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Trade: ICP/USDT/15/MIDPOINT/VWMA/5785

Strategy
ICP/USDT/15/MIDPOINT/VWMA/5785
Pair
ICP_USDT
Interval
15m
Score
411476
Daily Profit
0.222291
Profit Factor
2.303228
Profitability
70.967742
Streak
53.389647
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 09:51
Expiration Time
2025-12-19 08:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 50558.2573 -7330.8398 57889.0971 49517.4606 -14542.4124 64059.873
Total P&L (%) 50.5583 -7.3308 57.8891 49.5175 -14.5424 64.0599
Avg Daily Profit (%) 0.1941 -0.0282 0.2223 0.1546 -0.0603 0.1903
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29645 -21991 -15973 -35080 -26340 -21696
Profit Factor 1.4449 0.8941 2.3032 1.3508 0.832 2.1731
Total Trades 62 31 31 62 31 31
Winning Trades 41 19 22 41 19 22
Losing Trades 21 12 9 21 12 9
Profitability (%) 66.129 61.2903 70.9677 66.129 61.2903 70.9677
Ratio Avg Win / Avg Loss 0.7401 0.5647 0.9422 0.6919 0.5255 0.889
Largest Winning Trade 11319 11319 9987 12586 12586 11529
Largest Losing Trade -15074 -12798 -15074 -20075 -16041 -20075
Avg Bars in Trades 373 401 345 373 401 345
Avg Bars in Winners 273 243 299 273 243 299
Avg Bars in Losers 569 652 459 569 652 459
Bars Traded 23166 12447 10719 23166 12447 10719
Profit Streak 0 0 53.3896 0 0 53.3896
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152227 -580749 411476 -153220 -580749 407396
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737147600000,
    "first_datapoint_time": 1737565200000,
    "last_datapoint_time": 1759646700000,
    "evaluation_time": 1759647065532,
    "expiration_time": 1766126700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 240,
            "offset": 225
        }
    }
}
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": [
        [
            50558.2573466135,
            -7330.8397602889,
            57889.0971069025,
            49517.4606341145,
            -14542.4123949864,
            64059.8730291008
        ],
        [
            50.558257,
            -7.33084,
            57.889097,
            49.517461,
            -14.542412,
            64.059873
        ],
        [
            0.194141,
            -0.02815,
            0.222291,
            0.154579,
            -0.060327,
            0.190282
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29645,
            -21991,
            -15973,
            -35080,
            -26340,
            -21696
        ],
        [
            1.444866,
            0.894107,
            2.303228,
            1.350811,
            0.831965,
            2.173096
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            21,
            12,
            9,
            21,
            12,
            9
        ],
        [
            66.129032,
            61.290323,
            70.967742,
            66.129032,
            61.290323,
            70.967742
        ],
        [
            0.740053,
            0.564699,
            0.94223,
            0.691879,
            0.525452,
            0.888994
        ],
        [
            11319,
            11319,
            9987,
            12586,
            12586,
            11529
        ],
        [
            -15074,
            -12798,
            -15074,
            -20075,
            -16041,
            -20075
        ],
        [
            373,
            401,
            345,
            373,
            401,
            345
        ],
        [
            273,
            243,
            299,
            273,
            243,
            299
        ],
        [
            569,
            652,
            459,
            569,
            652,
            459
        ],
        [
            23166,
            12447,
            10719,
            23166,
            12447,
            10719
        ],
        [
            0,
            0,
            53.389647,
            0,
            0,
            53.389647
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152227,
            -580749,
            411476,
            -153220,
            -580749,
            407396
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737147600000,
    "first_datapoint_time": 1737565200000,
    "last_datapoint_time": 1759646700000,
    "evaluation_time": 1759647065532,
    "expiration_time": 1766126700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 240,
            "offset": 225
        }
    }
}

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)