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Trade: IMX/USDT/480/VWAP/HLC3/9123

Strategy
IMX/USDT/480/VWAP/HLC3/9123
Pair
IMX_USDT
Interval
8h
Score
413464
Daily Profit
0.353727
Profit Factor
1.539558
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
1355.670000
Evaluation Time
2025-09-27 05:18
Expiration Time
2025-11-06 10:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 479537.2104 269056.8424 210480.368 1424139.8919 1523419.1769 -99279.285
Total P&L (%) 479.5372 269.0568 210.4804 1424.1399 1523.4192 -99.2793
Avg Daily Profit (%) 0.3537 0.1985 0.1553 0.2011 0.2058 -0.3632
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102386 -71009 -61337 -2574810 -1738027 -1388952
Profit Factor 1.5396 1.6235 1.4603 1.1153 1.2531 0.9843
Total Trades 264 132 132 264 132 132
Winning Trades 120 59 61 120 59 61
Losing Trades 144 73 71 144 73 71
Profitability (%) 45.4545 44.697 46.2121 45.4545 44.697 46.2121
Ratio Avg Win / Avg Loss 1.8475 2.0087 1.6997 1.3384 1.5505 1.1457
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 20 20 21 20
Avg Bars in Losers 10 11 9 10 11 9
Bars Traded 4059 2142 1917 4059 2142 1917
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 413464 312950 288507 -85714 252260 -580510

Evaluation Data

{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4067,
    "evaluation_days": 1355.67,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1641801600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758939487726,
    "expiration_time": 1762416288000,
    "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": [
        [
            479537.2104294375,
            269056.8423955159,
            210480.3680339214,
            1424139.891867311,
            1523419.1768705847,
            -99279.285003273
        ],
        [
            479.53721,
            269.056842,
            210.480368,
            1424.139892,
            1523.419177,
            -99.279285
        ],
        [
            0.353727,
            0.198468,
            0.155259,
            0.201137,
            0.205801,
            -0.363194
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102386,
            -71009,
            -61337,
            -2574810,
            -1738027,
            -1388952
        ],
        [
            1.539558,
            1.623506,
            1.460331,
            1.11534,
            1.253118,
            0.984313
        ],
        [
            264,
            132,
            132,
            264,
            132,
            132
        ],
        [
            120,
            59,
            61,
            120,
            59,
            61
        ],
        [
            144,
            73,
            71,
            144,
            73,
            71
        ],
        [
            45.454545,
            44.69697,
            46.212121,
            45.454545,
            44.69697,
            46.212121
        ],
        [
            1.847469,
            2.008745,
            1.69973,
            1.338409,
            1.550467,
            1.145675
        ],
        [
            66879,
            66879,
            45287,
            849152,
            849152,
            528495
        ],
        [
            -38346,
            -38346,
            -30631,
            -864521,
            -703405,
            -864521
        ],
        [
            15,
            16,
            14,
            15,
            16,
            14
        ],
        [
            20,
            21,
            20,
            20,
            21,
            20
        ],
        [
            10,
            11,
            9,
            10,
            11,
            9
        ],
        [
            4059,
            2142,
            1917,
            4059,
            2142,
            1917
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413464,
            312950,
            288507,
            -85714,
            252260,
            -580510
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4067,
    "evaluation_days": 1355.67,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1641801600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758939487726,
    "expiration_time": 1762416288000,
    "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)