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Trade: IMX/USDT/240/VWAP/KCU/1192

Strategy
IMX/USDT/240/VWAP/KCU/1192
Pair
IMX_USDT
Interval
4h
Score
555838
Daily Profit
0.211395
Profit Factor
2.353753
Profitability
85.365854
Streak
92.209625
Best Strategy
Training Data Length
1369.830000
Evaluation Time
2025-10-11 08:01
Expiration Time
2025-11-21 04:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 351659.1763 289575.0868 62084.0894 519390.2161 520204.4584 -814.2423
Total P&L (%) 351.6592 289.5751 62.0841 519.3902 520.2045 -0.8142
Avg Daily Profit (%) 0.2567 0.2114 0.0453 0.1332 0.1333 -0.0006
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86226 -84422 -24960 -1264589 -1223896 -322235
Profit Factor 2.3217 2.3538 2.1903 1.2095 1.2634 0.9984
Total Trades 83 41 42 83 41 42
Winning Trades 63 35 28 63 35 28
Losing Trades 20 6 14 20 6 14
Profitability (%) 75.9036 85.3659 66.6667 75.9036 85.3659 66.6667
Ratio Avg Win / Avg Loss 0.7371 0.4035 1.0952 0.384 0.2166 0.4992
Largest Winning Trade 58623 58623 16614 434969 434969 97610
Largest Losing Trade -69619 -69619 -9597 -836308 -836308 -149254
Avg Bars in Trades 71 137 6 71 137 6
Avg Bars in Winners 28 47 5 28 47 5
Avg Bars in Losers 205 666 8 205 666 8
Bars Traded 5912 5655 256 5912 5655 256
Profit Streak 21.2096 92.2096 21.2096 21.2096 92.2096 21.2096
Trades During Streak 2 8 1 2 8 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 473758 555838 -126815 -13498 -10436 -577745
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8219,
    "evaluation_days": 1369.83,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1642968000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760158911621,
    "expiration_time": 1763691408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 82,
            "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": [
        [
            351659.1762613626,
            289575.086839984,
            62084.0894213787,
            519390.216134535,
            520204.4584350804,
            -814.2423005452
        ],
        [
            351.659176,
            289.575087,
            62.084089,
            519.390216,
            520.204458,
            -0.814242
        ],
        [
            0.256717,
            0.211395,
            0.045322,
            0.133212,
            0.133308,
            -0.000597
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86226,
            -84422,
            -24960,
            -1264589,
            -1223896,
            -322235
        ],
        [
            2.321713,
            2.353753,
            2.190313,
            1.209507,
            1.263357,
            0.998384
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            63,
            35,
            28,
            63,
            35,
            28
        ],
        [
            20,
            6,
            14,
            20,
            6,
            14
        ],
        [
            75.903614,
            85.365854,
            66.666667,
            75.903614,
            85.365854,
            66.666667
        ],
        [
            0.737052,
            0.403501,
            1.095157,
            0.383971,
            0.216575,
            0.499192
        ],
        [
            58623,
            58623,
            16614,
            434969,
            434969,
            97610
        ],
        [
            -69619,
            -69619,
            -9597,
            -836308,
            -836308,
            -149254
        ],
        [
            71,
            137,
            6,
            71,
            137,
            6
        ],
        [
            28,
            47,
            5,
            28,
            47,
            5
        ],
        [
            205,
            666,
            8,
            205,
            666,
            8
        ],
        [
            5912,
            5655,
            256,
            5912,
            5655,
            256
        ],
        [
            21.209625,
            92.209625,
            21.209625,
            21.209625,
            92.209625,
            21.209625
        ],
        [
            2,
            8,
            1,
            2,
            8,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            473758,
            555838,
            -126815,
            -13498,
            -10436,
            -577745
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8219,
    "evaluation_days": 1369.83,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1642968000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760158911621,
    "expiration_time": 1763691408000,
    "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": 82,
            "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)