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Trade: IMX/USDT/480/VWAP/HLC3/3032

Strategy
IMX/USDT/480/VWAP/HLC3/3032
Pair
IMX_USDT
Interval
8h
Score
367688
Daily Profit
0.361292
Profit Factor
1.548240
Profitability
45.724907
Streak
2.602447
Best Strategy
Training Data Length
1360.330000
Evaluation Time
2025-10-01 17:27
Expiration Time
2025-11-11 05:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 491475.908 273719.2106 217756.6973 1602118.2601 1596332.0038 5786.2562
Total P&L (%) 491.4759 273.7192 217.7567 1602.1183 1596.332 5.7863
Avg Daily Profit (%) 0.3613 0.2012 0.1601 0.2086 0.2083 0.0041
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102386 -71009 -61337 -2574810 -1738027 -1388952
Profit Factor 1.5482 1.6311 1.4706 1.1284 1.2637 1.0009
Total Trades 269 134 135 269 134 135
Winning Trades 123 60 63 123 60 63
Losing Trades 146 74 72 146 74 72
Profitability (%) 45.7249 44.7761 46.6667 45.7249 44.7761 46.6667
Ratio Avg Win / Avg Loss 1.8377 2.0117 1.6807 1.3394 1.5586 1.1439
Largest Winning Trade 66879 66879 45287 849152 849152 528495
Largest Losing Trade -38346 -38346 -30631 -864521 -703405 -864521
Avg Bars in Trades 15 16 14 15 16 14
Avg Bars in Winners 20 21 19 20 21 19
Avg Bars in Losers 10 11 9 10 11 9
Bars Traded 4078 2148 1930 4078 2148 1930
Profit Streak 2.6024 0 2.9358 2.6024 0 2.9358
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367688 315618 255380 -72640 256662 -575030
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4081,
    "evaluation_days": 1360.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1641801600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759328851473,
    "expiration_time": 1762831584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            491475.9079561898,
            273719.2106477884,
            217756.6973084014,
            1602118.2600919004,
            1596332.0038447576,
            5786.2562471433
        ],
        [
            491.475908,
            273.719211,
            217.756697,
            1602.11826,
            1596.332004,
            5.786256
        ],
        [
            0.361292,
            0.201215,
            0.160076,
            0.208583,
            0.208332,
            0.004135
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102386,
            -71009,
            -61337,
            -2574810,
            -1738027,
            -1388952
        ],
        [
            1.54824,
            1.631084,
            1.470588,
            1.128431,
            1.263698,
            1.000901
        ],
        [
            269,
            134,
            135,
            269,
            134,
            135
        ],
        [
            123,
            60,
            63,
            123,
            60,
            63
        ],
        [
            146,
            74,
            72,
            146,
            74,
            72
        ],
        [
            45.724907,
            44.776119,
            46.666667,
            45.724907,
            44.776119,
            46.666667
        ],
        [
            1.837748,
            2.011671,
            1.680672,
            1.339438,
            1.558561,
            1.143887
        ],
        [
            66879,
            66879,
            45287,
            849152,
            849152,
            528495
        ],
        [
            -38346,
            -38346,
            -30631,
            -864521,
            -703405,
            -864521
        ],
        [
            15,
            16,
            14,
            15,
            16,
            14
        ],
        [
            20,
            21,
            19,
            20,
            21,
            19
        ],
        [
            10,
            11,
            9,
            10,
            11,
            9
        ],
        [
            4078,
            2148,
            1930,
            4078,
            2148,
            1930
        ],
        [
            2.602447,
            0,
            2.935781,
            2.602448,
            0,
            2.935781
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367688,
            315618,
            255380,
            -72640,
            256662,
            -575030
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4081,
    "evaluation_days": 1360.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1641801600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759328851473,
    "expiration_time": 1762831584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)