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Trade: ICP/USDT/30/DCU/SINWMA/9899

Strategy
ICP/USDT/30/DCU/SINWMA/9899
Pair
ICP_USDT
Interval
30m
Score
366814
Daily Profit
0.275154
Profit Factor
1.407532
Profitability
55.612245
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-26 01:34
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 143308.666 45887.7395 97420.9265 13682.6413 30074.8251 -16392.1838
Total P&L (%) 143.3087 45.8877 97.4209 13.6826 30.0748 -16.3922
Avg Daily Profit (%) 0.2752 0.0881 0.187 0.0246 0.0505 -0.0344
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114845 -12194 -106005 -209618 -22742 -193749
Profit Factor 1.4075 1.535 1.3664 1.0279 1.2731 0.9569
Total Trades 196 98 98 196 98 98
Winning Trades 109 53 56 109 53 56
Losing Trades 87 45 42 87 45 42
Profitability (%) 55.6122 54.0816 57.1429 55.6122 54.0816 57.1429
Ratio Avg Win / Avg Loss 1.1234 1.3033 1.0248 0.8204 1.081 0.7177
Largest Winning Trade 28981 14624 28981 29382 29382 24747
Largest Losing Trade -81892 -11436 -81892 -120705 -20553 -120705
Avg Bars in Trades 126 24 227 126 24 227
Avg Bars in Winners 119 26 206 119 26 206
Avg Bars in Losers 135 22 255 135 22 255
Bars Traded 24743 2404 22339 24743 2404 22339
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366814 -75566 290317 -401485 -128716 -580713

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714075200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758839649640,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 194,
            "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": [
        [
            143308.6660036549,
            45887.739458852,
            97420.9265448028,
            13682.6412970537,
            30074.8250776161,
            -16392.1837805623
        ],
        [
            143.308666,
            45.887739,
            97.420927,
            13.682641,
            30.074825,
            -16.392184
        ],
        [
            0.275154,
            0.088105,
            0.187049,
            0.024625,
            0.050497,
            -0.034369
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114845,
            -12194,
            -106005,
            -209618,
            -22742,
            -193749
        ],
        [
            1.407532,
            1.535009,
            1.366409,
            1.027912,
            1.273129,
            0.956873
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            109,
            53,
            56,
            109,
            53,
            56
        ],
        [
            87,
            45,
            42,
            87,
            45,
            42
        ],
        [
            55.612245,
            54.081633,
            57.142857,
            55.612245,
            54.081633,
            57.142857
        ],
        [
            1.123443,
            1.303309,
            1.024807,
            0.820444,
            1.080958,
            0.717654
        ],
        [
            28981,
            14624,
            28981,
            29382,
            29382,
            24747
        ],
        [
            -81892,
            -11436,
            -81892,
            -120705,
            -20553,
            -120705
        ],
        [
            126,
            24,
            227,
            126,
            24,
            227
        ],
        [
            119,
            26,
            206,
            119,
            26,
            206
        ],
        [
            135,
            22,
            255,
            135,
            22,
            255
        ],
        [
            24743,
            2404,
            22339,
            24743,
            2404,
            22339
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366814,
            -75566,
            290317,
            -401485,
            -128716,
            -580713
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714075200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758839649640,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 194,
            "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)