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Trade: ICP/USDT/120/VWMA/HILO/8330

Strategy
ICP/USDT/120/VWMA/HILO/8330
Pair
ICP_USDT
Interval
2h
Score
365344
Daily Profit
0.250419
Profit Factor
1.381642
Profitability
48.045977
Streak
0.000000
Best Strategy
Training Data Length
1597.500000
Evaluation Time
2025-09-27 00:39
Expiration Time
2025-11-21 04:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 400045.041 148091.2601 251953.7808 791962.8514 201606.3671 590356.4843
Total P&L (%) 400.045 148.0913 251.9538 791.9629 201.6064 590.3565
Avg Daily Profit (%) 0.2504 0.0927 0.1577 0.1371 0.0691 0.121
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127289 -99980 -113606 -3057969 -2255679 -1332766
Profit Factor 1.3816 1.3025 1.451 1.0695 1.038 1.097
Total Trades 435 218 217 435 218 217
Winning Trades 209 94 115 209 94 115
Losing Trades 226 124 102 226 124 102
Profitability (%) 48.046 43.1193 52.9954 48.046 43.1193 52.9954
Ratio Avg Win / Avg Loss 1.494 1.7182 1.287 1.1565 1.3692 0.973
Largest Winning Trade 81091 81091 56203 746872 746872 742658
Largest Losing Trade -33208 -18480 -33208 -544188 -472318 -544188
Avg Bars in Trades 43 33 53 43 33 53
Avg Bars in Winners 57 42 70 57 42 70
Avg Bars in Losers 29 26 33 29 26 33
Bars Traded 18821 7285 11536 18821 7285 11536
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 365344 -70083 332450 -152188 -281489 -145545
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19170,
    "evaluation_days": 1597.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621483200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758922763899,
    "expiration_time": 1763691264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "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": [
        [
            400045.040978245,
            148091.2601304035,
            251953.7808478413,
            791962.8514489706,
            201606.367102503,
            590356.4843464671
        ],
        [
            400.045041,
            148.09126,
            251.953781,
            791.962851,
            201.606367,
            590.356484
        ],
        [
            0.250419,
            0.092702,
            0.157718,
            0.137074,
            0.069129,
            0.121015
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127289,
            -99980,
            -113606,
            -3057969,
            -2255679,
            -1332766
        ],
        [
            1.381642,
            1.302509,
            1.450982,
            1.069499,
            1.037966,
            1.097015
        ],
        [
            435,
            218,
            217,
            435,
            218,
            217
        ],
        [
            209,
            94,
            115,
            209,
            94,
            115
        ],
        [
            226,
            124,
            102,
            226,
            124,
            102
        ],
        [
            48.045977,
            43.119266,
            52.995392,
            48.045977,
            43.119266,
            52.995392
        ],
        [
            1.494024,
            1.718204,
            1.286958,
            1.156492,
            1.369232,
            0.973005
        ],
        [
            81091,
            81091,
            56203,
            746872,
            746872,
            742658
        ],
        [
            -33208,
            -18480,
            -33208,
            -544188,
            -472318,
            -544188
        ],
        [
            43,
            33,
            53,
            43,
            33,
            53
        ],
        [
            57,
            42,
            70,
            57,
            42,
            70
        ],
        [
            29,
            26,
            33,
            29,
            26,
            33
        ],
        [
            18821,
            7285,
            11536,
            18821,
            7285,
            11536
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365344,
            -70083,
            332450,
            -152188,
            -281489,
            -145545
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19170,
    "evaluation_days": 1597.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621483200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758922763899,
    "expiration_time": 1763691264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "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)