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Trade: ICP/USDT/120/DCM/HMA/2444

Strategy
ICP/USDT/120/DCM/HMA/2444
Pair
ICP_USDT
Interval
2h
Score
304381
Daily Profit
0.161549
Profit Factor
1.323725
Profitability
47.089947
Streak
14.078169
Best Strategy
Training Data Length
1602.830000
Evaluation Time
2025-09-30 02:52
Expiration Time
2025-11-26 16:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 258935.2427 119311.092 139624.1507 68581.261 57554.5375 11026.7235
Total P&L (%) 258.9352 119.3111 139.6242 68.5813 57.5545 11.0267
Avg Daily Profit (%) 0.1615 0.0744 0.0871 0.0326 0.0284 0.0065
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126694 -81864 -53858 -508158 -285983 -230873
Profit Factor 1.3237 1.2912 1.3579 1.0405 1.0679 1.0131
Total Trades 189 95 94 189 95 94
Winning Trades 89 38 51 89 38 51
Losing Trades 100 57 43 100 57 43
Profitability (%) 47.0899 40 54.2553 47.0899 40 54.2553
Ratio Avg Win / Avg Loss 1.4873 1.9368 1.1449 1.1691 1.6019 0.8542
Largest Winning Trade 150222 150222 56560 177538 177538 127211
Largest Losing Trade -45222 -27263 -45222 -84559 -68223 -84559
Avg Bars in Trades 98 81 115 98 81 115
Avg Bars in Winners 127 92 153 127 92 153
Avg Bars in Losers 71 73 70 71 73 70
Bars Traded 18544 7697 10847 18544 7697 10847
Profit Streak 14.0782 14.0782 51.3282 14.0782 14.0782 51.3282
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304381 -96008 -74983 -324447 -304130 -524526
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19234,
    "evaluation_days": 1602.83,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621951200000,
    "last_datapoint_time": 1759183200000,
    "evaluation_time": 1759189953793,
    "expiration_time": 1764168652800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 99,
            "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": [
        [
            258935.2427116407,
            119311.0920027527,
            139624.1507088879,
            68581.260963811,
            57554.5374893032,
            11026.7234745078
        ],
        [
            258.935243,
            119.311092,
            139.624151,
            68.581261,
            57.554537,
            11.026723
        ],
        [
            0.161549,
            0.074438,
            0.087111,
            0.032588,
            0.028366,
            0.006526
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126694,
            -81864,
            -53858,
            -508158,
            -285983,
            -230873
        ],
        [
            1.323725,
            1.291208,
            1.357873,
            1.040542,
            1.067904,
            1.013064
        ],
        [
            189,
            95,
            94,
            189,
            95,
            94
        ],
        [
            89,
            38,
            51,
            89,
            38,
            51
        ],
        [
            100,
            57,
            43,
            100,
            57,
            43
        ],
        [
            47.089947,
            40,
            54.255319,
            47.089947,
            40,
            54.255319
        ],
        [
            1.487332,
            1.936812,
            1.144873,
            1.169148,
            1.601856,
            0.854152
        ],
        [
            150222,
            150222,
            56560,
            177538,
            177538,
            127211
        ],
        [
            -45222,
            -27263,
            -45222,
            -84559,
            -68223,
            -84559
        ],
        [
            98,
            81,
            115,
            98,
            81,
            115
        ],
        [
            127,
            92,
            153,
            127,
            92,
            153
        ],
        [
            71,
            73,
            70,
            71,
            73,
            70
        ],
        [
            18544,
            7697,
            10847,
            18544,
            7697,
            10847
        ],
        [
            14.078169,
            14.078169,
            51.328169,
            14.078169,
            14.078169,
            51.328169
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304381,
            -96008,
            -74983,
            -324447,
            -304130,
            -524526
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19234,
    "evaluation_days": 1602.83,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621951200000,
    "last_datapoint_time": 1759183200000,
    "evaluation_time": 1759189953793,
    "expiration_time": 1764168652800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 99,
            "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)