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Trade: IMX/USDT/480/VWMA/KCB/2617

Strategy
IMX/USDT/480/VWMA/KCB/2617
Pair
IMX_USDT
Interval
8h
Score
476826
Daily Profit
0.181690
Profit Factor
2.004847
Profitability
55.172414
Streak
175.618001
Best Strategy
Training Data Length
1363.330000
Evaluation Time
2025-10-04 17:49
Expiration Time
2025-11-14 07:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 301914.7443 247703.7359 54211.0084 50617.3816 94722.5257 -44105.1441
Total P&L (%) 301.9147 247.7037 54.211 50.6174 94.7225 -44.1051
Avg Daily Profit (%) 0.2215 0.1817 0.0398 0.03 0.0489 -0.0427
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102000 -88753 -81274 -226792 -176416 -209723
Profit Factor 1.6498 2.0048 1.2485 1.0614 1.2272 0.8917
Total Trades 57 29 28 57 29 28
Winning Trades 28 16 12 28 16 12
Losing Trades 29 13 16 29 13 16
Profitability (%) 49.1228 55.1724 42.8571 49.1228 55.1724 42.8571
Ratio Avg Win / Avg Loss 1.7087 1.6289 1.6647 1.0993 0.9971 1.189
Largest Winning Trade 119383 119383 41201 150616 150616 63503
Largest Losing Trade -64765 -49380 -64765 -192792 -104387 -192792
Avg Bars in Trades 68 76 60 68 76 60
Avg Bars in Winners 92 97 85 92 97 85
Avg Bars in Losers 45 50 41 45 50 41
Bars Traded 3904 2211 1693 3904 2211 1693
Profit Streak 20.618 175.618 0 20.618 175.618 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -168358 476826 -163792 -486300 -127672 -602944
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4090,
    "evaluation_days": 1363.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1646236800000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759589395279,
    "expiration_time": 1763098560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 61,
            "offset": 29
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 155,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            301914.7443049102,
            247703.7359067131,
            54211.008398197,
            50617.3815735333,
            94722.5257056859,
            -44105.1441321528
        ],
        [
            301.914744,
            247.703736,
            54.211008,
            50.617382,
            94.722526,
            -44.105144
        ],
        [
            0.221454,
            0.18169,
            0.039764,
            0.030047,
            0.048893,
            -0.042658
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102000,
            -88753,
            -81274,
            -226792,
            -176416,
            -209723
        ],
        [
            1.6498,
            2.004847,
            1.24854,
            1.061409,
            1.22722,
            0.891736
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            28,
            16,
            12,
            28,
            16,
            12
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            49.122807,
            55.172414,
            42.857143,
            49.122807,
            55.172414,
            42.857143
        ],
        [
            1.708721,
            1.628938,
            1.664719,
            1.099317,
            0.997116,
            1.188982
        ],
        [
            119383,
            119383,
            41201,
            150616,
            150616,
            63503
        ],
        [
            -64765,
            -49380,
            -64765,
            -192792,
            -104387,
            -192792
        ],
        [
            68,
            76,
            60,
            68,
            76,
            60
        ],
        [
            92,
            97,
            85,
            92,
            97,
            85
        ],
        [
            45,
            50,
            41,
            45,
            50,
            41
        ],
        [
            3904,
            2211,
            1693,
            3904,
            2211,
            1693
        ],
        [
            20.618001,
            175.618001,
            0,
            20.618001,
            175.618001,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -168358,
            476826,
            -163792,
            -486300,
            -127672,
            -602944
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4090,
    "evaluation_days": 1363.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1646236800000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759589395279,
    "expiration_time": 1763098560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 61,
            "offset": 29
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 155,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)