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Trade: ICP/USDT/240/LINREG/HWMA/8371

Strategy
ICP/USDT/240/LINREG/HWMA/8371
Pair
ICP_USDT
Interval
4h
Score
413267
Daily Profit
0.165200
Profit Factor
1.650575
Profitability
49.586777
Streak
73.752527
Best Strategy
Training Data Length
1605.170000
Evaluation Time
2025-10-02 05:03
Expiration Time
2025-11-19 05:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 435870.8588 170697.17 265173.6888 1025038.4651 134484.2986 890554.1665
Total P&L (%) 435.8709 170.6972 265.1737 1025.0385 134.4843 890.5542
Avg Daily Profit (%) 0.2715 0.1063 0.1652 0.1509 0.0531 0.143
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109990 -77978 -85474 -2227090 -1359875 -1117185
Profit Factor 1.4778 1.3382 1.6506 1.1464 1.0355 1.2775
Total Trades 241 120 121 241 120 121
Winning Trades 105 45 60 105 45 60
Losing Trades 136 75 61 136 75 61
Profitability (%) 43.5685 37.5 49.5868 43.5685 37.5 49.5868
Ratio Avg Win / Avg Loss 1.9141 2.2303 1.6781 1.4849 1.7258 1.2988
Largest Winning Trade 94138 94138 40605 464499 464499 450394
Largest Losing Trade -42052 -42052 -22676 -294855 -294855 -265147
Avg Bars in Trades 39 40 37 39 40 37
Avg Bars in Winners 56 59 53 56 59 53
Avg Bars in Losers 26 29 22 26 29 22
Bars Traded 9440 4872 4568 9440 4872 4568
Profit Streak 37.0859 37.0859 73.7525 37.0859 37.0859 73.7525
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385510 -54140 413267 -51621 -306935 -801
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9631,
    "evaluation_days": 1605.17,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622145600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759370618370,
    "expiration_time": 1763523792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.07168,
            "nc": 0.1
        }
    }
}
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": [
        [
            435870.8588161024,
            170697.1699880845,
            265173.6888280182,
            1025038.4651235687,
            134484.2986331638,
            890554.1664904053
        ],
        [
            435.870859,
            170.69717,
            265.173689,
            1025.038465,
            134.484299,
            890.554166
        ],
        [
            0.271542,
            0.106342,
            0.1652,
            0.150902,
            0.053106,
            0.142959
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109990,
            -77978,
            -85474,
            -2227090,
            -1359875,
            -1117185
        ],
        [
            1.477767,
            1.338208,
            1.650575,
            1.146448,
            1.035483,
            1.277499
        ],
        [
            241,
            120,
            121,
            241,
            120,
            121
        ],
        [
            105,
            45,
            60,
            105,
            45,
            60
        ],
        [
            136,
            75,
            61,
            136,
            75,
            61
        ],
        [
            43.568465,
            37.5,
            49.586777,
            43.568465,
            37.5,
            49.586777
        ],
        [
            1.91406,
            2.230347,
            1.678084,
            1.484923,
            1.725805,
            1.298791
        ],
        [
            94138,
            94138,
            40605,
            464499,
            464499,
            450394
        ],
        [
            -42052,
            -42052,
            -22676,
            -294855,
            -294855,
            -265147
        ],
        [
            39,
            40,
            37,
            39,
            40,
            37
        ],
        [
            56,
            59,
            53,
            56,
            59,
            53
        ],
        [
            26,
            29,
            22,
            26,
            29,
            22
        ],
        [
            9440,
            4872,
            4568,
            9440,
            4872,
            4568
        ],
        [
            37.085861,
            37.085861,
            73.752527,
            37.085861,
            37.085861,
            73.752527
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385510,
            -54140,
            413267,
            -51621,
            -306935,
            -801
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9631,
    "evaluation_days": 1605.17,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622145600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759370618370,
    "expiration_time": 1763523792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.07168,
            "nc": 0.1
        }
    }
}

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)