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Trade: ICP/USDT/30/VWMA/SMA/9854

Strategy
ICP/USDT/30/VWMA/SMA/9854
Pair
ICP_USDT
Interval
30m
Score
442475
Daily Profit
0.263251
Profit Factor
2.079775
Profitability
52.777778
Streak
22.752360
Best Strategy
Training Data Length
314.900000
Evaluation Time
2025-10-11 16:03
Expiration Time
2025-11-25 22:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 15175.121 -67722.7613 82897.8823 -9253.0662 -70633.8745 61380.8083
Total P&L (%) 15.1751 -67.7228 82.8979 -9.2531 -70.6339 61.3808
Avg Daily Profit (%) 0.0482 -0.2151 0.2633 -0.0308 -0.3884 0.1521
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97667 -62086 -45564 -96347 -63077 -45554
Profit Factor 1.0761 0.4479 2.0798 0.9551 0.4422 1.7747
Total Trades 71 35 36 71 35 36
Winning Trades 31 12 19 31 12 19
Losing Trades 40 23 17 40 23 17
Profitability (%) 43.662 34.2857 52.7778 43.662 34.2857 52.7778
Ratio Avg Win / Avg Loss 1.3885 0.8585 1.8609 1.2323 0.8475 1.5878
Largest Winning Trade 49385 12336 49385 30000 16124 30000
Largest Losing Trade -13566 -11337 -13566 -16145 -15181 -16145
Avg Bars in Trades 206 182 230 206 182 230
Avg Bars in Winners 278 239 303 278 239 303
Avg Bars in Losers 151 153 148 151 153 148
Bars Traded 14688 6393 8295 14688 6393 8295
Profit Streak 20.669 20.669 22.7524 20.669 20.669 22.7524
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -368984 -587568 442475 -672607 -587568 366391
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 15115,
    "actual_packets": 15115,
    "evaluation_days": 314.9,
    "actual_first_datapoint_time": 1732980600000,
    "first_datapoint_time": 1733425200000,
    "last_datapoint_time": 1760185800000,
    "evaluation_time": 1760187803918,
    "expiration_time": 1764103608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 87,
            "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": [
        [
            15175.1210224898,
            -67722.7612974131,
            82897.8823199029,
            -9253.0662101698,
            -70633.8745406941,
            61380.8083305243
        ],
        [
            15.175121,
            -67.722761,
            82.897882,
            -9.253066,
            -70.633875,
            61.380808
        ],
        [
            0.04819,
            -0.215061,
            0.263251,
            -0.030829,
            -0.388361,
            0.152099
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97667,
            -62086,
            -45564,
            -96347,
            -63077,
            -45554
        ],
        [
            1.076089,
            0.447913,
            2.079775,
            0.955052,
            0.442189,
            1.77465
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            31,
            12,
            19,
            31,
            12,
            19
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            43.661972,
            34.285714,
            52.777778,
            43.661972,
            34.285714,
            52.777778
        ],
        [
            1.388501,
            0.8585,
            1.860851,
            1.232326,
            0.847528,
            1.587845
        ],
        [
            49385,
            12336,
            49385,
            30000,
            16124,
            30000
        ],
        [
            -13566,
            -11337,
            -13566,
            -16145,
            -15181,
            -16145
        ],
        [
            206,
            182,
            230,
            206,
            182,
            230
        ],
        [
            278,
            239,
            303,
            278,
            239,
            303
        ],
        [
            151,
            153,
            148,
            151,
            153,
            148
        ],
        [
            14688,
            6393,
            8295,
            14688,
            6393,
            8295
        ],
        [
            20.669027,
            20.669027,
            22.75236,
            20.669027,
            20.669027,
            22.75236
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -368984,
            -587568,
            442475,
            -672607,
            -587568,
            366391
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 15115,
    "actual_packets": 15115,
    "evaluation_days": 314.9,
    "actual_first_datapoint_time": 1732980600000,
    "first_datapoint_time": 1733425200000,
    "last_datapoint_time": 1760185800000,
    "evaluation_time": 1760187803918,
    "expiration_time": 1764103608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 87,
            "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)