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Trade: IMX/USDT/480/VWMA/HWMA/3658

Strategy
IMX/USDT/480/VWMA/HWMA/3658
Pair
IMX_USDT
Interval
8h
Score
335107
Daily Profit
0.285773
Profit Factor
1.541278
Profitability
41.085271
Streak
52.531383
Best Strategy
Training Data Length
1359.000000
Evaluation Time
2025-09-30 07:45
Expiration Time
2025-11-09 20:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 388365.4512 266504.4066 121861.0445 235128.5507 189062.0832 46066.4675
Total P&L (%) 388.3655 266.5044 121.861 235.1286 189.0621 46.0665
Avg Daily Profit (%) 0.2858 0.1961 0.0897 0.089 0.0781 0.0279
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112764 -87259 -73532 -146436 -146016 -152218
Profit Factor 1.5413 1.7558 1.334 1.2417 1.417 1.0887
Total Trades 129 65 64 129 65 64
Winning Trades 53 20 33 53 20 33
Losing Trades 76 45 31 76 45 31
Profitability (%) 41.0853 30.7692 51.5625 41.0853 30.7692 51.5625
Ratio Avg Win / Avg Loss 2.2101 3.9504 1.2531 1.7806 3.1882 1.0227
Largest Winning Trade 151774 151774 42488 94908 94908 82336
Largest Losing Trade -38145 -21063 -38145 -57983 -49434 -57983
Avg Bars in Trades 30 28 33 30 28 33
Avg Bars in Winners 51 52 50 51 52 50
Avg Bars in Losers 16 17 16 16 17 16
Bars Traded 3993 1822 2171 3993 1822 2171
Profit Streak 52.5314 134.5314 52.5314 52.5314 134.5314 52.5314
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335107 -126858 -211369 -74979 -224489 -418652
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4077,
    "evaluation_days": 1359,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1643011200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759207511532,
    "expiration_time": 1762712928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            388365.4511932264,
            266504.4066436855,
            121861.0445495408,
            235128.5506885902,
            189062.0831577075,
            46066.4675308827
        ],
        [
            388.365451,
            266.504407,
            121.861045,
            235.128551,
            189.062083,
            46.066468
        ],
        [
            0.285773,
            0.196103,
            0.08967,
            0.089027,
            0.078137,
            0.027884
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112764,
            -87259,
            -73532,
            -146436,
            -146016,
            -152218
        ],
        [
            1.541278,
            1.755751,
            1.333992,
            1.241749,
            1.416969,
            1.088727
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            53,
            20,
            33,
            53,
            20,
            33
        ],
        [
            76,
            45,
            31,
            76,
            45,
            31
        ],
        [
            41.085271,
            30.769231,
            51.5625,
            41.085271,
            30.769231,
            51.5625
        ],
        [
            2.210134,
            3.95044,
            1.253144,
            1.780621,
            3.188179,
            1.022744
        ],
        [
            151774,
            151774,
            42488,
            94908,
            94908,
            82336
        ],
        [
            -38145,
            -21063,
            -38145,
            -57983,
            -49434,
            -57983
        ],
        [
            30,
            28,
            33,
            30,
            28,
            33
        ],
        [
            51,
            52,
            50,
            51,
            52,
            50
        ],
        [
            16,
            17,
            16,
            16,
            17,
            16
        ],
        [
            3993,
            1822,
            2171,
            3993,
            1822,
            2171
        ],
        [
            52.531383,
            134.531383,
            52.531383,
            52.531383,
            134.531383,
            52.531383
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335107,
            -126858,
            -211369,
            -74979,
            -224489,
            -418652
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4077,
    "evaluation_days": 1359,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1643011200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759207511532,
    "expiration_time": 1762712928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)