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Trade: IMX/USDT/240/DCM/VWMA/3827

Strategy
IMX/USDT/240/DCM/VWMA/3827
Pair
IMX_USDT
Interval
4h
Score
314653
Daily Profit
0.210447
Profit Factor
1.564140
Profitability
44.827586
Streak
0.000000
Best Strategy
Training Data Length
1357.670000
Evaluation Time
2025-09-29 01:30
Expiration Time
2025-11-08 15:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 285717.9531 178886.6572 106831.2959 196528.4697 76804.0547 119724.4151
Total P&L (%) 285.718 178.8867 106.8313 196.5285 76.8041 119.7244
Avg Daily Profit (%) 0.2104 0.1318 0.0787 0.0801 0.042 0.058
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117944 -89579 -93932 -209443 -127582 -141930
Profit Factor 1.5641 1.6955 1.4286 1.216 1.1713 1.2594
Total Trades 87 43 44 87 43 44
Winning Trades 39 18 21 39 18 21
Losing Trades 48 25 23 48 25 23
Profitability (%) 44.8276 41.8605 47.7273 44.8276 41.8605 47.7273
Ratio Avg Win / Avg Loss 1.9251 2.3549 1.5646 1.4966 1.6267 1.3794
Largest Winning Trade 106072 106072 52387 101716 77763 101716
Largest Losing Trade -34429 -34429 -28550 -90450 -90450 -66814
Avg Bars in Trades 91 72 110 91 72 110
Avg Bars in Winners 143 113 169 143 113 169
Avg Bars in Losers 49 42 57 49 42 57
Bars Traded 7981 3110 4871 7981 3110 4871
Profit Streak 0 32.6044 0 0 32.6044 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314653 -16487 -86735 -88223 -170435 -116463
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8146,
    "evaluation_days": 1357.67,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1643889600000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759098617474,
    "expiration_time": 1762608672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "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": [
        [
            285717.9531155545,
            178886.6571929192,
            106831.2959226354,
            196528.469719542,
            76804.0546693094,
            119724.4150502326
        ],
        [
            285.717953,
            178.886657,
            106.831296,
            196.52847,
            76.804055,
            119.724415
        ],
        [
            0.210447,
            0.13176,
            0.078687,
            0.080094,
            0.041983,
            0.057999
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117944,
            -89579,
            -93932,
            -209443,
            -127582,
            -141930
        ],
        [
            1.56414,
            1.695542,
            1.428566,
            1.215965,
            1.171258,
            1.259407
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            44.827586,
            41.860465,
            47.727273,
            44.827586,
            41.860465,
            47.727273
        ],
        [
            1.925095,
            2.354919,
            1.564619,
            1.496572,
            1.626747,
            1.379351
        ],
        [
            106072,
            106072,
            52387,
            101716,
            77763,
            101716
        ],
        [
            -34429,
            -34429,
            -28550,
            -90450,
            -90450,
            -66814
        ],
        [
            91,
            72,
            110,
            91,
            72,
            110
        ],
        [
            143,
            113,
            169,
            143,
            113,
            169
        ],
        [
            49,
            42,
            57,
            49,
            42,
            57
        ],
        [
            7981,
            3110,
            4871,
            7981,
            3110,
            4871
        ],
        [
            0,
            32.604369,
            0,
            0,
            32.604369,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314653,
            -16487,
            -86735,
            -88223,
            -170435,
            -116463
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8146,
    "evaluation_days": 1357.67,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1643889600000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759098617474,
    "expiration_time": 1762608672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "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)