← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ICP/USDT/15/VWMA/RMA/5692

Strategy
ICP/USDT/15/VWMA/RMA/5692
Pair
ICP_USDT
Interval
15m
Score
419024
Daily Profit
0.214875
Profit Factor
2.585791
Profitability
68.965517
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 08:03
Expiration Time
2025-12-24 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 46850.5517 -9107.1195 55957.6712 44714.2942 -13189.9692 57904.2633
Total P&L (%) 46.8506 -9.1071 55.9577 44.7143 -13.19 57.9043
Avg Daily Profit (%) 0.1799 -0.035 0.2149 0.142 -0.0543 0.1756
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30383 -33545 -15010 -32825 -37121 -22103
Profit Factor 1.4586 0.8638 2.5858 1.3667 0.8339 2.362
Total Trades 58 29 29 58 29 29
Winning Trades 36 16 20 36 16 20
Losing Trades 22 13 9 22 13 9
Profitability (%) 62.069 55.1724 68.9655 62.069 55.1724 68.9655
Ratio Avg Win / Avg Loss 0.8914 0.7018 1.1636 0.8352 0.6776 1.0629
Largest Winning Trade 10958 9192 10958 11412 9564 11412
Largest Losing Trade -18415 -18415 -15010 -22103 -20447 -22103
Avg Bars in Trades 422 490 354 422 490 354
Avg Bars in Winners 254 288 227 254 288 227
Avg Bars in Losers 697 738 637 697 738 637
Bars Traded 24494 14221 10273 24494 14221 10273
Profit Streak 0 10.2632 0 0 10.2632 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -174108 -580900 419024 -185752 -580900 396051
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737573300000,
    "first_datapoint_time": 1737752400000,
    "last_datapoint_time": 1760072400000,
    "evaluation_time": 1760072637912,
    "expiration_time": 1766552400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 200,
            "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": [
        [
            46850.5516595742,
            -9107.1194993972,
            55957.6711589715,
            44714.2941865203,
            -13189.9691539502,
            57904.2633404705
        ],
        [
            46.850552,
            -9.107119,
            55.957671,
            44.714294,
            -13.189969,
            57.904263
        ],
        [
            0.179904,
            -0.034971,
            0.214875,
            0.142022,
            -0.054301,
            0.17557
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30383,
            -33545,
            -15010,
            -32825,
            -37121,
            -22103
        ],
        [
            1.458624,
            0.863804,
            2.585791,
            1.366686,
            0.833934,
            2.361954
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            22,
            13,
            9,
            22,
            13,
            9
        ],
        [
            62.068966,
            55.172414,
            68.965517,
            62.068966,
            55.172414,
            68.965517
        ],
        [
            0.891382,
            0.701841,
            1.163606,
            0.835197,
            0.677571,
            1.062879
        ],
        [
            10958,
            9192,
            10958,
            11412,
            9564,
            11412
        ],
        [
            -18415,
            -18415,
            -15010,
            -22103,
            -20447,
            -22103
        ],
        [
            422,
            490,
            354,
            422,
            490,
            354
        ],
        [
            254,
            288,
            227,
            254,
            288,
            227
        ],
        [
            697,
            738,
            637,
            697,
            738,
            637
        ],
        [
            24494,
            14221,
            10273,
            24494,
            14221,
            10273
        ],
        [
            0,
            10.26317,
            0,
            0,
            10.26317,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -174108,
            -580900,
            419024,
            -185752,
            -580900,
            396051
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737573300000,
    "first_datapoint_time": 1737752400000,
    "last_datapoint_time": 1760072400000,
    "evaluation_time": 1760072637912,
    "expiration_time": 1766552400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 200,
            "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)