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Trade: IMX/USDT/480/VWMA/WMA/1037

Strategy
IMX/USDT/480/VWMA/WMA/1037
Pair
IMX_USDT
Interval
8h
Score
431415
Daily Profit
0.402113
Profit Factor
1.960362
Profitability
44.086022
Streak
22.997335
Best Strategy
Training Data Length
1361.330000
Evaluation Time
2025-10-02 18:56
Expiration Time
2025-11-12 06:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 547408.4943 360056.9146 187351.5797 1351217.047 1054615.9849 296601.0621
Total P&L (%) 547.4085 360.0569 187.3516 1351.217 1054.616 296.6011
Avg Daily Profit (%) 0.4021 0.2645 0.1376 0.1967 0.1799 0.1013
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126017 -71005 -66373 -1024927 -594140 -726633
Profit Factor 1.9604 2.2537 1.6625 1.4093 1.6828 1.1689
Total Trades 93 47 46 93 47 46
Winning Trades 41 17 24 41 17 24
Losing Trades 52 30 22 52 30 22
Profitability (%) 44.086 36.1702 52.1739 44.086 36.1702 52.1739
Ratio Avg Win / Avg Loss 2.4863 3.9771 1.5239 1.7874 2.9696 1.0715
Largest Winning Trade 138991 138991 54859 591409 591409 391953
Largest Losing Trade -43460 -22810 -43460 -726633 -222518 -726633
Avg Bars in Trades 42 34 51 42 34 51
Avg Bars in Winners 69 56 78 69 56 78
Avg Bars in Losers 22 21 22 22 21 22
Bars Traded 3994 1606 2388 3994 1606 2388
Profit Streak 22.9973 43.664 0 22.9973 43.664 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431415 277857 -5803 301225 227156 -92221
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4084,
    "evaluation_days": 1361.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1643068800000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759420569779,
    "expiration_time": 1762920576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 24,
            "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": [
        [
            547408.494302723,
            360056.9146051985,
            187351.5796975244,
            1351217.0469563615,
            1054615.9848737516,
            296601.0620826097
        ],
        [
            547.408494,
            360.056915,
            187.35158,
            1351.217047,
            1054.615985,
            296.601062
        ],
        [
            0.402113,
            0.264489,
            0.137624,
            0.196691,
            0.179865,
            0.101258
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126017,
            -71005,
            -66373,
            -1024927,
            -594140,
            -726633
        ],
        [
            1.960362,
            2.253703,
            1.66247,
            1.40933,
            1.682793,
            1.16886
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            41,
            17,
            24,
            41,
            17,
            24
        ],
        [
            52,
            30,
            22,
            52,
            30,
            22
        ],
        [
            44.086022,
            36.170213,
            52.173913,
            44.086022,
            36.170213,
            52.173913
        ],
        [
            2.486312,
            3.977123,
            1.523931,
            1.787442,
            2.969635,
            1.071455
        ],
        [
            138991,
            138991,
            54859,
            591409,
            591409,
            391953
        ],
        [
            -43460,
            -22810,
            -43460,
            -726633,
            -222518,
            -726633
        ],
        [
            42,
            34,
            51,
            42,
            34,
            51
        ],
        [
            69,
            56,
            78,
            69,
            56,
            78
        ],
        [
            22,
            21,
            22,
            22,
            21,
            22
        ],
        [
            3994,
            1606,
            2388,
            3994,
            1606,
            2388
        ],
        [
            22.997335,
            43.664002,
            0,
            22.997335,
            43.664002,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431415,
            277857,
            -5803,
            301225,
            227156,
            -92221
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4084,
    "evaluation_days": 1361.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1643068800000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759420569779,
    "expiration_time": 1762920576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 24,
            "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)