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Trade: IMX/USDT/360/SUPERTREND/VWMA/6312

Strategy
IMX/USDT/360/SUPERTREND/VWMA/6312
Pair
IMX_USDT
Interval
6h
Score
301455
Daily Profit
0.157664
Profit Factor
1.219372
Profitability
51.813472
Streak
0.000000
Best Strategy
Training Data Length
1362.750000
Evaluation Time
2025-10-04 03:44
Expiration Time
2025-11-13 17:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 214856.0238 167456.395 47399.6288 5766.0643 45747.6253 -39981.5611
Total P&L (%) 214.856 167.4564 47.3996 5.7661 45.7476 -39.9816
Avg Daily Profit (%) 0.1577 0.1229 0.0348 0.0041 0.0276 -0.0375
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162975 -134440 -103060 -93024 -69994 -74041
Profit Factor 1.2194 1.3549 1.0934 1.0117 1.2061 0.8527
Total Trades 193 96 97 193 96 97
Winning Trades 100 46 54 100 46 54
Losing Trades 93 50 43 93 50 43
Profitability (%) 51.8135 47.9167 55.6701 51.8135 47.9167 55.6701
Ratio Avg Win / Avg Loss 1.134 1.4727 0.8707 0.9409 1.311 0.679
Largest Winning Trade 58287 58287 43628 29822 27026 29822
Largest Losing Trade -43147 -26067 -43147 -43147 -22722 -43147
Avg Bars in Trades 27 21 34 27 21 34
Avg Bars in Winners 29 19 37 29 19 37
Avg Bars in Losers 25 23 29 25 23 29
Bars Traded 5370 2072 3298 5370 2072 3298
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 301455 -29376 -267013 -560914 -158975 -580338
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5451,
    "evaluation_days": 1362.75,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1642744800000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759538664321,
    "expiration_time": 1763046648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 44,
            "offset": 0,
            "multiplier": 3.52991
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "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": [
        [
            214856.0237686948,
            167456.3949751889,
            47399.6287935058,
            5766.0642543707,
            45747.6253347602,
            -39981.5610803895
        ],
        [
            214.856024,
            167.456395,
            47.399629,
            5.766064,
            45.747625,
            -39.981561
        ],
        [
            0.157664,
            0.122881,
            0.034782,
            0.004114,
            0.027647,
            -0.037455
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162975,
            -134440,
            -103060,
            -93024,
            -69994,
            -74041
        ],
        [
            1.219372,
            1.354854,
            1.093396,
            1.011686,
            1.206116,
            0.852713
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            100,
            46,
            54,
            100,
            46,
            54
        ],
        [
            93,
            50,
            43,
            93,
            50,
            43
        ],
        [
            51.813472,
            47.916667,
            55.670103,
            51.813472,
            47.916667,
            55.670103
        ],
        [
            1.134016,
            1.472668,
            0.870667,
            0.940868,
            1.310996,
            0.679013
        ],
        [
            58287,
            58287,
            43628,
            29822,
            27026,
            29822
        ],
        [
            -43147,
            -26067,
            -43147,
            -43147,
            -22722,
            -43147
        ],
        [
            27,
            21,
            34,
            27,
            21,
            34
        ],
        [
            29,
            19,
            37,
            29,
            19,
            37
        ],
        [
            25,
            23,
            29,
            25,
            23,
            29
        ],
        [
            5370,
            2072,
            3298,
            5370,
            2072,
            3298
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301455,
            -29376,
            -267013,
            -560914,
            -158975,
            -580338
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5451,
    "evaluation_days": 1362.75,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1642744800000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759538664321,
    "expiration_time": 1763046648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 44,
            "offset": 0,
            "multiplier": 3.52991
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "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)