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Trade: ICP/USDT/15/SWMA/RMA/9286

Strategy
ICP/USDT/15/SWMA/RMA/9286
Pair
ICP_USDT
Interval
15m
Score
606226
Daily Profit
0.417492
Profit Factor
3.674272
Profitability
64.864865
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 00:03
Expiration Time
2025-12-15 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 139363.0704 30639.7207 108723.3497 242210.9501 54209.4415 188001.5087
Total P&L (%) 139.3631 30.6397 108.7234 242.211 54.2094 188.0015
Avg Daily Profit (%) 0.5351 0.1177 0.4175 0.4735 0.1665 0.407
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22063 -17599 -11652 -49156 -52417 -40308
Profit Factor 2.1755 1.3933 3.6743 1.7836 1.2827 2.6024
Total Trades 73 36 37 73 36 37
Winning Trades 44 20 24 44 20 24
Losing Trades 29 16 13 29 16 13
Profitability (%) 60.274 55.5556 64.8649 60.274 55.5556 64.8649
Ratio Avg Win / Avg Loss 1.4338 1.1147 1.9902 1.1755 1.0261 1.4096
Largest Winning Trade 23827 14989 23827 36715 36715 34662
Largest Losing Trade -9877 -9877 -9020 -33473 -33473 -31631
Avg Bars in Trades 337 414 262 337 414 262
Avg Bars in Winners 303 356 259 303 356 259
Avg Bars in Losers 388 487 267 388 487 267
Bars Traded 24629 14927 9702 24629 14927 9702
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -62550 -39010 606226 -63833 200956 496043
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736853300000,
    "first_datapoint_time": 1737068400000,
    "last_datapoint_time": 1759352400000,
    "evaluation_time": 1759352607038,
    "expiration_time": 1765832400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 234,
            "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": [
        [
            139363.0703840268,
            30639.7207193758,
            108723.349664651,
            242210.9501171795,
            54209.4414602796,
            188001.5086568999
        ],
        [
            139.36307,
            30.639721,
            108.72335,
            242.21095,
            54.209441,
            188.001509
        ],
        [
            0.535147,
            0.117655,
            0.417492,
            0.47353,
            0.166463,
            0.407014
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22063,
            -17599,
            -11652,
            -49156,
            -52417,
            -40308
        ],
        [
            2.175493,
            1.393312,
            3.674272,
            1.783569,
            1.282652,
            2.602419
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            60.273973,
            55.555556,
            64.864865,
            60.273973,
            55.555556,
            64.864865
        ],
        [
            1.433848,
            1.11465,
            1.990231,
            1.175534,
            1.026121,
            1.409643
        ],
        [
            23827,
            14989,
            23827,
            36715,
            36715,
            34662
        ],
        [
            -9877,
            -9877,
            -9020,
            -33473,
            -33473,
            -31631
        ],
        [
            337,
            414,
            262,
            337,
            414,
            262
        ],
        [
            303,
            356,
            259,
            303,
            356,
            259
        ],
        [
            388,
            487,
            267,
            388,
            487,
            267
        ],
        [
            24629,
            14927,
            9702,
            24629,
            14927,
            9702
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -62550,
            -39010,
            606226,
            -63833,
            200956,
            496043
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736853300000,
    "first_datapoint_time": 1737068400000,
    "last_datapoint_time": 1759352400000,
    "evaluation_time": 1759352607038,
    "expiration_time": 1765832400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 234,
            "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)