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Trade: ICP/USDT/30/SWMA/SMA/5925

Strategy
ICP/USDT/30/SWMA/SMA/5925
Pair
ICP_USDT
Interval
30m
Score
368646
Daily Profit
0.231488
Profit Factor
1.595065
Profitability
51.304348
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-30 14:15
Expiration Time
2025-12-14 13:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 177246.6048 56680.5862 120566.0186 268867.3993 6706.2651 262161.1342
Total P&L (%) 177.2466 56.6806 120.566 268.8674 6.7063 262.1611
Avg Daily Profit (%) 0.3403 0.1088 0.2315 0.2509 0.0125 0.2474
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72244 -60275 -24731 -264154 -172832 -138951
Profit Factor 1.3867 1.2217 1.5951 1.2172 1.0091 1.5199
Total Trades 231 116 115 231 116 115
Winning Trades 111 52 59 111 52 59
Losing Trades 120 64 56 120 64 56
Profitability (%) 48.0519 44.8276 51.3043 48.0519 44.8276 51.3043
Ratio Avg Win / Avg Loss 1.4992 1.5036 1.514 1.3159 1.242 1.4426
Largest Winning Trade 23853 23853 22018 89213 89213 75985
Largest Losing Trade -12342 -12342 -10717 -37951 -37951 -36312
Avg Bars in Trades 107 108 105 107 108 105
Avg Bars in Winners 131 136 127 131 136 127
Avg Bars in Losers 84 86 82 84 86 82
Bars Traded 24743 12599 12144 24743 12599 12144
Profit Streak 3.344 4.469 0 3.344 4.469 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305751 -50483 368646 240943 -555046 316999
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714231800000,
    "first_datapoint_time": 1714590000000,
    "last_datapoint_time": 1759230000000,
    "evaluation_time": 1759230922971,
    "expiration_time": 1765710000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "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": [
        [
            177246.604834897,
            56680.5862437312,
            120566.0185911656,
            268867.3992852918,
            6706.2651145994,
            262161.1341706925
        ],
        [
            177.246605,
            56.680586,
            120.566019,
            268.867399,
            6.706265,
            262.161134
        ],
        [
            0.340316,
            0.108827,
            0.231488,
            0.250927,
            0.012464,
            0.247396
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72244,
            -60275,
            -24731,
            -264154,
            -172832,
            -138951
        ],
        [
            1.386731,
            1.221659,
            1.595065,
            1.217174,
            1.00914,
            1.519874
        ],
        [
            231,
            116,
            115,
            231,
            116,
            115
        ],
        [
            111,
            52,
            59,
            111,
            52,
            59
        ],
        [
            120,
            64,
            56,
            120,
            64,
            56
        ],
        [
            48.051948,
            44.827586,
            51.304348,
            48.051948,
            44.827586,
            51.304348
        ],
        [
            1.499168,
            1.50358,
            1.51396,
            1.315864,
            1.242018,
            1.442592
        ],
        [
            23853,
            23853,
            22018,
            89213,
            89213,
            75985
        ],
        [
            -12342,
            -12342,
            -10717,
            -37951,
            -37951,
            -36312
        ],
        [
            107,
            108,
            105,
            107,
            108,
            105
        ],
        [
            131,
            136,
            127,
            131,
            136,
            127
        ],
        [
            84,
            86,
            82,
            84,
            86,
            82
        ],
        [
            24743,
            12599,
            12144,
            24743,
            12599,
            12144
        ],
        [
            3.344016,
            4.469016,
            0,
            3.344016,
            4.469016,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305751,
            -50483,
            368646,
            240943,
            -555046,
            316999
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714231800000,
    "first_datapoint_time": 1714590000000,
    "last_datapoint_time": 1759230000000,
    "evaluation_time": 1759230922971,
    "expiration_time": 1765710000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "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)