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Trade: ICP/USDT/360/HMA/HWMA/7765

Strategy
ICP/USDT/360/HMA/HWMA/7765
Pair
ICP_USDT
Interval
6h
Score
332536
Daily Profit
0.171219
Profit Factor
1.211987
Profitability
51.566952
Streak
0.000000
Best Strategy
Training Data Length
1604.000000
Evaluation Time
2025-10-01 02:19
Expiration Time
2025-11-17 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 274635.1665 88249.52 186385.6466 57625.0121 110358.3809 -52733.3689
Total P&L (%) 274.6352 88.2495 186.3856 57.625 110.3584 -52.7334
Avg Daily Profit (%) 0.1712 0.055 0.1162 0.0284 0.0464 -0.0467
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -199546 -133099 -90299 -1586966 -869331 -998517
Profit Factor 1.212 1.1285 1.3062 1.0096 1.0367 0.9824
Total Trades 351 175 176 351 175 176
Winning Trades 181 81 100 181 81 100
Losing Trades 170 94 76 170 94 76
Profitability (%) 51.567 46.2857 56.8182 51.567 46.2857 56.8182
Ratio Avg Win / Avg Loss 1.1383 1.3096 0.9927 0.9482 1.203 0.7466
Largest Winning Trade 73975 73975 33830 262496 262496 184028
Largest Losing Trade -36733 -32682 -36733 -374166 -291511 -374166
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 6331 3156 3176 6331 3156 3176
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 332536 -199425 -37888 -365117 -311992 -579250
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6416,
    "evaluation_days": 1604,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622203200000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759274346321,
    "expiration_time": 1763412768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.07354,
            "nb": 0.1,
            "nc": 0.91954
        }
    }
}
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": [
        [
            274635.1665259781,
            88249.5199518775,
            186385.6465741005,
            57625.012066964,
            110358.3809467168,
            -52733.3688797532
        ],
        [
            274.635167,
            88.24952,
            186.385647,
            57.625012,
            110.358381,
            -52.733369
        ],
        [
            0.171219,
            0.055018,
            0.116201,
            0.028374,
            0.046372,
            -0.046708
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -199546,
            -133099,
            -90299,
            -1586966,
            -869331,
            -998517
        ],
        [
            1.211987,
            1.128506,
            1.306157,
            1.0096,
            1.036652,
            0.982374
        ],
        [
            351,
            175,
            176,
            351,
            175,
            176
        ],
        [
            181,
            81,
            100,
            181,
            81,
            100
        ],
        [
            170,
            94,
            76,
            170,
            94,
            76
        ],
        [
            51.566952,
            46.285714,
            56.818182,
            51.566952,
            46.285714,
            56.818182
        ],
        [
            1.138331,
            1.309624,
            0.992679,
            0.948243,
            1.203029,
            0.746604
        ],
        [
            73975,
            73975,
            33830,
            262496,
            262496,
            184028
        ],
        [
            -36733,
            -32682,
            -36733,
            -374166,
            -291511,
            -374166
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            6331,
            3156,
            3176,
            6331,
            3156,
            3176
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332536,
            -199425,
            -37888,
            -365117,
            -311992,
            -579250
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6416,
    "evaluation_days": 1604,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622203200000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759274346321,
    "expiration_time": 1763412768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.07354,
            "nb": 0.1,
            "nc": 0.91954
        }
    }
}

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)