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Trade: IMX/USDT/120/VWAP/KCU/2236

Strategy
IMX/USDT/120/VWAP/KCU/2236
Pair
IMX_USDT
Interval
2h
Score
309162
Daily Profit
0.148205
Profit Factor
1.613002
Profitability
66.666667
Streak
96.098279
Best Strategy
Training Data Length
1362.750000
Evaluation Time
2025-10-04 05:21
Expiration Time
2025-11-22 05:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 241295.2264 201966.5373 39328.6891 -13993.6849 -38304.6336 24310.9487
Total P&L (%) 241.2952 201.9665 39.3287 -13.9937 -38.3046 24.3109
Avg Daily Profit (%) 0.1771 0.1482 0.0289 -0.0111 -0.0354 0.016
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112683 -112053 -14119 -227070 -220269 -20405
Profit Factor 1.6581 1.613 2.0573 0.9664 0.8986 1.6297
Total Trades 61 30 31 61 30 31
Winning Trades 37 20 17 37 20 17
Losing Trades 24 10 14 24 10 14
Profitability (%) 60.6557 66.6667 54.8387 60.6557 66.6667 54.8387
Ratio Avg Win / Avg Loss 1.0755 0.8065 1.6943 0.6269 0.4493 1.3421
Largest Winning Trade 139980 139980 9574 70161 70161 12759
Largest Losing Trade -63598 -63598 -7136 -157105 -157105 -16105
Avg Bars in Trades 251 505 5 251 505 5
Avg Bars in Winners 106 192 5 106 192 5
Avg Bars in Losers 475 1132 6 475 1132 6
Bars Traded 15354 15173 181 15354 15173 181
Profit Streak 84.4316 96.0983 84.4316 84.4316 96.0983 84.4316
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -153665 309162 -150467 -743897 -577266 -171323
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16353,
    "evaluation_days": 1362.75,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642255200000,
    "last_datapoint_time": 1759543200000,
    "evaluation_time": 1759544491283,
    "expiration_time": 1763781897600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 63,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            241295.2264101171,
            201966.537302854,
            39328.6891072633,
            -13993.6849037319,
            -38304.6336164483,
            24310.9487127165
        ],
        [
            241.295226,
            201.966537,
            39.328689,
            -13.993685,
            -38.304634,
            24.310949
        ],
        [
            0.177065,
            0.148205,
            0.02886,
            -0.011062,
            -0.035434,
            0.01597
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112683,
            -112053,
            -14119,
            -227070,
            -220269,
            -20405
        ],
        [
            1.658077,
            1.613002,
            2.057344,
            0.966393,
            0.898608,
            1.62968
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            24,
            10,
            14,
            24,
            10,
            14
        ],
        [
            60.655738,
            66.666667,
            54.83871,
            60.655738,
            66.666667,
            54.83871
        ],
        [
            1.07551,
            0.806501,
            1.694284,
            0.62685,
            0.449304,
            1.342089
        ],
        [
            139980,
            139980,
            9574,
            70161,
            70161,
            12759
        ],
        [
            -63598,
            -63598,
            -7136,
            -157105,
            -157105,
            -16105
        ],
        [
            251,
            505,
            5,
            251,
            505,
            5
        ],
        [
            106,
            192,
            5,
            106,
            192,
            5
        ],
        [
            475,
            1132,
            6,
            475,
            1132,
            6
        ],
        [
            15354,
            15173,
            181,
            15354,
            15173,
            181
        ],
        [
            84.431612,
            96.098279,
            84.431612,
            84.431612,
            96.098279,
            84.431612
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153665,
            309162,
            -150467,
            -743897,
            -577266,
            -171323
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16353,
    "evaluation_days": 1362.75,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642255200000,
    "last_datapoint_time": 1759543200000,
    "evaluation_time": 1759544491283,
    "expiration_time": 1763781897600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 63,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)