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Trade: IMX/USDT/240/JMA/VWMA/5666

Strategy
IMX/USDT/240/JMA/VWMA/5666
Pair
IMX_USDT
Interval
4h
Score
304537
Daily Profit
0.157225
Profit Factor
1.254492
Profitability
53.191489
Streak
0.000000
Best Strategy
Training Data Length
1370.000000
Evaluation Time
2025-10-11 10:50
Expiration Time
2025-11-21 08:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 215398.3892 125192.6771 90205.7121 -11425.4941 86180.9615 -97606.4556
Total P&L (%) 215.3984 125.1927 90.2057 -11.4255 86.181 -97.6065
Avg Daily Profit (%) 0.1572 0.0914 0.0658 -0.0089 0.0454 -0.2721
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106607 -71684 -123414 -263218 -173251 -351257
Profit Factor 1.2545 1.3113 1.2031 0.992 1.1317 0.8734
Total Trades 188 94 94 188 94 94
Winning Trades 100 47 53 100 47 53
Losing Trades 88 47 41 88 47 41
Profitability (%) 53.1915 50 56.383 53.1915 50 56.383
Ratio Avg Win / Avg Loss 1.104 1.3113 0.9307 0.8729 1.1317 0.6757
Largest Winning Trade 46209 40083 46209 87839 87839 46209
Largest Losing Trade -76673 -32984 -76673 -227567 -64043 -227567
Avg Bars in Trades 42 49 36 42 49 36
Avg Bars in Winners 39 42 35 39 42 35
Avg Bars in Losers 46 55 36 46 55 36
Bars Traded 8029 4633 3397 8029 4633 3397
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 304537 -71113 -106665 -579379 -208221 -580253
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8220,
    "evaluation_days": 1370,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1643025600000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760169034916,
    "expiration_time": 1763706240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 40,
            "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": [
        [
            215398.3892382755,
            125192.6771263028,
            90205.7121119729,
            -11425.4940719618,
            86180.9615379834,
            -97606.4556099452
        ],
        [
            215.398389,
            125.192677,
            90.205712,
            -11.425494,
            86.180962,
            -97.606456
        ],
        [
            0.157225,
            0.091382,
            0.065844,
            -0.008856,
            0.045379,
            -0.272067
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106607,
            -71684,
            -123414,
            -263218,
            -173251,
            -351257
        ],
        [
            1.254492,
            1.311301,
            1.203063,
            0.991984,
            1.131736,
            0.873422
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            100,
            47,
            53,
            100,
            47,
            53
        ],
        [
            88,
            47,
            41,
            88,
            47,
            41
        ],
        [
            53.191489,
            50,
            56.382979,
            53.191489,
            50,
            56.382979
        ],
        [
            1.103953,
            1.311301,
            0.930671,
            0.872946,
            1.131736,
            0.675666
        ],
        [
            46209,
            40083,
            46209,
            87839,
            87839,
            46209
        ],
        [
            -76673,
            -32984,
            -76673,
            -227567,
            -64043,
            -227567
        ],
        [
            42,
            49,
            36,
            42,
            49,
            36
        ],
        [
            39,
            42,
            35,
            39,
            42,
            35
        ],
        [
            46,
            55,
            36,
            46,
            55,
            36
        ],
        [
            8029,
            4633,
            3397,
            8029,
            4633,
            3397
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304537,
            -71113,
            -106665,
            -579379,
            -208221,
            -580253
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8220,
    "evaluation_days": 1370,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1643025600000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760169034916,
    "expiration_time": 1763706240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 40,
            "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)