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Trade: ICP/USDT/360/LINREG/HMA/7009

Strategy
ICP/USDT/360/LINREG/HMA/7009
Pair
ICP_USDT
Interval
6h
Score
378608
Daily Profit
0.189545
Profit Factor
1.463565
Profitability
48.550725
Streak
37.948991
Best Strategy
Training Data Length
1597.750000
Evaluation Time
2025-09-25 19:46
Expiration Time
2025-11-11 12:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 302845.7053 125678.0609 177167.6444 192960.0224 165279.5115 27680.5109
Total P&L (%) 302.8457 125.6781 177.1676 192.96 165.2795 27.6805
Avg Daily Profit (%) 0.1895 0.0787 0.1109 0.0673 0.0611 0.0153
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82512 -61729 -81866 -359152 -186755 -383054
Profit Factor 1.4636 1.3485 1.6052 1.1112 1.1875 1.0324
Total Trades 138 69 69 138 69 69
Winning Trades 67 29 38 67 29 38
Losing Trades 71 40 31 71 40 31
Profitability (%) 48.5507 42.029 55.0725 48.5507 42.029 55.0725
Ratio Avg Win / Avg Loss 1.5509 1.8601 1.3095 1.1776 1.6379 0.8423
Largest Winning Trade 99851 99851 41396 275865 275865 80150
Largest Losing Trade -49824 -30758 -49824 -254228 -64955 -254228
Avg Bars in Trades 45 47 42 45 47 42
Avg Bars in Winners 58 63 54 58 63 54
Avg Bars in Losers 32 36 28 32 36 28
Bars Traded 6238 3290 2948 6238 3290 2948
Profit Streak 37.949 37.949 138.699 37.949 37.949 138.699
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378608 -190948 -142670 -200470 -229067 -461882

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6391,
    "evaluation_days": 1597.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622980800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758818792796,
    "expiration_time": 1762856568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 47,
            "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": [
        [
            302845.7053151222,
            125678.0609337093,
            177167.6443814127,
            192960.0223726177,
            165279.5115126367,
            27680.510859981
        ],
        [
            302.845705,
            125.678061,
            177.167644,
            192.960022,
            165.279512,
            27.680511
        ],
        [
            0.189545,
            0.078659,
            0.110886,
            0.067296,
            0.06108,
            0.015295
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82512,
            -61729,
            -81866,
            -359152,
            -186755,
            -383054
        ],
        [
            1.463565,
            1.348549,
            1.605242,
            1.111222,
            1.18748,
            1.032438
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            67,
            29,
            38,
            67,
            29,
            38
        ],
        [
            71,
            40,
            31,
            71,
            40,
            31
        ],
        [
            48.550725,
            42.028986,
            55.072464,
            48.550725,
            42.028986,
            55.072464
        ],
        [
            1.550942,
            1.860068,
            1.30954,
            1.177564,
            1.637904,
            0.842252
        ],
        [
            99851,
            99851,
            41396,
            275865,
            275865,
            80150
        ],
        [
            -49824,
            -30758,
            -49824,
            -254228,
            -64955,
            -254228
        ],
        [
            45,
            47,
            42,
            45,
            47,
            42
        ],
        [
            58,
            63,
            54,
            58,
            63,
            54
        ],
        [
            32,
            36,
            28,
            32,
            36,
            28
        ],
        [
            6238,
            3290,
            2948,
            6238,
            3290,
            2948
        ],
        [
            37.948991,
            37.948991,
            138.698991,
            37.948991,
            37.948991,
            138.698991
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378608,
            -190948,
            -142670,
            -200470,
            -229067,
            -461882
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6391,
    "evaluation_days": 1597.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622980800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758818792796,
    "expiration_time": 1762856568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 47,
            "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)