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Trade: ICP/USDT/120/EMA/PWMA/4284

Strategy
ICP/USDT/120/EMA/PWMA/4284
Pair
ICP_USDT
Interval
2h
Score
363162
Daily Profit
0.205064
Profit Factor
1.409714
Profitability
59.615385
Streak
30.867132
Best Strategy
Training Data Length
1603.750000
Evaluation Time
2025-09-30 23:48
Expiration Time
2025-11-27 15:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 328870.801 135680.8168 193189.9841 12617.489 -366148.7501 378766.2391
Total P&L (%) 328.8708 135.6808 193.19 12.6175 -366.1488 378.7662
Avg Daily Profit (%) 0.2051 0.0846 0.1205 0.0074 0 0.0977
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167825 -98495 -138775 -722872 -705484 -335382
Profit Factor 1.4097 1.2883 1.5819 1.0053 0.7697 1.4802
Total Trades 208 104 104 208 104 104
Winning Trades 124 54 70 124 54 70
Losing Trades 84 50 34 84 50 34
Profitability (%) 59.6154 51.9231 67.3077 59.6154 51.9231 67.3077
Ratio Avg Win / Avg Loss 0.955 1.1928 0.7684 0.681 0.7127 0.7189
Largest Winning Trade 47192 47192 22543 176461 176461 88976
Largest Losing Trade -90297 -47438 -90297 -265804 -265804 -178912
Avg Bars in Trades 89 88 91 89 88 91
Avg Bars in Winners 75 68 81 75 68 81
Avg Bars in Losers 110 109 113 110 109 113
Bars Traded 18709 9157 9552 18709 9157 9552
Profit Streak 30.8671 32.2005 30.8671 30.8671 32.2005 30.8671
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363162 -79478 -29267 -480294 -580265 -60242
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19245,
    "evaluation_days": 1603.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622484000000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759265320207,
    "expiration_time": 1764250704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 250,
            "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": [
        [
            328870.8009563333,
            135680.8168416138,
            193189.9841147197,
            12617.4889695219,
            -366148.7501001683,
            378766.2390696908
        ],
        [
            328.870801,
            135.680817,
            193.189984,
            12.617489,
            -366.14875,
            378.766239
        ],
        [
            0.205064,
            0.084602,
            0.120461,
            0.00741,
            0,
            0.097696
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167825,
            -98495,
            -138775,
            -722872,
            -705484,
            -335382
        ],
        [
            1.409714,
            1.288258,
            1.581912,
            1.005304,
            0.769724,
            1.480176
        ],
        [
            208,
            104,
            104,
            208,
            104,
            104
        ],
        [
            124,
            54,
            70,
            124,
            54,
            70
        ],
        [
            84,
            50,
            34,
            84,
            50,
            34
        ],
        [
            59.615385,
            51.923077,
            67.307692,
            59.615385,
            51.923077,
            67.307692
        ],
        [
            0.954968,
            1.192832,
            0.768357,
            0.681012,
            0.712708,
            0.718942
        ],
        [
            47192,
            47192,
            22543,
            176461,
            176461,
            88976
        ],
        [
            -90297,
            -47438,
            -90297,
            -265804,
            -265804,
            -178912
        ],
        [
            89,
            88,
            91,
            89,
            88,
            91
        ],
        [
            75,
            68,
            81,
            75,
            68,
            81
        ],
        [
            110,
            109,
            113,
            110,
            109,
            113
        ],
        [
            18709,
            9157,
            9552,
            18709,
            9157,
            9552
        ],
        [
            30.867132,
            32.200465,
            30.867132,
            30.867132,
            32.200465,
            30.867132
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363162,
            -79478,
            -29267,
            -480294,
            -580265,
            -60242
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19245,
    "evaluation_days": 1603.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622484000000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759265320207,
    "expiration_time": 1764250704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 250,
            "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)