← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: IMX/USDT/240/VWMA/HMA/1367

Strategy
IMX/USDT/240/VWMA/HMA/1367
Pair
IMX_USDT
Interval
4h
Score
303827
Daily Profit
0.239293
Profit Factor
1.395525
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
1367.500000
Evaluation Time
2025-10-08 19:54
Expiration Time
2025-11-18 18:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327233.8446 234238.7525 92995.0921 109840.7197 159217.9685 -49377.2488
Total P&L (%) 327.2338 234.2388 92.9951 109.8407 159.218 -49.3772
Avg Daily Profit (%) 0.2393 0.1713 0.068 0.0542 0.0697 -0.0498
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136861 -109957 -78258 -221260 -120460 -177290
Profit Factor 1.3955 1.611 1.2095 1.1147 1.3958 0.9111
Total Trades 140 70 70 140 70 70
Winning Trades 64 26 38 64 26 38
Losing Trades 76 44 32 76 44 32
Profitability (%) 45.7143 37.1429 54.2857 45.7143 37.1429 54.2857
Ratio Avg Win / Avg Loss 1.6572 2.7263 1.0185 1.3237 2.3621 0.7673
Largest Winning Trade 70319 70319 54168 86258 75308 86258
Largest Losing Trade -45712 -28329 -45712 -91327 -45710 -91327
Avg Bars in Trades 57 47 67 57 47 67
Avg Bars in Winners 82 70 91 82 70 91
Avg Bars in Losers 36 34 40 36 34 40
Bars Traded 8070 3325 4745 8070 3325 4745
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 303827 -89032 -196228 -216211 -197581 -674402
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8205,
    "evaluation_days": 1367.5,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1643184000000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759942440548,
    "expiration_time": 1763483760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 89,
            "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": [
        [
            327233.8446086925,
            234238.7524901055,
            92995.0921185867,
            109840.7197191837,
            159217.9685307142,
            -49377.2488115304
        ],
        [
            327.233845,
            234.238752,
            92.995092,
            109.84072,
            159.217969,
            -49.377249
        ],
        [
            0.239293,
            0.17129,
            0.068004,
            0.054214,
            0.069677,
            -0.04977
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136861,
            -109957,
            -78258,
            -221260,
            -120460,
            -177290
        ],
        [
            1.395525,
            1.610968,
            1.209471,
            1.114666,
            1.395763,
            0.911129
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            64,
            26,
            38,
            64,
            26,
            38
        ],
        [
            76,
            44,
            32,
            76,
            44,
            32
        ],
        [
            45.714286,
            37.142857,
            54.285714,
            45.714286,
            37.142857,
            54.285714
        ],
        [
            1.657185,
            2.726254,
            1.018502,
            1.323666,
            2.36206,
            0.767267
        ],
        [
            70319,
            70319,
            54168,
            86258,
            75308,
            86258
        ],
        [
            -45712,
            -28329,
            -45712,
            -91327,
            -45710,
            -91327
        ],
        [
            57,
            47,
            67,
            57,
            47,
            67
        ],
        [
            82,
            70,
            91,
            82,
            70,
            91
        ],
        [
            36,
            34,
            40,
            36,
            34,
            40
        ],
        [
            8070,
            3325,
            4745,
            8070,
            3325,
            4745
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303827,
            -89032,
            -196228,
            -216211,
            -197581,
            -674402
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8205,
    "evaluation_days": 1367.5,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1643184000000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759942440548,
    "expiration_time": 1763483760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 89,
            "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)