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Trade: ICP/USDT/60/HMA/SSF/5377

Strategy
ICP/USDT/60/HMA/SSF/5377
Pair
ICP_USDT
Interval
1h
Score
371936
Daily Profit
0.259084
Profit Factor
1.327261
Profitability
46.012270
Streak
6.509135
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-08 02:13
Expiration Time
2025-12-22 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 269879.6705 201932.8032 67946.8673 335417.907 117490.0239 217927.8831
Total P&L (%) 269.8797 201.9328 67.9469 335.4179 117.49 217.9279
Avg Daily Profit (%) 0.2591 0.1939 0.0652 0.1413 0.0746 0.1111
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61550 -58255 -76081 -358927 -211835 -169306
Profit Factor 1.3273 1.4504 1.1806 1.1628 1.1023 1.2387
Total Trades 326 163 163 326 163 163
Winning Trades 150 71 79 150 71 79
Losing Trades 176 92 84 176 92 84
Profitability (%) 46.0123 43.5583 48.4663 46.0123 43.5583 48.4663
Ratio Avg Win / Avg Loss 1.5573 1.8794 1.2553 1.3643 1.4284 1.3171
Largest Winning Trade 71833 71833 16313 110328 110328 79296
Largest Losing Trade -27037 -27037 -21447 -73817 -73817 -48624
Avg Bars in Trades 75 81 70 75 81 70
Avg Bars in Winners 92 99 86 92 99 86
Avg Bars in Losers 61 66 54 61 66 54
Bars Traded 24649 13216 11433 24649 13216 11433
Profit Streak 6.5091 7.1341 0 6.5091 7.1341 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371936 293709 -128190 -45012 -202785 -45261
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669878000000,
    "first_datapoint_time": 1670716800000,
    "last_datapoint_time": 1759878000000,
    "evaluation_time": 1759878789311,
    "expiration_time": 1766358000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 64,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            269879.6704971124,
            201932.8032180625,
            67946.8672790498,
            335417.9070092352,
            117490.0239272755,
            217927.8830819596
        ],
        [
            269.87967,
            201.932803,
            67.946867,
            335.417907,
            117.490024,
            217.927883
        ],
        [
            0.259084,
            0.193855,
            0.065229,
            0.141328,
            0.074618,
            0.1111
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61550,
            -58255,
            -76081,
            -358927,
            -211835,
            -169306
        ],
        [
            1.327261,
            1.450411,
            1.180551,
            1.162763,
            1.102347,
            1.238743
        ],
        [
            326,
            163,
            163,
            326,
            163,
            163
        ],
        [
            150,
            71,
            79,
            150,
            71,
            79
        ],
        [
            176,
            92,
            84,
            176,
            92,
            84
        ],
        [
            46.01227,
            43.558282,
            48.466258,
            46.01227,
            43.558282,
            48.466258
        ],
        [
            1.55732,
            1.879406,
            1.255269,
            1.364309,
            1.428393,
            1.317145
        ],
        [
            71833,
            71833,
            16313,
            110328,
            110328,
            79296
        ],
        [
            -27037,
            -27037,
            -21447,
            -73817,
            -73817,
            -48624
        ],
        [
            75,
            81,
            70,
            75,
            81,
            70
        ],
        [
            92,
            99,
            86,
            92,
            99,
            86
        ],
        [
            61,
            66,
            54,
            61,
            66,
            54
        ],
        [
            24649,
            13216,
            11433,
            24649,
            13216,
            11433
        ],
        [
            6.509135,
            7.134135,
            0,
            6.509136,
            7.134136,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371936,
            293709,
            -128190,
            -45012,
            -202785,
            -45261
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669878000000,
    "first_datapoint_time": 1670716800000,
    "last_datapoint_time": 1759878000000,
    "evaluation_time": 1759878789311,
    "expiration_time": 1766358000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 64,
            "offset": 0,
            "poles": 2
        }
    }
}

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)