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Trade: ICP/USDT/15/VWMA/RMA/1956

Strategy
ICP/USDT/15/VWMA/RMA/1956
Pair
ICP_USDT
Interval
15m
Score
444441
Daily Profit
0.195953
Profit Factor
2.359181
Profitability
70.000000
Streak
45.618471
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 17:05
Expiration Time
2025-12-14 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 23852.5526 -27177.453 51030.0056 15299.5932 -33593.494 48893.0872
Total P&L (%) 23.8526 -27.1775 51.03 15.2996 -33.5935 48.8931
Avg Daily Profit (%) 0.0916 -0.1044 0.196 0.0547 -0.1571 0.153
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36181 -30233 -14489 -36287 -32264 -15683
Profit Factor 1.2065 0.6514 2.3592 1.1234 0.6059 2.2612
Total Trades 60 30 30 60 30 30
Winning Trades 37 16 21 37 16 21
Losing Trades 23 14 9 23 14 9
Profitability (%) 61.6667 53.3333 70 61.6667 53.3333 70
Ratio Avg Win / Avg Loss 0.75 0.57 1.0111 0.6983 0.5302 0.9691
Largest Winning Trade 10436 7598 10436 10627 7724 10627
Largest Losing Trade -16847 -16847 -12762 -18147 -18147 -15683
Avg Bars in Trades 412 495 328 412 495 328
Avg Bars in Winners 253 269 240 253 269 240
Avg Bars in Losers 667 753 534 667 753 534
Bars Traded 24735 14868 9867 24735 14868 9867
Profit Streak 0 0 45.6185 0 0 45.6185
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -250539 -581788 444441 -389789 -581788 358392
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736741700000,
    "first_datapoint_time": 1736933400000,
    "last_datapoint_time": 1759240800000,
    "evaluation_time": 1759241135942,
    "expiration_time": 1765720800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 214,
            "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": [
        [
            23852.5525584908,
            -27177.4530082775,
            51030.0055667683,
            15299.5932011865,
            -33593.4939765764,
            48893.0871777629
        ],
        [
            23.852553,
            -27.177453,
            51.030006,
            15.299593,
            -33.593494,
            48.893087
        ],
        [
            0.091593,
            -0.10436,
            0.195953,
            0.054682,
            -0.157075,
            0.152969
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36181,
            -30233,
            -14489,
            -36287,
            -32264,
            -15683
        ],
        [
            1.206508,
            0.65139,
            2.359181,
            1.12337,
            0.605918,
            2.261155
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            23,
            14,
            9,
            23,
            14,
            9
        ],
        [
            61.666667,
            53.333333,
            70,
            61.666667,
            53.333333,
            70
        ],
        [
            0.749992,
            0.569966,
            1.011078,
            0.698311,
            0.530178,
            0.969067
        ],
        [
            10436,
            7598,
            10436,
            10627,
            7724,
            10627
        ],
        [
            -16847,
            -16847,
            -12762,
            -18147,
            -18147,
            -15683
        ],
        [
            412,
            495,
            328,
            412,
            495,
            328
        ],
        [
            253,
            269,
            240,
            253,
            269,
            240
        ],
        [
            667,
            753,
            534,
            667,
            753,
            534
        ],
        [
            24735,
            14868,
            9867,
            24735,
            14868,
            9867
        ],
        [
            0,
            0,
            45.618471,
            0,
            0,
            45.618472
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -250539,
            -581788,
            444441,
            -389789,
            -581788,
            358392
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736741700000,
    "first_datapoint_time": 1736933400000,
    "last_datapoint_time": 1759240800000,
    "evaluation_time": 1759241135942,
    "expiration_time": 1765720800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 214,
            "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)