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Trade: IMX/USDT/120/VWMA/ZLMA/5670

Strategy
IMX/USDT/120/VWMA/ZLMA/5670
Pair
IMX_USDT
Interval
2h
Score
320119
Daily Profit
0.282344
Profit Factor
1.545735
Profitability
43.571429
Streak
0.000000
Best Strategy
Training Data Length
1368.080000
Evaluation Time
2025-10-09 14:06
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 386268.5153 230001.9238 156266.5915 501883.1562 471877.531 30005.6252
Total P&L (%) 386.2685 230.0019 156.2666 501.8832 471.8775 30.0056
Avg Daily Profit (%) 0.2823 0.1681 0.1142 0.1313 0.1275 0.0192
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111118 -104146 -57789 -714202 -622006 -643109
Profit Factor 1.5457 1.6411 1.4477 1.1396 1.2733 1.016
Total Trades 140 70 70 140 70 70
Winning Trades 61 26 35 61 26 35
Losing Trades 79 44 35 79 44 35
Profitability (%) 43.5714 37.1429 50 43.5714 37.1429 50
Ratio Avg Win / Avg Loss 2.0019 2.7772 1.4477 1.4758 2.1548 1.016
Largest Winning Trade 69186 69186 54282 412180 412180 255825
Largest Losing Trade -36320 -22427 -36320 -250784 -180603 -250784
Avg Bars in Trades 116 96 136 116 96 136
Avg Bars in Winners 192 167 211 192 167 211
Avg Bars in Losers 57 54 61 57 54 61
Bars Traded 16278 6734 9544 16278 6734 9544
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 320119 -89002 -133980 -86493 -121178 -467671
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": 1642687200000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760008013735,
    "expiration_time": 1764259286400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 110,
            "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": [
        [
            386268.5152804938,
            230001.9237805543,
            156266.5914999397,
            501883.1561990201,
            471877.5310212423,
            30005.6251777776
        ],
        [
            386.268515,
            230.001924,
            156.266591,
            501.883156,
            471.877531,
            30.005625
        ],
        [
            0.282344,
            0.16812,
            0.114223,
            0.131284,
            0.127541,
            0.019183
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111118,
            -104146,
            -57789,
            -714202,
            -622006,
            -643109
        ],
        [
            1.545735,
            1.641067,
            1.447735,
            1.139552,
            1.273281,
            1.016049
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            61,
            26,
            35,
            61,
            26,
            35
        ],
        [
            79,
            44,
            35,
            79,
            44,
            35
        ],
        [
            43.571429,
            37.142857,
            50,
            43.571429,
            37.142857,
            50
        ],
        [
            2.001853,
            2.777191,
            1.447735,
            1.475814,
            2.154784,
            1.016049
        ],
        [
            69186,
            69186,
            54282,
            412180,
            412180,
            255825
        ],
        [
            -36320,
            -22427,
            -36320,
            -250784,
            -180603,
            -250784
        ],
        [
            116,
            96,
            136,
            116,
            96,
            136
        ],
        [
            192,
            167,
            211,
            192,
            167,
            211
        ],
        [
            57,
            54,
            61,
            57,
            54,
            61
        ],
        [
            16278,
            6734,
            9544,
            16278,
            6734,
            9544
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320119,
            -89002,
            -133980,
            -86493,
            -121178,
            -467671
        ]
    ]
}
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": 1642687200000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760008013735,
    "expiration_time": 1764259286400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 110,
            "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)