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Trade: ICP/USDT/480/HWMA/SWMA/6199

Strategy
ICP/USDT/480/HWMA/SWMA/6199
Pair
ICP_USDT
Interval
8h
Score
401035
Daily Profit
0.215573
Profit Factor
1.342992
Profitability
52.777778
Streak
12.590515
Best Strategy
Training Data Length
1608.330000
Evaluation Time
2025-10-05 09:10
Expiration Time
2025-11-22 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 346712.0655 164351.6139 182360.4516 320483.5099 40586.4799 279897.03
Total P&L (%) 346.7121 164.3516 182.3605 320.4835 40.5865 279.897
Avg Daily Profit (%) 0.2156 0.1022 0.1134 0.0893 0.0212 0.083
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146043 -118015 -66564 -1877175 -1410087 -622068
Profit Factor 1.343 1.3074 1.383 1.0691 1.0152 1.143
Total Trades 252 126 126 252 126 126
Winning Trades 133 59 74 133 59 74
Losing Trades 119 67 52 119 67 52
Profitability (%) 52.7778 46.8254 58.7302 52.7778 46.8254 58.7302
Ratio Avg Win / Avg Loss 1.2016 1.4846 0.9719 0.9566 1.1528 0.8032
Largest Winning Trade 59231 59231 41769 400449 400449 193188
Largest Losing Trade -46832 -26711 -46832 -419725 -308082 -419725
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 4577 2289 2288 4577 2289 2288
Profit Streak 12.5905 12.5905 54.9238 12.5905 12.5905 54.9238
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401035 -56988 -40045 -216781 -371151 -144310
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4825,
    "evaluation_days": 1608.33,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1627401600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759644620477,
    "expiration_time": 1763791200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.14696,
            "nb": 0.1,
            "nc": 0.43411
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 234,
            "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": [
        [
            346712.0655160012,
            164351.6138876007,
            182360.4516284002,
            320483.5099251756,
            40586.4799198708,
            279897.0300053047
        ],
        [
            346.712066,
            164.351614,
            182.360452,
            320.48351,
            40.58648,
            279.89703
        ],
        [
            0.215573,
            0.102188,
            0.113385,
            0.08934,
            0.021183,
            0.083023
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146043,
            -118015,
            -66564,
            -1877175,
            -1410087,
            -622068
        ],
        [
            1.342992,
            1.307352,
            1.38302,
            1.069145,
            1.015155,
            1.143033
        ],
        [
            252,
            126,
            126,
            252,
            126,
            126
        ],
        [
            133,
            59,
            74,
            133,
            59,
            74
        ],
        [
            119,
            67,
            52,
            119,
            67,
            52
        ],
        [
            52.777778,
            46.825397,
            58.730159,
            52.777778,
            46.825397,
            58.730159
        ],
        [
            1.201624,
            1.48462,
            0.971852,
            0.956603,
            1.152803,
            0.803212
        ],
        [
            59231,
            59231,
            41769,
            400449,
            400449,
            193188
        ],
        [
            -46832,
            -26711,
            -46832,
            -419725,
            -308082,
            -419725
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            4577,
            2289,
            2288,
            4577,
            2289,
            2288
        ],
        [
            12.590515,
            12.590515,
            54.923848,
            12.590515,
            12.590515,
            54.923848
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401035,
            -56988,
            -40045,
            -216781,
            -371151,
            -144310
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4825,
    "evaluation_days": 1608.33,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1627401600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759644620477,
    "expiration_time": 1763791200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.14696,
            "nb": 0.1,
            "nc": 0.43411
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 234,
            "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)