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Trade: IMX/USDT/720/VWAP/HWMA/1303

Strategy
IMX/USDT/720/VWAP/HWMA/1303
Pair
IMX_USDT
Interval
12h
Score
310634
Daily Profit
0.204139
Profit Factor
1.241304
Profitability
59.479554
Streak
0.000000
Best Strategy
Training Data Length
1362.500000
Evaluation Time
2025-10-03 04:12
Expiration Time
2025-11-12 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 278139.1201 188313.7411 89825.379 -4477.6835 -2066.1306 -2411.5529
Total P&L (%) 278.1391 188.3137 89.8254 -4.4777 -2.0661 -2.4116
Avg Daily Profit (%) 0.2041 0.1382 0.0659 -0.0034 -0.0015 -0.0018
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175017 -119823 -164719 -103273 -78149 -51029
Profit Factor 1.2413 1.3296 1.1545 0.9898 0.9911 0.9885
Total Trades 269 135 134 269 135 134
Winning Trades 160 76 84 160 76 84
Losing Trades 109 59 50 109 59 50
Profitability (%) 59.4796 56.2963 62.6866 59.4796 56.2963 62.6866
Ratio Avg Win / Avg Loss 0.8456 1.0322 0.6872 0.6743 0.7694 0.5884
Largest Winning Trade 65583 65583 39254 30466 30466 14038
Largest Losing Trade -66162 -35594 -66162 -38035 -38035 -29145
Avg Bars in Trades 10 9 10 10 9 10
Avg Bars in Winners 8 8 9 8 8 9
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 2710 1341 1369 2710 1341 1369
Profit Streak 0 0 19.0501 0 0 19.0501
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310634 -7361 -154821 -577864 -579880 -578494
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2725,
    "evaluation_days": 1362.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1641772800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759453929940,
    "expiration_time": 1762981200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            278139.1200894028,
            188313.7410622317,
            89825.379027171,
            -4477.683505069,
            -2066.1306374985,
            -2411.5528675704
        ],
        [
            278.13912,
            188.313741,
            89.825379,
            -4.477684,
            -2.066131,
            -2.411553
        ],
        [
            0.204139,
            0.138212,
            0.065927,
            -0.003362,
            -0.001532,
            -0.001792
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175017,
            -119823,
            -164719,
            -103273,
            -78149,
            -51029
        ],
        [
            1.241304,
            1.329564,
            1.154539,
            0.989842,
            0.991076,
            0.988476
        ],
        [
            269,
            135,
            134,
            269,
            135,
            134
        ],
        [
            160,
            76,
            84,
            160,
            76,
            84
        ],
        [
            109,
            59,
            50,
            109,
            59,
            50
        ],
        [
            59.479554,
            56.296296,
            62.686567,
            59.479554,
            56.296296,
            62.686567
        ],
        [
            0.845639,
            1.032162,
            0.687226,
            0.67433,
            0.769388,
            0.588379
        ],
        [
            65583,
            65583,
            39254,
            30466,
            30466,
            14038
        ],
        [
            -66162,
            -35594,
            -66162,
            -38035,
            -38035,
            -29145
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            2710,
            1341,
            1369,
            2710,
            1341,
            1369
        ],
        [
            0,
            0,
            19.050115,
            0,
            0,
            19.050115
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310634,
            -7361,
            -154821,
            -577864,
            -579880,
            -578494
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2725,
    "evaluation_days": 1362.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1641772800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759453929940,
    "expiration_time": 1762981200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)