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Trade: ICP/USDT/60/PWMA/HMA/1361

Strategy
ICP/USDT/60/PWMA/HMA/1361
Pair
ICP_USDT
Interval
1h
Score
313521
Daily Profit
0.252098
Profit Factor
1.477951
Profitability
39.669421
Streak
9.330935
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-10 10:56
Expiration Time
2025-12-24 09:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 262602.6067 183136.1254 79466.4813 442525.7364 56091.8213 386433.915
Total P&L (%) 262.6026 183.1361 79.4665 442.5257 56.0918 386.4339
Avg Daily Profit (%) 0.2521 0.1758 0.0763 0.1625 0.0428 0.152
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70924 -62369 -72894 -448261 -458363 -218843
Profit Factor 1.478 1.6309 1.3067 1.1976 1.0446 1.3935
Total Trades 242 121 121 242 121 121
Winning Trades 96 44 52 96 44 52
Losing Trades 146 77 69 146 77 69
Profitability (%) 39.6694 36.3636 42.9752 39.6694 36.3636 42.9752
Ratio Avg Win / Avg Loss 2.2477 2.854 1.7338 1.8214 1.8281 1.849
Largest Winning Trade 95782 95782 28675 118141 118141 108882
Largest Losing Trade -11535 -10831 -11535 -92680 -75552 -92680
Avg Bars in Trades 102 97 107 102 97 107
Avg Bars in Winners 168 166 170 168 166 170
Avg Bars in Losers 58 57 59 58 57 59
Bars Traded 24721 11756 12965 24721 11756 12965
Profit Streak 9.3309 9.3309 21.4559 9.3309 9.3309 21.4559
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313521 202782 -91767 129755 -311942 254256
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670079600000,
    "first_datapoint_time": 1670788800000,
    "last_datapoint_time": 1760079600000,
    "evaluation_time": 1760082992757,
    "expiration_time": 1766559600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 91,
            "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": [
        [
            262602.6067126236,
            183136.1253725886,
            79466.4813400348,
            442525.7363681498,
            56091.8213476609,
            386433.9150204894
        ],
        [
            262.602607,
            183.136125,
            79.466481,
            442.525736,
            56.091821,
            386.433915
        ],
        [
            0.252098,
            0.17581,
            0.076288,
            0.162474,
            0.042755,
            0.15198
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70924,
            -62369,
            -72894,
            -448261,
            -458363,
            -218843
        ],
        [
            1.477951,
            1.630866,
            1.306654,
            1.1976,
            1.044609,
            1.393481
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            96,
            44,
            52,
            96,
            44,
            52
        ],
        [
            146,
            77,
            69,
            146,
            77,
            69
        ],
        [
            39.669421,
            36.363636,
            42.975207,
            39.669421,
            36.363636,
            42.975207
        ],
        [
            2.247718,
            2.854016,
            1.733829,
            1.821351,
            1.828066,
            1.849042
        ],
        [
            95782,
            95782,
            28675,
            118141,
            118141,
            108882
        ],
        [
            -11535,
            -10831,
            -11535,
            -92680,
            -75552,
            -92680
        ],
        [
            102,
            97,
            107,
            102,
            97,
            107
        ],
        [
            168,
            166,
            170,
            168,
            166,
            170
        ],
        [
            58,
            57,
            59,
            58,
            57,
            59
        ],
        [
            24721,
            11756,
            12965,
            24721,
            11756,
            12965
        ],
        [
            9.330935,
            9.330935,
            21.455935,
            9.330935,
            9.330935,
            21.455935
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313521,
            202782,
            -91767,
            129755,
            -311942,
            254256
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670079600000,
    "first_datapoint_time": 1670788800000,
    "last_datapoint_time": 1760079600000,
    "evaluation_time": 1760082992757,
    "expiration_time": 1766559600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 91,
            "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)