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Trade: IMX/USDT/120/RMA/VWAP/2935

Strategy
IMX/USDT/120/RMA/VWAP/2935
Pair
IMX_USDT
Interval
2h
Score
310517
Daily Profit
0.169114
Profit Factor
1.268520
Profitability
51.054852
Streak
0.000000
Best Strategy
Training Data Length
1369.500000
Evaluation Time
2025-10-11 00:57
Expiration Time
2025-11-29 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 231601.5319 192136.5701 39464.9619 -38036.9681 2293.3205 -40330.2885
Total P&L (%) 231.6015 192.1366 39.465 -38.037 2.2933 -40.3303
Avg Daily Profit (%) 0.1691 0.1403 0.0288 -0.0349 0.0017 -0.0377
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133102 -69532 -105787 -114363 -75303 -111952
Profit Factor 1.2685 1.5019 1.0823 0.9499 1.0072 0.9085
Total Trades 237 118 119 237 118 119
Winning Trades 121 52 69 121 52 69
Losing Trades 116 66 50 116 66 50
Profitability (%) 51.0549 44.0678 57.9832 51.0549 44.0678 57.9832
Ratio Avg Win / Avg Loss 1.2161 1.9063 0.7843 0.9107 1.2784 0.6584
Largest Winning Trade 188535 188535 50789 62042 62042 35918
Largest Losing Trade -58407 -28932 -58407 -65596 -24580 -65596
Avg Bars in Trades 68 55 81 68 55 81
Avg Bars in Winners 82 76 86 82 76 86
Avg Bars in Losers 53 38 74 53 38 74
Bars Traded 16189 6505 9684 16189 6505 9684
Profit Streak 0 38.8316 0 0 38.8316 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310517 -4873 -287557 -579401 -570544 -579981
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16434,
    "evaluation_days": 1369.5,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642939200000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760133451861,
    "expiration_time": 1764386092800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 45
        }
    }
}
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": [
        [
            231601.5319399929,
            192136.5700657354,
            39464.9618742571,
            -38036.968070135,
            2293.3204642301,
            -40330.2885343652
        ],
        [
            231.601532,
            192.13657,
            39.464962,
            -38.036968,
            2.29332,
            -40.330289
        ],
        [
            0.169114,
            0.140297,
            0.028817,
            -0.034943,
            0.001656,
            -0.037696
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133102,
            -69532,
            -105787,
            -114363,
            -75303,
            -111952
        ],
        [
            1.26852,
            1.501942,
            1.082266,
            0.949919,
            1.007198,
            0.90853
        ],
        [
            237,
            118,
            119,
            237,
            118,
            119
        ],
        [
            121,
            52,
            69,
            121,
            52,
            69
        ],
        [
            116,
            66,
            50,
            116,
            66,
            50
        ],
        [
            51.054852,
            44.067797,
            57.983193,
            51.054852,
            44.067797,
            57.983193
        ],
        [
            1.216102,
            1.906311,
            0.784251,
            0.910666,
            1.278367,
            0.658355
        ],
        [
            188535,
            188535,
            50789,
            62042,
            62042,
            35918
        ],
        [
            -58407,
            -28932,
            -58407,
            -65596,
            -24580,
            -65596
        ],
        [
            68,
            55,
            81,
            68,
            55,
            81
        ],
        [
            82,
            76,
            86,
            82,
            76,
            86
        ],
        [
            53,
            38,
            74,
            53,
            38,
            74
        ],
        [
            16189,
            6505,
            9684,
            16189,
            6505,
            9684
        ],
        [
            0,
            38.831619,
            0,
            0,
            38.831619,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310517,
            -4873,
            -287557,
            -579401,
            -570544,
            -579981
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16434,
    "evaluation_days": 1369.5,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642939200000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760133451861,
    "expiration_time": 1764386092800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 45
        }
    }
}

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)