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Trade: ICP/USDT/240/ALMA/VWMA/2402

Strategy
ICP/USDT/240/ALMA/VWMA/2402
Pair
ICP_USDT
Interval
4h
Score
332450
Daily Profit
0.161086
Profit Factor
1.527501
Profitability
45.197740
Streak
15.819764
Best Strategy
Training Data Length
1607.830000
Evaluation Time
2025-10-04 22:40
Expiration Time
2025-11-21 23:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 314062.1957 55063.5553 258998.6404 291403.4899 -98175.4011 389578.891
Total P&L (%) 314.0622 55.0636 258.9986 291.4035 -98.1754 389.5789
Avg Daily Profit (%) 0.1953 0.0342 0.1611 0.0849 -0.2487 0.0988
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98940 -83304 -74825 -822134 -569421 -400782
Profit Factor 1.2891 1.0925 1.5275 1.0639 0.9603 1.1869
Total Trades 353 176 177 353 176 177
Winning Trades 144 64 80 144 64 80
Losing Trades 209 112 97 209 112 97
Profitability (%) 40.7932 36.3636 45.1977 40.7932 36.3636 45.1977
Ratio Avg Win / Avg Loss 1.8709 1.9118 1.8521 1.5441 1.6806 1.4391
Largest Winning Trade 70200 70200 43448 202212 202212 156291
Largest Losing Trade -22180 -17670 -22180 -142364 -142364 -109844
Avg Bars in Trades 27 24 29 27 24 29
Avg Bars in Winners 42 39 44 42 39 44
Avg Bars in Losers 16 16 17 16 16 17
Bars Traded 9584 4389 5195 9584 4389 5195
Profit Streak 13.1531 0 15.8198 13.1531 0 15.8198
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 282926 -270493 332450 -229568 -582659 -76584
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9647,
    "evaluation_days": 1607.83,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621094400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759606827619,
    "expiration_time": 1763761104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 18,
            "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": [
        [
            314062.1957107217,
            55063.5553361913,
            258998.6403745309,
            291403.4898607756,
            -98175.401097808,
            389578.890958583
        ],
        [
            314.062196,
            55.063555,
            258.99864,
            291.40349,
            -98.175401,
            389.578891
        ],
        [
            0.195333,
            0.034247,
            0.161086,
            0.084906,
            -0.24871,
            0.098839
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98940,
            -83304,
            -74825,
            -822134,
            -569421,
            -400782
        ],
        [
            1.289074,
            1.092474,
            1.527501,
            1.063906,
            0.960343,
            1.186912
        ],
        [
            353,
            176,
            177,
            353,
            176,
            177
        ],
        [
            144,
            64,
            80,
            144,
            64,
            80
        ],
        [
            209,
            112,
            97,
            209,
            112,
            97
        ],
        [
            40.793201,
            36.363636,
            45.19774,
            40.793201,
            36.363636,
            45.19774
        ],
        [
            1.870947,
            1.911829,
            1.852095,
            1.544141,
            1.6806,
            1.439131
        ],
        [
            70200,
            70200,
            43448,
            202212,
            202212,
            156291
        ],
        [
            -22180,
            -17670,
            -22180,
            -142364,
            -142364,
            -109844
        ],
        [
            27,
            24,
            29,
            27,
            24,
            29
        ],
        [
            42,
            39,
            44,
            42,
            39,
            44
        ],
        [
            16,
            16,
            17,
            16,
            16,
            17
        ],
        [
            9584,
            4389,
            5195,
            9584,
            4389,
            5195
        ],
        [
            13.153097,
            0,
            15.819764,
            13.153097,
            0,
            15.819764
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            282926,
            -270493,
            332450,
            -229568,
            -582659,
            -76584
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9647,
    "evaluation_days": 1607.83,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621094400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759606827619,
    "expiration_time": 1763761104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 18,
            "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)