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Trade: ICP/USDT/240/MIDPRICE/VWMA/2570

Strategy
ICP/USDT/240/MIDPRICE/VWMA/2570
Pair
ICP_USDT
Interval
4h
Score
327551
Daily Profit
0.178965
Profit Factor
1.252219
Profitability
43.838863
Streak
9.247921
Best Strategy
Training Data Length
1603.170000
Evaluation Time
2025-09-30 04:57
Expiration Time
2025-11-17 04:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 286911.7043 69781.655 217130.0492 211095.4717 11394.7667 199700.705
Total P&L (%) 286.9117 69.7817 217.13 211.0955 11.3948 199.7007
Avg Daily Profit (%) 0.179 0.0435 0.1354 0.0708 0.0067 0.0685
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141270 -100812 -58347 -1111072 -717056 -565123
Profit Factor 1.2522 1.1171 1.4008 1.0458 1.0047 1.0923
Total Trades 422 211 211 422 211 211
Winning Trades 185 83 102 185 83 102
Losing Trades 237 128 109 237 128 109
Profitability (%) 43.8389 39.3365 48.3412 43.8389 39.3365 48.3412
Ratio Avg Win / Avg Loss 1.6042 1.7228 1.497 1.3398 1.5494 1.1673
Largest Winning Trade 71091 71091 56392 249946 240483 249946
Largest Losing Trade -26973 -22089 -26973 -150665 -84930 -150665
Avg Bars in Trades 22 20 24 22 20 24
Avg Bars in Winners 32 30 33 32 30 33
Avg Bars in Losers 15 14 16 15 14 16
Bars Traded 9546 4332 5214 9546 4332 5214
Profit Streak 9.2479 0 10.7479 9.2479 0 10.7479
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327551 -228699 -10694 -267731 -523820 -219634
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9619,
    "evaluation_days": 1603.17,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621137600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759197420411,
    "expiration_time": 1763345808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 13,
            "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": [
        [
            286911.7042585835,
            69781.6550335919,
            217130.0492249913,
            211095.4716861211,
            11394.766715492,
            199700.7049706295
        ],
        [
            286.911704,
            69.781655,
            217.130049,
            211.095472,
            11.394767,
            199.700705
        ],
        [
            0.178965,
            0.043527,
            0.135438,
            0.070818,
            0.006731,
            0.068489
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141270,
            -100812,
            -58347,
            -1111072,
            -717056,
            -565123
        ],
        [
            1.252219,
            1.117111,
            1.400838,
            1.04584,
            1.004666,
            1.09232
        ],
        [
            422,
            211,
            211,
            422,
            211,
            211
        ],
        [
            185,
            83,
            102,
            185,
            83,
            102
        ],
        [
            237,
            128,
            109,
            237,
            128,
            109
        ],
        [
            43.838863,
            39.336493,
            48.341232,
            43.838863,
            39.336493,
            48.341232
        ],
        [
            1.604194,
            1.722774,
            1.496974,
            1.339806,
            1.549365,
            1.167283
        ],
        [
            71091,
            71091,
            56392,
            249946,
            240483,
            249946
        ],
        [
            -26973,
            -22089,
            -26973,
            -150665,
            -84930,
            -150665
        ],
        [
            22,
            20,
            24,
            22,
            20,
            24
        ],
        [
            32,
            30,
            33,
            32,
            30,
            33
        ],
        [
            15,
            14,
            16,
            15,
            14,
            16
        ],
        [
            9546,
            4332,
            5214,
            9546,
            4332,
            5214
        ],
        [
            9.247921,
            0,
            10.747921,
            9.247921,
            0,
            10.747921
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327551,
            -228699,
            -10694,
            -267731,
            -523820,
            -219634
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9619,
    "evaluation_days": 1603.17,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621137600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759197420411,
    "expiration_time": 1763345808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 13,
            "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)