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Trade: ICP/USDT/240/JMA/SINWMA/2037

Strategy
ICP/USDT/240/JMA/SINWMA/2037
Pair
ICP_USDT
Interval
4h
Score
327861
Daily Profit
0.150277
Profit Factor
1.731669
Profitability
45.833333
Streak
22.800056
Best Strategy
Training Data Length
1614.670000
Evaluation Time
2025-10-11 18:12
Expiration Time
2025-11-29 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348671.4197 106023.9772 242647.4424 348884.356 -89215.3568 438099.7128
Total P&L (%) 348.6714 106.024 242.6474 348.8844 -89.2154 438.0997
Avg Daily Profit (%) 0.2159 0.0657 0.1503 0.093 -0.1378 0.1043
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78447 -95279 -88550 -254231 -400132 -192977
Profit Factor 1.4487 1.238 1.7317 1.1778 0.9222 1.5371
Total Trades 193 97 96 193 97 96
Winning Trades 80 36 44 80 36 44
Losing Trades 113 61 52 113 61 52
Profitability (%) 41.4508 37.1134 45.8333 41.4508 37.1134 45.8333
Ratio Avg Win / Avg Loss 2.0462 2.0977 2.0465 1.6637 1.5626 1.8166
Largest Winning Trade 102985 102985 44984 146729 120736 146729
Largest Losing Trade -51344 -34144 -51344 -166615 -166615 -122187
Avg Bars in Trades 49 46 52 49 46 52
Avg Bars in Winners 75 70 79 75 70 79
Avg Bars in Losers 30 32 28 30 32 28
Bars Traded 9520 4518 5002 9520 4518 5002
Profit Streak 0 0 22.8001 0 0 22.8001
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 271677 -109746 327861 -94888 -583307 -52496
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9688,
    "evaluation_days": 1614.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623024000000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760195524823,
    "expiration_time": 1764369216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 16,
            "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": [
        [
            348671.4196767764,
            106023.9772452012,
            242647.4424315756,
            348884.3560116808,
            -89215.3568013342,
            438099.7128130149
        ],
        [
            348.67142,
            106.023977,
            242.647442,
            348.884356,
            -89.215357,
            438.099713
        ],
        [
            0.21594,
            0.065663,
            0.150277,
            0.09304,
            -0.137831,
            0.104278
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78447,
            -95279,
            -88550,
            -254231,
            -400132,
            -192977
        ],
        [
            1.448657,
            1.237984,
            1.731669,
            1.177813,
            0.922183,
            1.53714
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            80,
            36,
            44,
            80,
            36,
            44
        ],
        [
            113,
            61,
            52,
            113,
            61,
            52
        ],
        [
            41.450777,
            37.113402,
            45.833333,
            41.450777,
            37.113402,
            45.833333
        ],
        [
            2.046229,
            2.097696,
            2.046517,
            1.663661,
            1.562587,
            1.81662
        ],
        [
            102985,
            102985,
            44984,
            146729,
            120736,
            146729
        ],
        [
            -51344,
            -34144,
            -51344,
            -166615,
            -166615,
            -122187
        ],
        [
            49,
            46,
            52,
            49,
            46,
            52
        ],
        [
            75,
            70,
            79,
            75,
            70,
            79
        ],
        [
            30,
            32,
            28,
            30,
            32,
            28
        ],
        [
            9520,
            4518,
            5002,
            9520,
            4518,
            5002
        ],
        [
            0,
            0,
            22.800056,
            0,
            0,
            22.800056
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            271677,
            -109746,
            327861,
            -94888,
            -583307,
            -52496
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9688,
    "evaluation_days": 1614.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623024000000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760195524823,
    "expiration_time": 1764369216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 16,
            "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)