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Trade: IMX/USDT/120/VWMA/SSF/6890

Strategy
IMX/USDT/120/VWMA/SSF/6890
Pair
IMX_USDT
Interval
2h
Score
323803
Daily Profit
0.212099
Profit Factor
1.286299
Profitability
50.431034
Streak
0.000000
Best Strategy
Training Data Length
1368.080000
Evaluation Time
2025-10-09 14:37
Expiration Time
2025-11-27 18:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 290168.7326 202725.1507 87443.5819 69285.2619 118756.4862 -49471.2243
Total P&L (%) 290.1687 202.7252 87.4436 69.2853 118.7565 -49.4712
Avg Daily Profit (%) 0.2121 0.1482 0.0639 0.0385 0.0572 -0.0499
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144112 -81195 -93116 -134047 -81277 -119853
Profit Factor 1.2863 1.4348 1.1598 1.0764 1.3046 0.9044
Total Trades 232 116 116 232 116 116
Winning Trades 117 55 62 117 55 62
Losing Trades 115 61 54 115 61 54
Profitability (%) 50.431 47.4138 53.4483 50.431 47.4138 53.4483
Ratio Avg Win / Avg Loss 1.2643 1.5914 1.0101 1.058 1.4469 0.7877
Largest Winning Trade 54481 49172 54481 51994 43094 51994
Largest Losing Trade -57030 -27124 -57030 -64657 -29573 -64657
Avg Bars in Trades 70 57 82 70 57 82
Avg Bars in Winners 81 63 97 81 63 97
Avg Bars in Losers 58 51 65 58 51 65
Bars Traded 16247 6666 9582 16247 6666 9582
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 323803 199333 -152158 -276810 -117634 -580576
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16417,
    "evaluation_days": 1368.08,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642629600000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760009829363,
    "expiration_time": 1764259286400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 98,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            290168.7326135444,
            202725.1507351683,
            87443.5818783764,
            69285.2618593134,
            118756.4862089276,
            -49471.2243496142
        ],
        [
            290.168733,
            202.725151,
            87.443582,
            69.285262,
            118.756486,
            -49.471224
        ],
        [
            0.212099,
            0.148182,
            0.063917,
            0.038486,
            0.057234,
            -0.049884
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144112,
            -81195,
            -93116,
            -134047,
            -81277,
            -119853
        ],
        [
            1.286299,
            1.434826,
            1.159774,
            1.076351,
            1.304557,
            0.904408
        ],
        [
            232,
            116,
            116,
            232,
            116,
            116
        ],
        [
            117,
            55,
            62,
            117,
            55,
            62
        ],
        [
            115,
            61,
            54,
            115,
            61,
            54
        ],
        [
            50.431034,
            47.413793,
            53.448276,
            50.431034,
            47.413793,
            53.448276
        ],
        [
            1.264311,
            1.591353,
            1.010126,
            1.057952,
            1.446872,
            0.78771
        ],
        [
            54481,
            49172,
            54481,
            51994,
            43094,
            51994
        ],
        [
            -57030,
            -27124,
            -57030,
            -64657,
            -29573,
            -64657
        ],
        [
            70,
            57,
            82,
            70,
            57,
            82
        ],
        [
            81,
            63,
            97,
            81,
            63,
            97
        ],
        [
            58,
            51,
            65,
            58,
            51,
            65
        ],
        [
            16247,
            6666,
            9582,
            16247,
            6666,
            9582
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323803,
            199333,
            -152158,
            -276810,
            -117634,
            -580576
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16417,
    "evaluation_days": 1368.08,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642629600000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760009829363,
    "expiration_time": 1764259286400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 98,
            "offset": 0,
            "poles": 3
        }
    }
}

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)