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Trade: IMX/USDT/240/VWAP/MIDPOINT/9467

Strategy
IMX/USDT/240/VWAP/MIDPOINT/9467
Pair
IMX_USDT
Interval
4h
Score
494330
Daily Profit
0.384682
Profit Factor
1.782053
Profitability
46.951220
Streak
20.265287
Best Strategy
Training Data Length
1361.330000
Evaluation Time
2025-10-02 17:22
Expiration Time
2025-11-12 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 523678.5601 384396.7662 139281.7938 559343.6247 265942.8485 293400.7762
Total P&L (%) 523.6786 384.3968 139.2818 559.3436 265.9428 293.4008
Avg Daily Profit (%) 0.3847 0.2824 0.1023 0.1386 0.0953 0.1007
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95447 -64289 -83246 -516462 -395371 -464208
Profit Factor 1.7821 2.0893 1.4397 1.2459 1.2366 1.2549
Total Trades 164 82 82 164 82 82
Winning Trades 77 32 45 77 32 45
Losing Trades 87 50 37 87 50 37
Profitability (%) 46.9512 39.0244 54.878 46.9512 39.0244 54.878
Ratio Avg Win / Avg Loss 2.0135 3.2646 1.1838 1.4077 1.9322 1.0318
Largest Winning Trade 230556 230556 47656 335508 281240 335508
Largest Losing Trade -56068 -29906 -56068 -407987 -202144 -407987
Avg Bars in Trades 47 45 49 47 45 49
Avg Bars in Winners 57 60 54 57 60 54
Avg Bars in Losers 39 35 43 39 35 43
Bars Traded 7805 3736 4070 7805 3736 4070
Profit Streak 20.2653 32.0986 20.2653 20.2653 32.0986 20.2653
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 494330 164476 -58722 -7045 -72605 -62053
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8168,
    "evaluation_days": 1361.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1645084800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759414920767,
    "expiration_time": 1762934976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 188
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 229,
            "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": [
        [
            523678.560076699,
            384396.7662380787,
            139281.7938386197,
            559343.624689931,
            265942.8484822569,
            293400.776207674
        ],
        [
            523.67856,
            384.396766,
            139.281794,
            559.343625,
            265.942848,
            293.400776
        ],
        [
            0.384682,
            0.282369,
            0.102313,
            0.138642,
            0.095342,
            0.100662
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95447,
            -64289,
            -83246,
            -516462,
            -395371,
            -464208
        ],
        [
            1.782053,
            2.089346,
            1.43972,
            1.245856,
            1.236584,
            1.254911
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            77,
            32,
            45,
            77,
            32,
            45
        ],
        [
            87,
            50,
            37,
            87,
            50,
            37
        ],
        [
            46.95122,
            39.02439,
            54.878049,
            46.95122,
            39.02439,
            54.878049
        ],
        [
            2.013489,
            3.264603,
            1.18377,
            1.407656,
            1.932163,
            1.031816
        ],
        [
            230556,
            230556,
            47656,
            335508,
            281240,
            335508
        ],
        [
            -56068,
            -29906,
            -56068,
            -407987,
            -202144,
            -407987
        ],
        [
            47,
            45,
            49,
            47,
            45,
            49
        ],
        [
            57,
            60,
            54,
            57,
            60,
            54
        ],
        [
            39,
            35,
            43,
            39,
            35,
            43
        ],
        [
            7805,
            3736,
            4070,
            7805,
            3736,
            4070
        ],
        [
            20.265287,
            32.09862,
            20.265287,
            20.265287,
            32.09862,
            20.265287
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            494330,
            164476,
            -58722,
            -7045,
            -72605,
            -62053
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8168,
    "evaluation_days": 1361.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1645084800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759414920767,
    "expiration_time": 1762934976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 188
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 229,
            "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)