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Trade: IMX/USDT/120/VWMA/MIDPRICE/3543

Strategy
IMX/USDT/120/VWMA/MIDPRICE/3543
Pair
IMX_USDT
Interval
2h
Score
319535
Daily Profit
0.223049
Profit Factor
1.212968
Profitability
46.206897
Streak
5.453977
Best Strategy
Training Data Length
1368.580000
Evaluation Time
2025-10-10 01:53
Expiration Time
2025-11-28 06:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 305260.3249 210288.8411 94971.4838 61024.1337 -147972.3491 208996.4828
Total P&L (%) 305.2603 210.2888 94.9715 61.0241 -147.9723 208.9965
Avg Daily Profit (%) 0.223 0.1537 0.0694 0.0348 0 0.0825
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -209652 -139806 -136560 -1507296 -870563 -909041
Profit Factor 1.213 1.2889 1.1346 1.013 0.9395 1.0925
Total Trades 435 217 218 435 217 218
Winning Trades 201 88 113 201 88 113
Losing Trades 234 129 105 234 129 105
Profitability (%) 46.2069 40.553 51.8349 46.2069 40.553 51.8349
Ratio Avg Win / Avg Loss 1.4121 1.8894 1.0543 1.1793 1.3771 1.0152
Largest Winning Trade 79855 79855 27632 432234 432234 214627
Largest Losing Trade -40239 -22640 -40239 -340012 -279639 -340012
Avg Bars in Trades 37 35 38 37 35 38
Avg Bars in Winners 48 49 46 48 49 46
Avg Bars in Losers 28 26 30 28 26 30
Bars Traded 16261 7779 8481 16261 7779 8481
Profit Streak 5.454 0 11.3706 5.454 0 11.3706
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319535 189304 -171263 -351732 -582204 -200154
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16423,
    "evaluation_days": 1368.58,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642564800000,
    "last_datapoint_time": 1760047200000,
    "evaluation_time": 1760050423630,
    "expiration_time": 1764304041600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 79,
            "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": [
        [
            305260.3248574913,
            210288.8410975964,
            94971.483759895,
            61024.133701008,
            -147972.3491201378,
            208996.482821146
        ],
        [
            305.260325,
            210.288841,
            94.971484,
            61.024134,
            -147.972349,
            208.996483
        ],
        [
            0.223049,
            0.153655,
            0.069394,
            0.034815,
            0,
            0.082467
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -209652,
            -139806,
            -136560,
            -1507296,
            -870563,
            -909041
        ],
        [
            1.212968,
            1.288893,
            1.134625,
            1.012976,
            0.93945,
            1.092514
        ],
        [
            435,
            217,
            218,
            435,
            217,
            218
        ],
        [
            201,
            88,
            113,
            201,
            88,
            113
        ],
        [
            234,
            129,
            105,
            234,
            129,
            105
        ],
        [
            46.206897,
            40.552995,
            51.834862,
            46.206897,
            40.552995,
            51.834862
        ],
        [
            1.412112,
            1.8894,
            1.054298,
            1.179285,
            1.377148,
            1.015167
        ],
        [
            79855,
            79855,
            27632,
            432234,
            432234,
            214627
        ],
        [
            -40239,
            -22640,
            -40239,
            -340012,
            -279639,
            -340012
        ],
        [
            37,
            35,
            38,
            37,
            35,
            38
        ],
        [
            48,
            49,
            46,
            48,
            49,
            46
        ],
        [
            28,
            26,
            30,
            28,
            26,
            30
        ],
        [
            16261,
            7779,
            8481,
            16261,
            7779,
            8481
        ],
        [
            5.453977,
            0,
            11.370644,
            5.453977,
            0,
            11.370644
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319535,
            189304,
            -171263,
            -351732,
            -582204,
            -200154
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16423,
    "evaluation_days": 1368.58,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642564800000,
    "last_datapoint_time": 1760047200000,
    "evaluation_time": 1760050423630,
    "expiration_time": 1764304041600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 79,
            "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)