← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ICP/USDT/60/SSF/VWMA/6793

Strategy
ICP/USDT/60/SSF/VWMA/6793
Pair
ICP_USDT
Interval
1h
Score
342378
Daily Profit
0.169389
Profit Factor
1.225726
Profitability
49.825784
Streak
11.806937
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 01:21
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 176438.9662 158076.5034 18362.4628 78609.5797 32532.7301 46076.8497
Total P&L (%) 176.439 158.0765 18.3625 78.6096 32.5327 46.0769
Avg Daily Profit (%) 0.1694 0.1518 0.0176 0.0557 0.027 0.0364
Buy And Hold Return (%) 13.6752 13.6752 13.6752 13.6752 13.6752 13.6752
Max Trade Drawdown -112375 -85794 -71693 -169895 -136299 -73355
Profit Factor 1.2257 1.3536 1.0549 1.0767 1.0537 1.1099
Total Trades 287 144 143 287 144 143
Winning Trades 143 69 74 143 69 74
Losing Trades 144 75 69 144 75 69
Profitability (%) 49.8258 47.9167 51.7483 49.8258 47.9167 51.7483
Ratio Avg Win / Avg Loss 1.2343 1.4713 0.9836 1.0842 1.1453 1.0349
Largest Winning Trade 69275 69275 21256 62432 62432 36797
Largest Losing Trade -28374 -28374 -22341 -45707 -45707 -39675
Avg Bars in Trades 85 98 73 85 98 73
Avg Bars in Winners 98 106 91 98 106 91
Avg Bars in Losers 73 91 54 73 91 54
Bars Traded 24660 14181 10479 24660 14181 10479
Profit Streak 11.8069 11.8069 12.3069 11.8069 11.8069 12.3069
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342378 261496 -389597 -253037 -322922 -246087

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669276800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758838919372,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 153,
            "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": [
        [
            176438.9662116478,
            158076.5033643821,
            18362.4628472656,
            78609.5797387855,
            32532.7300869041,
            46076.8496518813
        ],
        [
            176.438966,
            158.076503,
            18.362463,
            78.60958,
            32.53273,
            46.07685
        ],
        [
            0.169389,
            0.15176,
            0.017629,
            0.055701,
            0.027044,
            0.036389
        ],
        [
            13.675214,
            13.675214,
            13.675214,
            13.675214,
            13.675214,
            13.675214
        ],
        [
            -112375,
            -85794,
            -71693,
            -169895,
            -136299,
            -73355
        ],
        [
            1.225726,
            1.353585,
            1.054882,
            1.076674,
            1.053701,
            1.109855
        ],
        [
            287,
            144,
            143,
            287,
            144,
            143
        ],
        [
            143,
            69,
            74,
            143,
            69,
            74
        ],
        [
            144,
            75,
            69,
            144,
            75,
            69
        ],
        [
            49.825784,
            47.916667,
            51.748252,
            49.825784,
            47.916667,
            51.748252
        ],
        [
            1.234297,
            1.471288,
            0.983606,
            1.084203,
            1.145327,
            1.034864
        ],
        [
            69275,
            69275,
            21256,
            62432,
            62432,
            36797
        ],
        [
            -28374,
            -28374,
            -22341,
            -45707,
            -45707,
            -39675
        ],
        [
            85,
            98,
            73,
            85,
            98,
            73
        ],
        [
            98,
            106,
            91,
            98,
            106,
            91
        ],
        [
            73,
            91,
            54,
            73,
            91,
            54
        ],
        [
            24660,
            14181,
            10479,
            24660,
            14181,
            10479
        ],
        [
            11.806937,
            11.806937,
            12.306937,
            11.806937,
            11.806937,
            12.306937
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342378,
            261496,
            -389597,
            -253037,
            -322922,
            -246087
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669276800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758838919372,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 153,
            "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)