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Trade: IMX/USDT/240/VWMA/LINREG/2255

Strategy
IMX/USDT/240/VWMA/LINREG/2255
Pair
IMX_USDT
Interval
4h
Score
311248
Daily Profit
0.294024
Profit Factor
1.655120
Profitability
41.836735
Streak
0.000000
Best Strategy
Training Data Length
1353.330000
Evaluation Time
2025-09-27 18:54
Expiration Time
2025-11-04 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 397911.4398 247460.0155 150451.4243 341194.0086 179267.1797 161926.8289
Total P&L (%) 397.9114 247.46 150.4514 341.194 179.2672 161.9268
Avg Daily Profit (%) 0.294 0.1829 0.1112 0.1097 0.0759 0.0712
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119908 -90987 -64244 -391092 -227978 -288094
Profit Factor 1.6551 1.8516 1.4749 1.2119 1.2407 1.187
Total Trades 98 49 49 98 49 49
Winning Trades 41 16 25 41 16 25
Losing Trades 57 33 24 57 33 24
Profitability (%) 41.8367 32.6531 51.0204 41.8367 32.6531 51.0204
Ratio Avg Win / Avg Loss 2.301 3.819 1.4159 1.6848 2.559 1.1395
Largest Winning Trade 128673 128673 53688 192191 161716 192191
Largest Losing Trade -38414 -21960 -38414 -188672 -84900 -188672
Avg Bars in Trades 80 65 95 80 65 95
Avg Bars in Winners 132 119 141 132 119 141
Avg Bars in Losers 43 39 47 43 39 47
Bars Traded 7886 3219 4667 7886 3219 4667
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 311248 156191 -43197 -48744 -97401 -112473
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8120,
    "evaluation_days": 1353.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1643270400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758988488269,
    "expiration_time": 1762223040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 51,
            "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": [
        [
            397911.4398238126,
            247460.0155382648,
            150451.4242855477,
            341194.0086152189,
            179267.1797221836,
            161926.8288930353
        ],
        [
            397.91144,
            247.460016,
            150.451424,
            341.194009,
            179.26718,
            161.926829
        ],
        [
            0.294024,
            0.182853,
            0.111171,
            0.109739,
            0.075916,
            0.071175
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119908,
            -90987,
            -64244,
            -391092,
            -227978,
            -288094
        ],
        [
            1.65512,
            1.851619,
            1.474893,
            1.211867,
            1.240747,
            1.187029
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            41,
            16,
            25,
            41,
            16,
            25
        ],
        [
            57,
            33,
            24,
            57,
            33,
            24
        ],
        [
            41.836735,
            32.653061,
            51.020408,
            41.836735,
            32.653061,
            51.020408
        ],
        [
            2.30102,
            3.818964,
            1.415897,
            1.684791,
            2.559041,
            1.139548
        ],
        [
            128673,
            128673,
            53688,
            192191,
            161716,
            192191
        ],
        [
            -38414,
            -21960,
            -38414,
            -188672,
            -84900,
            -188672
        ],
        [
            80,
            65,
            95,
            80,
            65,
            95
        ],
        [
            132,
            119,
            141,
            132,
            119,
            141
        ],
        [
            43,
            39,
            47,
            43,
            39,
            47
        ],
        [
            7886,
            3219,
            4667,
            7886,
            3219,
            4667
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311248,
            156191,
            -43197,
            -48744,
            -97401,
            -112473
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8120,
    "evaluation_days": 1353.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1643270400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758988488269,
    "expiration_time": 1762223040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 51,
            "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)