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Trade: IMX/USDT/120/VWAP/FWMA/3961

Strategy
IMX/USDT/120/VWAP/FWMA/3961
Pair
IMX_USDT
Interval
2h
Score
306540
Daily Profit
0.447415
Profit Factor
1.940761
Profitability
33.189655
Streak
0.000000
Best Strategy
Training Data Length
1366.420000
Evaluation Time
2025-10-07 23:12
Expiration Time
2025-11-26 00:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 611356.8027 401658.9942 209697.8085 1640908.0028 1021207.8904 619700.1124
Total P&L (%) 611.3568 401.659 209.6978 1640.908 1021.2079 619.7001
Avg Daily Profit (%) 0.4474 0.294 0.1535 0.2093 0.177 0.1445
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86295 -57964 -48106 -459175 -603569 -320737
Profit Factor 1.9408 2.1066 1.731 1.444 1.5361 1.346
Total Trades 232 116 116 232 116 116
Winning Trades 77 32 45 77 32 45
Losing Trades 155 84 71 155 84 71
Profitability (%) 33.1897 27.5862 38.7931 33.1897 27.5862 38.7931
Ratio Avg Win / Avg Loss 3.9067 5.5298 2.7311 2.9067 4.0323 2.1237
Largest Winning Trade 292386 292386 60995 468165 468165 313539
Largest Losing Trade -39309 -25937 -39309 -179180 -109971 -179180
Avg Bars in Trades 69 60 78 69 60 78
Avg Bars in Winners 155 148 159 155 148 159
Avg Bars in Losers 26 26 27 26 26 27
Bars Traded 16095 6983 9112 16095 6983 9112
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 306540 -6232 212410 175277 -8182 -2791
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16397,
    "evaluation_days": 1366.42,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643090400000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759867946036,
    "expiration_time": 1764110102400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 178
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 7,
            "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": [
        [
            611356.8027462636,
            401658.994246314,
            209697.8084999493,
            1640908.0027832561,
            1021207.8903580527,
            619700.1124252046
        ],
        [
            611.356803,
            401.658994,
            209.697808,
            1640.908003,
            1021.20789,
            619.700112
        ],
        [
            0.447415,
            0.29395,
            0.153465,
            0.209305,
            0.177042,
            0.144545
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86295,
            -57964,
            -48106,
            -459175,
            -603569,
            -320737
        ],
        [
            1.940761,
            2.106572,
            1.730966,
            1.443977,
            1.536123,
            1.345983
        ],
        [
            232,
            116,
            116,
            232,
            116,
            116
        ],
        [
            77,
            32,
            45,
            77,
            32,
            45
        ],
        [
            155,
            84,
            71,
            155,
            84,
            71
        ],
        [
            33.189655,
            27.586207,
            38.793103,
            33.189655,
            27.586207,
            38.793103
        ],
        [
            3.906726,
            5.529752,
            2.731079,
            2.906707,
            4.032323,
            2.123663
        ],
        [
            292386,
            292386,
            60995,
            468165,
            468165,
            313539
        ],
        [
            -39309,
            -25937,
            -39309,
            -179180,
            -109971,
            -179180
        ],
        [
            69,
            60,
            78,
            69,
            60,
            78
        ],
        [
            155,
            148,
            159,
            155,
            148,
            159
        ],
        [
            26,
            26,
            27,
            26,
            26,
            27
        ],
        [
            16095,
            6983,
            9112,
            16095,
            6983,
            9112
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306540,
            -6232,
            212410,
            175277,
            -8182,
            -2791
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16397,
    "evaluation_days": 1366.42,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643090400000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759867946036,
    "expiration_time": 1764110102400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 178
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 7,
            "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)