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Trade: IMX/USDT/720/HILO/VWAP/1830

Strategy
IMX/USDT/720/HILO/VWAP/1830
Pair
IMX_USDT
Interval
12h
Score
380976
Daily Profit
0.337782
Profit Factor
1.658080
Profitability
41.176471
Streak
33.046575
Best Strategy
Training Data Length
1354.000000
Evaluation Time
2025-09-27 04:07
Expiration Time
2025-11-04 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 457357.1723 282910.7671 174446.4052 812438.3659 523914.4749 288523.891
Total P&L (%) 457.3572 282.9108 174.4464 812.4384 523.9145 288.5239
Avg Daily Profit (%) 0.3378 0.2089 0.1288 0.1634 0.1353 0.1003
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89954 -83454 -45544 -430636 -433271 -184557
Profit Factor 1.6581 1.7337 1.5638 1.378 1.4368 1.3037
Total Trades 153 77 76 153 77 76
Winning Trades 63 25 38 63 25 38
Losing Trades 90 52 38 90 52 38
Profitability (%) 41.1765 32.4675 50 41.1765 32.4675 50
Ratio Avg Win / Avg Loss 2.3687 3.6061 1.5638 1.9685 2.9885 1.3037
Largest Winning Trade 143308 143308 42037 249641 249641 118899
Largest Losing Trade -26070 -12607 -26070 -91433 -83862 -91433
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 30 35 27 30 35 27
Avg Bars in Losers 8 8 7 8 8 7
Bars Traded 2668 1324 1345 2668 1324 1345
Profit Streak 33.0466 33.0466 35.5466 33.0466 33.0466 35.5466
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 380976 -36973 -66852 289447 -57904 -107623
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2708,
    "evaluation_days": 1354,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1642680000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935224093,
    "expiration_time": 1762224768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            457357.1722987815,
            282910.7671164642,
            174446.4051823174,
            812438.3659397082,
            523914.4749219897,
            288523.8910177185
        ],
        [
            457.357172,
            282.910767,
            174.446405,
            812.438366,
            523.914475,
            288.523891
        ],
        [
            0.337782,
            0.208944,
            0.128838,
            0.163424,
            0.135309,
            0.100285
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89954,
            -83454,
            -45544,
            -430636,
            -433271,
            -184557
        ],
        [
            1.65808,
            1.733689,
            1.563846,
            1.377979,
            1.436777,
            1.303732
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            63,
            25,
            38,
            63,
            25,
            38
        ],
        [
            90,
            52,
            38,
            90,
            52,
            38
        ],
        [
            41.176471,
            32.467532,
            50,
            41.176471,
            32.467532,
            50
        ],
        [
            2.368686,
            3.606073,
            1.563846,
            1.968541,
            2.988495,
            1.303732
        ],
        [
            143308,
            143308,
            42037,
            249641,
            249641,
            118899
        ],
        [
            -26070,
            -12607,
            -26070,
            -91433,
            -83862,
            -91433
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            30,
            35,
            27,
            30,
            35,
            27
        ],
        [
            8,
            8,
            7,
            8,
            8,
            7
        ],
        [
            2668,
            1324,
            1345,
            2668,
            1324,
            1345
        ],
        [
            33.046575,
            33.046575,
            35.546575,
            33.046575,
            33.046575,
            35.546575
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            380976,
            -36973,
            -66852,
            289447,
            -57904,
            -107623
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2708,
    "evaluation_days": 1354,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1642680000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935224093,
    "expiration_time": 1762224768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)