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Trade: IMX/USDT/360/KCB/VWMA/3696

Strategy
IMX/USDT/360/KCB/VWMA/3696
Pair
IMX_USDT
Interval
6h
Score
333049
Daily Profit
0.147890
Profit Factor
1.765918
Profitability
51.612903
Streak
110.736586
Best Strategy
Training Data Length
1363.250000
Evaluation Time
2025-10-04 14:40
Expiration Time
2025-11-14 05:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 275596.879 201611.0795 73985.7995 8421.2085 92062.0849 -83640.8765
Total P&L (%) 275.5969 201.6111 73.9858 8.4212 92.0621 -83.6409
Avg Daily Profit (%) 0.2022 0.1479 0.0543 0.0059 0.0479 -0.1327
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124589 -75982 -74501 -546478 -336595 -241531
Profit Factor 1.5526 1.7659 1.3141 1.0067 1.1341 0.8522
Total Trades 63 31 32 63 31 32
Winning Trades 38 16 22 38 16 22
Losing Trades 25 15 10 25 15 10
Profitability (%) 60.3175 51.6129 68.75 60.3175 51.6129 68.75
Ratio Avg Win / Avg Loss 1.0214 1.6555 0.5973 0.6623 1.0632 0.3874
Largest Winning Trade 179532 179532 70291 273354 273354 86628
Largest Losing Trade -47535 -35226 -47535 -207228 -207228 -131730
Avg Bars in Trades 82 88 75 82 88 75
Avg Bars in Winners 78 73 81 78 73 81
Avg Bars in Losers 87 103 64 87 103 64
Bars Traded 5170 2739 2431 5170 2739 2431
Profit Streak 76.7366 110.7366 76.7366 76.7366 110.7366 76.7366
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138880 333049 -118170 -713619 -200435 -577008
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5453,
    "evaluation_days": 1363.25,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1644278400000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759578040998,
    "expiration_time": 1763091144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 116,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "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": [
        [
            275596.8789849586,
            201611.0795070903,
            73985.7994778682,
            8421.2084692445,
            92062.0849434042,
            -83640.8764741597
        ],
        [
            275.596879,
            201.61108,
            73.985799,
            8.421208,
            92.062085,
            -83.640876
        ],
        [
            0.202162,
            0.14789,
            0.054272,
            0.005931,
            0.047886,
            -0.132711
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124589,
            -75982,
            -74501,
            -546478,
            -336595,
            -241531
        ],
        [
            1.552567,
            1.765918,
            1.314125,
            1.006725,
            1.134116,
            0.852177
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            25,
            15,
            10,
            25,
            15,
            10
        ],
        [
            60.31746,
            51.612903,
            68.75,
            60.31746,
            51.612903,
            68.75
        ],
        [
            1.021425,
            1.655548,
            0.59733,
            0.662319,
            1.063234,
            0.387353
        ],
        [
            179532,
            179532,
            70291,
            273354,
            273354,
            86628
        ],
        [
            -47535,
            -35226,
            -47535,
            -207228,
            -207228,
            -131730
        ],
        [
            82,
            88,
            75,
            82,
            88,
            75
        ],
        [
            78,
            73,
            81,
            78,
            73,
            81
        ],
        [
            87,
            103,
            64,
            87,
            103,
            64
        ],
        [
            5170,
            2739,
            2431,
            5170,
            2739,
            2431
        ],
        [
            76.736586,
            110.736586,
            76.736586,
            76.736586,
            110.736586,
            76.736586
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138880,
            333049,
            -118170,
            -713619,
            -200435,
            -577008
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5453,
    "evaluation_days": 1363.25,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1644278400000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759578040998,
    "expiration_time": 1763091144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 116,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "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)