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Trade: ICP/USDT/240/DCL/VWMA/4635

Strategy
ICP/USDT/240/DCL/VWMA/4635
Pair
ICP_USDT
Interval
4h
Score
341917
Daily Profit
0.201944
Profit Factor
1.615257
Profitability
47.169811
Streak
3.333982
Best Strategy
Training Data Length
1597.670000
Evaluation Time
2025-09-26 15:00
Expiration Time
2025-11-11 12:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 322639.1164 221972.3931 100666.7234 -4367.154 -104049.4634 99682.3094
Total P&L (%) 322.6391 221.9724 100.6667 -4.3672 -104.0495 99.6823
Avg Daily Profit (%) 0.2019 0.1389 0.063 -0.0028 0 0.0433
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187493 -194135 -49807 -229602 -211966 -30650
Profit Factor 1.6153 1.6122 1.6221 0.9922 0.7544 1.7247
Total Trades 106 53 53 106 53 53
Winning Trades 50 18 32 50 18 32
Losing Trades 56 35 21 56 35 21
Profitability (%) 47.1698 33.9623 60.3774 47.1698 33.9623 60.3774
Ratio Avg Win / Avg Loss 1.8091 3.1348 1.0645 1.1113 1.4669 1.1319
Largest Winning Trade 357506 357506 50576 86242 86242 27182
Largest Losing Trade -38078 -38078 -33024 -95597 -95597 -30650
Avg Bars in Trades 87 121 54 87 121 54
Avg Bars in Winners 93 167 51 93 167 51
Avg Bars in Losers 82 97 58 82 97 58
Bars Traded 9319 6426 2893 9319 6426 2893
Profit Streak 3.334 3.334 32.6673 3.334 3.334 32.6673
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341917 -191910 -284094 -580309 -766514 -310180

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9586,
    "evaluation_days": 1597.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624233600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758888056016,
    "expiration_time": 1762856352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 21,
            "offset": 193
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 247,
            "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": [
        [
            322639.1164450605,
            221972.3930731589,
            100666.7233719017,
            -4367.1540301641,
            -104049.4634213676,
            99682.3093912036
        ],
        [
            322.639116,
            221.972393,
            100.666723,
            -4.367154,
            -104.049463,
            99.682309
        ],
        [
            0.201944,
            0.138935,
            0.063008,
            -0.002795,
            0,
            0.043295
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187493,
            -194135,
            -49807,
            -229602,
            -211966,
            -30650
        ],
        [
            1.615257,
            1.612198,
            1.622111,
            0.992219,
            0.754416,
            1.724726
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            50,
            18,
            32,
            50,
            18,
            32
        ],
        [
            56,
            35,
            21,
            56,
            35,
            21
        ],
        [
            47.169811,
            33.962264,
            60.377358,
            47.169811,
            33.962264,
            60.377358
        ],
        [
            1.809088,
            3.13483,
            1.06451,
            1.111285,
            1.46692,
            1.131851
        ],
        [
            357506,
            357506,
            50576,
            86242,
            86242,
            27182
        ],
        [
            -38078,
            -38078,
            -33024,
            -95597,
            -95597,
            -30650
        ],
        [
            87,
            121,
            54,
            87,
            121,
            54
        ],
        [
            93,
            167,
            51,
            93,
            167,
            51
        ],
        [
            82,
            97,
            58,
            82,
            97,
            58
        ],
        [
            9319,
            6426,
            2893,
            9319,
            6426,
            2893
        ],
        [
            3.333982,
            3.333982,
            32.667315,
            3.333982,
            3.333982,
            32.667315
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341917,
            -191910,
            -284094,
            -580309,
            -766514,
            -310180
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9586,
    "evaluation_days": 1597.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624233600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758888056016,
    "expiration_time": 1762856352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 21,
            "offset": 193
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 247,
            "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)