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Trade: IMX/USDT/720/HILO/VWAP/3793

Strategy
IMX/USDT/720/HILO/VWAP/3793
Pair
IMX_USDT
Interval
12h
Score
314843
Daily Profit
0.307236
Profit Factor
1.571174
Profitability
40.384615
Streak
0.000000
Best Strategy
Training Data Length
1363.500000
Evaluation Time
2025-10-04 10:17
Expiration Time
2025-11-13 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 418915.6848 271734.2066 147181.4782 504206.8689 437935.7152 66271.1537
Total P&L (%) 418.9157 271.7342 147.1815 504.2069 437.9357 66.2712
Avg Daily Profit (%) 0.3072 0.1993 0.1079 0.132 0.1235 0.0373
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89954 -83454 -45544 -430636 -433271 -308073
Profit Factor 1.5712 1.6849 1.4372 1.2052 1.3407 1.0565
Total Trades 156 78 78 156 78 78
Winning Trades 63 25 38 63 25 38
Losing Trades 93 53 40 93 53 40
Profitability (%) 40.3846 32.0513 48.7179 40.3846 32.0513 48.7179
Ratio Avg Win / Avg Loss 2.3194 3.5719 1.5128 1.779 2.8422 1.1121
Largest Winning Trade 143308 143308 42037 249641 249641 118899
Largest Losing Trade -26070 -12607 -26070 -143160 -85978 -143160
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 2691 1329 1361 2691 1329 1361
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 314843 -30353 -81526 -18407 -67887 -336341
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2727,
    "evaluation_days": 1363.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1642680000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759562227902,
    "expiration_time": 1763070192000,
    "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": [
        [
            418915.6848102441,
            271734.206635226,
            147181.4781750181,
            504206.8689387852,
            437935.7151929978,
            66271.1537457875
        ],
        [
            418.915685,
            271.734207,
            147.181478,
            504.206869,
            437.935715,
            66.271154
        ],
        [
            0.307236,
            0.199292,
            0.107944,
            0.132008,
            0.123477,
            0.037297
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89954,
            -83454,
            -45544,
            -430636,
            -433271,
            -308073
        ],
        [
            1.571174,
            1.684854,
            1.437192,
            1.205157,
            1.340679,
            1.056537
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            63,
            25,
            38,
            63,
            25,
            38
        ],
        [
            93,
            53,
            40,
            93,
            53,
            40
        ],
        [
            40.384615,
            32.051282,
            48.717949,
            40.384615,
            32.051282,
            48.717949
        ],
        [
            2.319353,
            3.57189,
            1.512834,
            1.779042,
            2.842238,
            1.112144
        ],
        [
            143308,
            143308,
            42037,
            249641,
            249641,
            118899
        ],
        [
            -26070,
            -12607,
            -26070,
            -143160,
            -85978,
            -143160
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            30,
            35,
            27,
            30,
            35,
            27
        ],
        [
            8,
            8,
            7,
            8,
            8,
            7
        ],
        [
            2691,
            1329,
            1361,
            2691,
            1329,
            1361
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314843,
            -30353,
            -81526,
            -18407,
            -67887,
            -336341
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2727,
    "evaluation_days": 1363.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1642680000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759562227902,
    "expiration_time": 1763070192000,
    "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)