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Trade: ICP/USDT/240/JMA/VWMA/3312

Strategy
ICP/USDT/240/JMA/VWMA/3312
Pair
ICP_USDT
Interval
4h
Score
342101
Daily Profit
0.234064
Profit Factor
1.509847
Profitability
43.575419
Streak
8.070550
Best Strategy
Training Data Length
1603.170000
Evaluation Time
2025-09-30 04:41
Expiration Time
2025-11-17 04:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 375244.6281 132945.1858 242299.4423 667317.3254 95846.6512 571470.6742
Total P&L (%) 375.2446 132.9452 242.2994 667.3173 95.8467 571.4707
Avg Daily Profit (%) 0.2341 0.0829 0.1511 0.1272 0.0419 0.1189
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78174 -90696 -80746 -323826 -380990 -291477
Profit Factor 1.5098 1.3344 1.7159 1.2559 1.0698 1.4628
Total Trades 179 89 90 179 89 90
Winning Trades 78 38 40 78 38 40
Losing Trades 101 51 50 101 51 50
Profitability (%) 43.5754 42.6966 44.4444 43.5754 42.6966 44.4444
Ratio Avg Win / Avg Loss 1.9551 1.7909 2.1449 1.6262 1.4358 1.8284
Largest Winning Trade 95590 95590 45425 185117 185117 183082
Largest Losing Trade -36037 -27627 -36037 -129337 -114125 -129337
Avg Bars in Trades 52 51 54 52 51 54
Avg Bars in Winners 74 65 82 74 65 82
Avg Bars in Losers 36 40 31 36 40 31
Bars Traded 9448 4551 4897 9448 4551 4897
Profit Streak 8.0706 0 11.2372 8.0706 0 11.2372
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342101 -83989 310248 -22768 -283801 -33565
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9619,
    "evaluation_days": 1603.17,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622952000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759196495500,
    "expiration_time": 1763345808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 19,
            "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": [
        [
            375244.6281160717,
            132945.1857918805,
            242299.4423241909,
            667317.3253749821,
            95846.6511868106,
            571470.674188171
        ],
        [
            375.244628,
            132.945186,
            242.299442,
            667.317325,
            95.846651,
            571.470674
        ],
        [
            0.234064,
            0.082926,
            0.151138,
            0.127187,
            0.041936,
            0.118854
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78174,
            -90696,
            -80746,
            -323826,
            -380990,
            -291477
        ],
        [
            1.509847,
            1.334426,
            1.715881,
            1.25585,
            1.069794,
            1.46275
        ],
        [
            179,
            89,
            90,
            179,
            89,
            90
        ],
        [
            78,
            38,
            40,
            78,
            38,
            40
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            43.575419,
            42.696629,
            44.444444,
            43.575419,
            42.696629,
            44.444444
        ],
        [
            1.955058,
            1.790941,
            2.144852,
            1.626165,
            1.435776,
            1.828438
        ],
        [
            95590,
            95590,
            45425,
            185117,
            185117,
            183082
        ],
        [
            -36037,
            -27627,
            -36037,
            -129337,
            -114125,
            -129337
        ],
        [
            52,
            51,
            54,
            52,
            51,
            54
        ],
        [
            74,
            65,
            82,
            74,
            65,
            82
        ],
        [
            36,
            40,
            31,
            36,
            40,
            31
        ],
        [
            9448,
            4551,
            4897,
            9448,
            4551,
            4897
        ],
        [
            8.07055,
            0,
            11.237216,
            8.07055,
            0,
            11.237216
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342101,
            -83989,
            310248,
            -22768,
            -283801,
            -33565
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9619,
    "evaluation_days": 1603.17,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622952000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759196495500,
    "expiration_time": 1763345808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 19,
            "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)