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Trade: IMX/USDT/480/VWMA/LINREG/9324

Strategy
IMX/USDT/480/VWMA/LINREG/9324
Pair
IMX_USDT
Interval
8h
Score
384481
Daily Profit
0.328117
Profit Factor
1.628192
Profitability
41.605839
Streak
41.031151
Best Strategy
Training Data Length
1364.000000
Evaluation Time
2025-10-05 11:44
Expiration Time
2025-11-15 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 447552.0722 290148.7009 157403.3712 766488.4587 555506.8869 210981.5717
Total P&L (%) 447.5521 290.1487 157.4034 766.4885 555.5069 210.9816
Avg Daily Profit (%) 0.3281 0.2127 0.1154 0.1584 0.1379 0.0832
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113924 -99017 -83916 -246922 -285694 -176249
Profit Factor 1.6282 1.8796 1.4114 1.4766 1.7621 1.2399
Total Trades 137 69 68 137 69 68
Winning Trades 57 22 35 57 22 35
Losing Trades 80 47 33 80 47 33
Profitability (%) 41.6058 31.8841 51.4706 41.6058 31.8841 51.4706
Ratio Avg Win / Avg Loss 2.2852 4.0154 1.3308 2.0724 3.7644 1.1691
Largest Winning Trade 78490 78490 57846 220334 220334 171499
Largest Losing Trade -38402 -19742 -38402 -121148 -59358 -121148
Avg Bars in Trades 29 24 34 29 24 34
Avg Bars in Winners 48 44 50 48 44 50
Avg Bars in Losers 15 15 16 15 15 16
Bars Traded 4023 1711 2312 4023 1711 2312
Profit Streak 41.0312 41.0312 41.6978 41.0312 41.0312 41.6978
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384481 -96440 -146179 318158 -112864 -190140
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4092,
    "evaluation_days": 1364,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1642636800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759653891440,
    "expiration_time": 1763157888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 30,
            "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": [
        [
            447552.0721784768,
            290148.7009417088,
            157403.3712367681,
            766488.4586750568,
            555506.8869473161,
            210981.5717277406
        ],
        [
            447.552072,
            290.148701,
            157.403371,
            766.488459,
            555.506887,
            210.981572
        ],
        [
            0.328117,
            0.212719,
            0.115398,
            0.15843,
            0.137942,
            0.083214
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113924,
            -99017,
            -83916,
            -246922,
            -285694,
            -176249
        ],
        [
            1.628192,
            1.879552,
            1.411445,
            1.476578,
            1.762056,
            1.239927
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            57,
            22,
            35,
            57,
            22,
            35
        ],
        [
            80,
            47,
            33,
            80,
            47,
            33
        ],
        [
            41.605839,
            31.884058,
            51.470588,
            41.605839,
            31.884058,
            51.470588
        ],
        [
            2.285182,
            4.015406,
            1.330791,
            2.07239,
            3.764393,
            1.169074
        ],
        [
            78490,
            78490,
            57846,
            220334,
            220334,
            171499
        ],
        [
            -38402,
            -19742,
            -38402,
            -121148,
            -59358,
            -121148
        ],
        [
            29,
            24,
            34,
            29,
            24,
            34
        ],
        [
            48,
            44,
            50,
            48,
            44,
            50
        ],
        [
            15,
            15,
            16,
            15,
            15,
            16
        ],
        [
            4023,
            1711,
            2312,
            4023,
            1711,
            2312
        ],
        [
            41.031151,
            41.031151,
            41.697817,
            41.031151,
            41.031151,
            41.697818
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384481,
            -96440,
            -146179,
            318158,
            -112864,
            -190140
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4092,
    "evaluation_days": 1364,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1642636800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759653891440,
    "expiration_time": 1763157888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 30,
            "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)