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Trade: ICP/USDT/15/SINWMA/RMA/6924

Strategy
ICP/USDT/15/SINWMA/RMA/6924
Pair
ICP_USDT
Interval
15m
Score
623637
Daily Profit
0.324272
Profit Factor
3.364269
Profitability
74.285714
Streak
51.940800
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 14:04
Expiration Time
2025-12-23 12:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 113345.6284 28898.6832 84446.9451 174628.4634 44254.6373 130373.8261
Total P&L (%) 113.3456 28.8987 84.4469 174.6285 44.2546 130.3738
Avg Daily Profit (%) 0.4352 0.111 0.3243 0.3887 0.1408 0.321
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20363 -22321 -10983 -29494 -33044 -25149
Profit Factor 2.0824 1.4189 3.3643 1.9282 1.3647 2.9522
Total Trades 69 34 35 69 34 35
Winning Trades 47 21 26 47 21 26
Losing Trades 22 13 9 22 13 9
Profitability (%) 68.1159 61.7647 74.2857 68.1159 61.7647 74.2857
Ratio Avg Win / Avg Loss 0.9748 0.8783 1.1646 0.9026 0.8448 1.0219
Largest Winning Trade 18199 14742 18199 21960 21664 21960
Largest Losing Trade -15018 -15018 -10466 -29494 -29494 -24036
Avg Bars in Trades 354 421 288 354 421 288
Avg Bars in Winners 292 314 275 292 314 275
Avg Bars in Losers 484 593 326 484 593 326
Bars Traded 24428 14319 10109 24428 14319 10109
Profit Streak 9.3887 9.3887 51.9408 9.3887 9.3887 51.9408
Trades During Streak 3 1 6 3 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -92686 -48133 623637 -93382 -7327 593994
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737507600000,
    "first_datapoint_time": 1737721800000,
    "last_datapoint_time": 1760006700000,
    "evaluation_time": 1760007885158,
    "expiration_time": 1766486700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 239,
            "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": [
        [
            113345.6283759171,
            28898.683244892,
            84446.9451310251,
            174628.4633821607,
            44254.6373303344,
            130373.8260518263
        ],
        [
            113.345628,
            28.898683,
            84.446945,
            174.628463,
            44.254637,
            130.373826
        ],
        [
            0.435242,
            0.11097,
            0.324272,
            0.388684,
            0.140799,
            0.320971
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20363,
            -22321,
            -10983,
            -29494,
            -33044,
            -25149
        ],
        [
            2.082442,
            1.418852,
            3.364269,
            1.928184,
            1.364665,
            2.952206
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            22,
            13,
            9,
            22,
            13,
            9
        ],
        [
            68.115942,
            61.764706,
            74.285714,
            68.115942,
            61.764706,
            74.285714
        ],
        [
            0.97476,
            0.878337,
            1.164555,
            0.902554,
            0.844792,
            1.021917
        ],
        [
            18199,
            14742,
            18199,
            21960,
            21664,
            21960
        ],
        [
            -15018,
            -15018,
            -10466,
            -29494,
            -29494,
            -24036
        ],
        [
            354,
            421,
            288,
            354,
            421,
            288
        ],
        [
            292,
            314,
            275,
            292,
            314,
            275
        ],
        [
            484,
            593,
            326,
            484,
            593,
            326
        ],
        [
            24428,
            14319,
            10109,
            24428,
            14319,
            10109
        ],
        [
            9.388717,
            9.388717,
            51.9408,
            9.388717,
            9.388717,
            51.9408
        ],
        [
            3,
            1,
            6,
            3,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -92686,
            -48133,
            623637,
            -93382,
            -7327,
            593994
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737507600000,
    "first_datapoint_time": 1737721800000,
    "last_datapoint_time": 1760006700000,
    "evaluation_time": 1760007885158,
    "expiration_time": 1766486700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 239,
            "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)