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Trade: IMX/USDT/360/VWMA/KCL/6548

Strategy
IMX/USDT/360/VWMA/KCL/6548
Pair
IMX_USDT
Interval
6h
Score
500982
Daily Profit
0.153639
Profit Factor
2.859366
Profitability
77.272727
Streak
0.000000
Best Strategy
Training Data Length
1371.500000
Evaluation Time
2025-10-12 21:46
Expiration Time
2025-11-22 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -214185.6872 -17864.6407 -196321.0465 513316.8239 -207837.2653 721154.0892
Total P&L (%) -214.1857 -17.8646 -196.321 513.3168 -207.8373 721.1541
Avg Daily Profit (%) -0.1562 -0.013 -0.1431 0.1323 0 0.1536
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -453886 -56970 -449647 -303404 -342654 -274946
Profit Factor 0.6987 0.9071 0.6214 1.475 0.7001 2.8594
Total Trades 87 43 44 87 43 44
Winning Trades 66 27 39 58 24 34
Losing Trades 21 16 5 29 19 10
Profitability (%) 75.8621 62.7907 88.6364 66.6667 55.814 77.2727
Ratio Avg Win / Avg Loss 0.2223 0.5375 0.0797 0.7375 0.5542 0.841
Largest Winning Trade 25706 19901 25706 254826 57194 254826
Largest Losing Trade -375773 -40605 -375773 -303404 -303404 -251159
Avg Bars in Trades 60 51 68 60 51 68
Avg Bars in Winners 29 21 33 37 24 46
Avg Bars in Losers 157 100 342 105 85 144
Bars Traded 5231 2196 3035 5231 2196 3035
Profit Streak 0 101.5324 0 0 101.5324 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576915 -578508 -575991 -13792 -579412 500982
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5486,
    "evaluation_days": 1371.5,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1645876800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760294797381,
    "expiration_time": 1763825328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 190,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -214185.6872082319,
            -17864.6406740331,
            -196321.0465341987,
            513316.8238782756,
            -207837.2652977431,
            721154.0891760188
        ],
        [
            -214.185687,
            -17.864641,
            -196.321047,
            513.316824,
            -207.837265,
            721.154089
        ],
        [
            -0.156169,
            -0.013026,
            -0.143143,
            0.13233,
            0,
            0.153639
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -453886,
            -56970,
            -449647,
            -303404,
            -342654,
            -274946
        ],
        [
            0.698666,
            0.907079,
            0.621393,
            1.474951,
            0.70006,
            2.859366
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            66,
            27,
            39,
            58,
            24,
            34
        ],
        [
            21,
            16,
            5,
            29,
            19,
            10
        ],
        [
            75.862069,
            62.790698,
            88.636364,
            66.666667,
            55.813953,
            77.272727
        ],
        [
            0.222303,
            0.537529,
            0.079666,
            0.737476,
            0.554214,
            0.84099
        ],
        [
            25706,
            19901,
            25706,
            254826,
            57194,
            254826
        ],
        [
            -375773,
            -40605,
            -375773,
            -303404,
            -303404,
            -251159
        ],
        [
            60,
            51,
            68,
            60,
            51,
            68
        ],
        [
            29,
            21,
            33,
            37,
            24,
            46
        ],
        [
            157,
            100,
            342,
            105,
            85,
            144
        ],
        [
            5231,
            2196,
            3035,
            5231,
            2196,
            3035
        ],
        [
            0,
            101.532377,
            0,
            0,
            101.532377,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576915,
            -578508,
            -575991,
            -13792,
            -579412,
            500982
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5486,
    "evaluation_days": 1371.5,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1645876800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760294797381,
    "expiration_time": 1763825328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 190,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)