            51,
            43,
            94,
            51,
            43
        ],
        [
            44.378698,
            40,
            48.809524,
            44.378698,
            40,
            48.809524
        ],
        [
            1.937191,
            2.652809,
            1.356051,
            1.449222,
            1.451762,
            1.46266
        ],
        [
            312046,
            312046,
            43028,
            77591,
            58224,
            77591
        ],
        [
            -38459,
            -38459,
            -31564,
            -150366,
            -150366,
            -84527
        ],
        [
            94,
            86,
            103,
            94,
            86,
            103
        ],
        [
            134,
            129,
            138,
            134,
            129,
            138
        ],
        [
            63,
            58,
            69,
            63,
            58,
            69
        ],
        [
            16032,
            7368,
            8664,
            16032,
            7368,
            8664
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361314,
            255319,
            -86387,
            -158368,
            -583326,
            -102303
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16354,
    "evaluation_days": 1362.83,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643500800000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759555570837,
    "expiration_time": 1763789356800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 157,
            "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)