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Trade: ICP/USDT/120/SWMA/HILO/4656

Strategy
ICP/USDT/120/SWMA/HILO/4656
Pair
ICP_USDT
Interval
2h
Score
352536
Daily Profit
0.221639
Profit Factor
1.404787
Profitability
44.219653
Streak
14.609925
Best Strategy
Training Data Length
1607.330000
Evaluation Time
2025-10-04 13:38
Expiration Time
2025-12-01 08:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356246.2817 122621.925 233624.3568 527673.6176 -80832.0498 608505.6674
Total P&L (%) 356.2463 122.6219 233.6244 527.6736 -80.8321 608.5057
Avg Daily Profit (%) 0.2216 0.0763 0.1453 0.1143 -0.1027 0.1219
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111977 -86769 -61713 -1577799 -1161087 -653268
Profit Factor 1.4048 1.2713 1.5457 1.1001 0.9708 1.2428
Total Trades 346 173 173 346 173 173
Winning Trades 153 58 95 153 58 95
Losing Trades 193 115 78 193 115 78
Profitability (%) 44.2197 33.526 54.9133 44.2197 33.526 54.9133
Ratio Avg Win / Avg Loss 1.7721 2.5207 1.2691 1.3877 1.9248 1.0204
Largest Winning Trade 100084 100084 56203 412622 397449 412622
Largest Losing Trade -32639 -15880 -32639 -288434 -254310 -288434
Avg Bars in Trades 54 44 65 54 44 65
Avg Bars in Winners 79 72 84 79 72 84
Avg Bars in Losers 34 30 41 34 30 41
Bars Traded 18965 7694 11271 18965 7694 11271
Profit Streak 14.6099 0 15.0266 14.6099 0 15.0266
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352536 -96123 149449 -150236 -584056 -28561
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19288,
    "evaluation_days": 1607.33,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621692000000,
    "last_datapoint_time": 1759572000000,
    "evaluation_time": 1759574297527,
    "expiration_time": 1764571449600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            356246.281719691,
            122621.9249590595,
            233624.3567606307,
            527673.6175798655,
            -80832.0498262479,
            608505.6674061147
        ],
        [
            356.246282,
            122.621925,
            233.624357,
            527.673618,
            -80.83205,
            608.505667
        ],
        [
            0.221639,
            0.076289,
            0.145349,
            0.114345,
            -0.102722,
            0.12189
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111977,
            -86769,
            -61713,
            -1577799,
            -1161087,
            -653268
        ],
        [
            1.404787,
            1.271314,
            1.54569,
            1.100063,
            0.970793,
            1.242832
        ],
        [
            346,
            173,
            173,
            346,
            173,
            173
        ],
        [
            153,
            58,
            95,
            153,
            58,
            95
        ],
        [
            193,
            115,
            78,
            193,
            115,
            78
        ],
        [
            44.219653,
            33.526012,
            54.913295,
            44.219653,
            33.526012,
            54.913295
        ],
        [
            1.772052,
            2.520709,
            1.269093,
            1.387662,
            1.924848,
            1.020431
        ],
        [
            100084,
            100084,
            56203,
            412622,
            397449,
            412622
        ],
        [
            -32639,
            -15880,
            -32639,
            -288434,
            -254310,
            -288434
        ],
        [
            54,
            44,
            65,
            54,
            44,
            65
        ],
        [
            79,
            72,
            84,
            79,
            72,
            84
        ],
        [
            34,
            30,
            41,
            34,
            30,
            41
        ],
        [
            18965,
            7694,
            11271,
            18965,
            7694,
            11271
        ],
        [
            14.609925,
            0,
            15.026592,
            14.609925,
            0,
            15.026592
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352536,
            -96123,
            149449,
            -150236,
            -584056,
            -28561
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19288,
    "evaluation_days": 1607.33,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621692000000,
    "last_datapoint_time": 1759572000000,
    "evaluation_time": 1759574297527,
    "expiration_time": 1764571449600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)