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Trade: IMX/USDT/120/VWMA/ZLMA/6884

Strategy
IMX/USDT/120/VWMA/ZLMA/6884
Pair
IMX_USDT
Interval
2h
Score
354577
Daily Profit
0.386506
Profit Factor
1.853734
Profitability
40.909091
Streak
0.000000
Best Strategy
Training Data Length
1353.250000
Evaluation Time
2025-09-26 15:34
Expiration Time
2025-11-12 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 523038.568 373484.7026 149553.8653 320661.0042 225020.1385 95640.8657
Total P&L (%) 523.0386 373.4847 149.5539 320.661 225.0201 95.6409
Avg Daily Profit (%) 0.3865 0.276 0.1105 0.1062 0.0871 0.0496
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120725 -85504 -73750 -266057 -211663 -177225
Profit Factor 1.8537 2.2672 1.4704 1.2614 1.4173 1.1392
Total Trades 88 44 44 88 44 44
Winning Trades 36 14 22 36 14 22
Losing Trades 52 30 22 52 30 22
Profitability (%) 40.9091 31.8182 50 40.9091 31.8182 50
Ratio Avg Win / Avg Loss 2.6776 4.8583 1.4704 1.8221 3.037 1.1392
Largest Winning Trade 302175 302175 52765 201834 201834 146495
Largest Losing Trade -47884 -24665 -47884 -177225 -63791 -177225
Avg Bars in Trades 179 141 216 179 141 216
Avg Bars in Winners 296 238 334 296 238 334
Avg Bars in Losers 97 97 99 97 97 99
Bars Traded 15782 6245 9537 15782 6245 9537
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 354577 200669 -44269 -53520 -81719 -194044

Evaluation Data

{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16239,
    "evaluation_days": 1353.25,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643054400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758890054731,
    "expiration_time": 1762931548800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 153,
            "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": [
        [
            523038.5679711233,
            373484.7026465938,
            149553.8653245293,
            320661.0042131008,
            225020.1384641068,
            95640.8657489941
        ],
        [
            523.038568,
            373.484703,
            149.553865,
            320.661004,
            225.020138,
            95.640866
        ],
        [
            0.386506,
            0.275991,
            0.110515,
            0.10622,
            0.087141,
            0.049605
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120725,
            -85504,
            -73750,
            -266057,
            -211663,
            -177225
        ],
        [
            1.853734,
            2.267188,
            1.470423,
            1.261444,
            1.417253,
            1.139173
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            36,
            14,
            22,
            36,
            14,
            22
        ],
        [
            52,
            30,
            22,
            52,
            30,
            22
        ],
        [
            40.909091,
            31.818182,
            50,
            40.909091,
            31.818182,
            50
        ],
        [
            2.677615,
            4.858259,
            1.470423,
            1.822086,
            3.03697,
            1.139173
        ],
        [
            302175,
            302175,
            52765,
            201834,
            201834,
            146495
        ],
        [
            -47884,
            -24665,
            -47884,
            -177225,
            -63791,
            -177225
        ],
        [
            179,
            141,
            216,
            179,
            141,
            216
        ],
        [
            296,
            238,
            334,
            296,
            238,
            334
        ],
        [
            97,
            97,
            99,
            97,
            97,
            99
        ],
        [
            15782,
            6245,
            9537,
            15782,
            6245,
            9537
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354577,
            200669,
            -44269,
            -53520,
            -81719,
            -194044
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16239,
    "evaluation_days": 1353.25,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643054400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758890054731,
    "expiration_time": 1762931548800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 153,
            "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)