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Trade: ICP/USDT/480/HILO/HWMA/7672

Strategy
ICP/USDT/480/HILO/HWMA/7672
Pair
ICP_USDT
Interval
8h
Score
329768
Daily Profit
0.161768
Profit Factor
1.314729
Profitability
56.060606
Streak
19.719209
Best Strategy
Training Data Length
1602.000000
Evaluation Time
2025-09-28 20:15
Expiration Time
2025-11-15 19:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 259152.8324 96929.7659 162223.0665 -78467.5291 -8765.7405 -69701.7886
Total P&L (%) 259.1528 96.9298 162.2231 -78.4675 -8.7657 -69.7018
Avg Daily Profit (%) 0.1618 0.0605 0.1013 -0.0958 -0.0057 -0.0745
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165900 -89160 -173682 -360596 -220356 -418818
Profit Factor 1.3147 1.2739 1.3455 0.9399 0.9814 0.9165
Total Trades 132 66 66 132 66 66
Winning Trades 74 34 40 74 34 40
Losing Trades 58 32 26 58 32 26
Profitability (%) 56.0606 51.5152 60.6061 56.0606 51.5152 60.6061
Ratio Avg Win / Avg Loss 1.0305 1.1989 0.8746 0.7367 0.9237 0.5957
Largest Winning Trade 53541 41476 53541 83037 54257 83037
Largest Losing Trade -94953 -32684 -94953 -288193 -66293 -288193
Avg Bars in Trades 35 35 35 35 35 35
Avg Bars in Winners 35 35 35 35 35 35
Avg Bars in Losers 35 35 35 35 35 35
Bars Traded 4726 2362 2364 4726 2362 2364
Profit Streak 19.7192 0 79.3859 19.7192 0 79.3859
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329768 -236192 -180530 -579085 -704761 -702214
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4806,
    "evaluation_days": 1602,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621296000000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759079739643,
    "expiration_time": 1763227584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.06109,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            259152.8324447505,
            96929.765935857,
            162223.0665088936,
            -78467.5291321169,
            -8765.7404957161,
            -69701.7886364009
        ],
        [
            259.152832,
            96.929766,
            162.223067,
            -78.467529,
            -8.76574,
            -69.701789
        ],
        [
            0.161768,
            0.060505,
            0.101263,
            -0.09581,
            -0.005726,
            -0.074509
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165900,
            -89160,
            -173682,
            -360596,
            -220356,
            -418818
        ],
        [
            1.314729,
            1.273855,
            1.345546,
            0.939942,
            0.981407,
            0.916533
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            74,
            34,
            40,
            74,
            34,
            40
        ],
        [
            58,
            32,
            26,
            58,
            32,
            26
        ],
        [
            56.060606,
            51.515152,
            60.606061,
            56.060606,
            51.515152,
            60.606061
        ],
        [
            1.030464,
            1.198922,
            0.874605,
            0.736712,
            0.923677,
            0.595746
        ],
        [
            53541,
            41476,
            53541,
            83037,
            54257,
            83037
        ],
        [
            -94953,
            -32684,
            -94953,
            -288193,
            -66293,
            -288193
        ],
        [
            35,
            35,
            35,
            35,
            35,
            35
        ],
        [
            35,
            35,
            35,
            35,
            35,
            35
        ],
        [
            35,
            35,
            35,
            35,
            35,
            35
        ],
        [
            4726,
            2362,
            2364,
            4726,
            2362,
            2364
        ],
        [
            19.719209,
            0,
            79.385875,
            19.719209,
            0,
            79.385875
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329768,
            -236192,
            -180530,
            -579085,
            -704761,
            -702214
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4806,
    "evaluation_days": 1602,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621296000000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759079739643,
    "expiration_time": 1763227584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.06109,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)