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Trade: IMX/USDT/720/OHLC4/VWMA/6303

Strategy
IMX/USDT/720/OHLC4/VWMA/6303
Pair
IMX_USDT
Interval
12h
Score
389354
Daily Profit
0.223413
Profit Factor
1.607100
Profitability
48.484848
Streak
0.000000
Best Strategy
Training Data Length
1359.500000
Evaluation Time
2025-09-30 11:23
Expiration Time
2025-11-09 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 303729.5632 256232.6684 47496.8948 2736.8126 -20515.855 23252.6676
Total P&L (%) 303.7296 256.2327 47.4969 2.7368 -20.5159 23.2527
Avg Daily Profit (%) 0.2234 0.1885 0.0349 0.002 -0.0169 0.0154
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95247 -77410 -83519 -146054 -149032 -112144
Profit Factor 1.6071 1.9902 1.1967 1.0041 0.9429 1.0753
Total Trades 99 49 50 99 49 50
Winning Trades 48 22 26 48 22 26
Losing Trades 51 27 24 51 27 24
Profitability (%) 48.4848 44.898 52 48.4848 44.898 52
Ratio Avg Win / Avg Loss 1.7075 2.4425 1.1046 1.0669 1.1572 0.9926
Largest Winning Trade 306836 306836 30349 135646 135646 35773
Largest Losing Trade -69366 -34657 -69366 -100105 -66841 -100105
Avg Bars in Trades 23 23 24 23 23 24
Avg Bars in Winners 26 28 25 26 28 25
Avg Bars in Losers 21 19 23 21 19 23
Bars Traded 2361 1136 1225 2361 1136 1225
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 389354 348974 -331500 -572007 -580721 -495927
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2719,
    "evaluation_days": 1359.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1652270400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759220593329,
    "expiration_time": 1762714224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 160
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "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": [
        [
            303729.5631970309,
            256232.6683905351,
            47496.8948064955,
            2736.8126143172,
            -20515.8549614537,
            23252.6675757709
        ],
        [
            303.729563,
            256.232668,
            47.496895,
            2.736813,
            -20.515855,
            23.252668
        ],
        [
            0.223413,
            0.188476,
            0.034937,
            0.001986,
            -0.016888,
            0.015379
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95247,
            -77410,
            -83519,
            -146054,
            -149032,
            -112144
        ],
        [
            1.6071,
            1.990166,
            1.196659,
            1.004094,
            0.94294,
            1.075278
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            48.484848,
            44.897959,
            52,
            48.484848,
            44.897959,
            52
        ],
        [
            1.707543,
            2.442476,
            1.104609,
            1.06685,
            1.157244,
            0.992564
        ],
        [
            306836,
            306836,
            30349,
            135646,
            135646,
            35773
        ],
        [
            -69366,
            -34657,
            -69366,
            -100105,
            -66841,
            -100105
        ],
        [
            23,
            23,
            24,
            23,
            23,
            24
        ],
        [
            26,
            28,
            25,
            26,
            28,
            25
        ],
        [
            21,
            19,
            23,
            21,
            19,
            23
        ],
        [
            2361,
            1136,
            1225,
            2361,
            1136,
            1225
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389354,
            348974,
            -331500,
            -572007,
            -580721,
            -495927
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2719,
    "evaluation_days": 1359.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1652270400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759220593329,
    "expiration_time": 1762714224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 160
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "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)