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Trade: IMX/USDT/240/VWMA/PWMA/5413

Strategy
IMX/USDT/240/VWMA/PWMA/5413
Pair
IMX_USDT
Interval
4h
Score
490672
Daily Profit
0.327684
Profit Factor
1.495456
Profitability
57.407407
Streak
14.904570
Best Strategy
Training Data Length
1353.330000
Evaluation Time
2025-09-27 04:42
Expiration Time
2025-11-04 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 443464.9145 272776.6197 170688.2948 370399.8279 314045.0656 56354.7623
Total P&L (%) 443.4649 272.7766 170.6883 370.3998 314.0451 56.3548
Avg Daily Profit (%) 0.3277 0.2016 0.1261 0.1145 0.105 0.033
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141472 -67527 -92742 -229482 -75153 -225750
Profit Factor 1.4955 1.6983 1.3384 1.2331 1.5339 1.0563
Total Trades 216 108 108 216 108 108
Winning Trades 124 58 66 124 58 66
Losing Trades 92 50 42 92 50 42
Profitability (%) 57.4074 53.7037 61.1111 57.4074 53.7037 61.1111
Ratio Avg Win / Avg Loss 1.1095 1.464 0.8517 0.9149 1.3223 0.6722
Largest Winning Trade 50163 35824 50163 115532 115532 83881
Largest Losing Trade -79754 -26476 -79754 -167377 -70958 -167377
Avg Bars in Trades 36 28 45 36 28 45
Avg Bars in Winners 40 27 51 40 27 51
Avg Bars in Losers 32 28 35 32 28 35
Bars Traded 7935 3045 4890 7935 3045 4890
Profit Streak 14.9046 36.2379 14.9046 14.9046 36.2379 14.9046
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 490672 420118 -23741 -38517 -49309 -307680
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8120,
    "evaluation_days": 1353.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1643227200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758937354864,
    "expiration_time": 1762223040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 45,
            "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": [
        [
            443464.9144591209,
            272776.6196616907,
            170688.2947974303,
            370399.8279104162,
            314045.0655968601,
            56354.7623135559
        ],
        [
            443.464914,
            272.77662,
            170.688295,
            370.399828,
            314.045066,
            56.354762
        ],
        [
            0.327684,
            0.20156,
            0.126125,
            0.114481,
            0.105041,
            0.033032
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141472,
            -67527,
            -92742,
            -229482,
            -75153,
            -225750
        ],
        [
            1.495456,
            1.69828,
            1.338383,
            1.233097,
            1.533885,
            1.056309
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            124,
            58,
            66,
            124,
            58,
            66
        ],
        [
            92,
            50,
            42,
            92,
            50,
            42
        ],
        [
            57.407407,
            53.703704,
            61.111111,
            57.407407,
            53.703704,
            61.111111
        ],
        [
            1.109532,
            1.464034,
            0.851698,
            0.914878,
            1.322314,
            0.672197
        ],
        [
            50163,
            35824,
            50163,
            115532,
            115532,
            83881
        ],
        [
            -79754,
            -26476,
            -79754,
            -167377,
            -70958,
            -167377
        ],
        [
            36,
            28,
            45,
            36,
            28,
            45
        ],
        [
            40,
            27,
            51,
            40,
            27,
            51
        ],
        [
            32,
            28,
            35,
            32,
            28,
            35
        ],
        [
            7935,
            3045,
            4890,
            7935,
            3045,
            4890
        ],
        [
            14.90457,
            36.237903,
            14.90457,
            14.90457,
            36.237904,
            14.90457
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490672,
            420118,
            -23741,
            -38517,
            -49309,
            -307680
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8120,
    "evaluation_days": 1353.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1643227200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758937354864,
    "expiration_time": 1762223040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 45,
            "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)