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Trade: ICP/USDT/240/MIDPRICE/WMA/2593

Strategy
ICP/USDT/240/MIDPRICE/WMA/2593
Pair
ICP_USDT
Interval
4h
Score
350579
Daily Profit
0.168345
Profit Factor
1.530205
Profitability
62.162162
Streak
6.349610
Best Strategy
Training Data Length
1597.670000
Evaluation Time
2025-09-26 07:23
Expiration Time
2025-11-11 12:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 268959.2723 117062.6652 151896.6071 -65057.0455 -61013.3006 -4043.745
Total P&L (%) 268.9593 117.0627 151.8966 -65.057 -61.0133 -4.0437
Avg Daily Profit (%) 0.1683 0.0733 0.0951 -0.0658 -0.0589 -0.0026
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137106 -85974 -137299 -156938 -119075 -125747
Profit Factor 1.5302 1.4868 1.5694 0.8644 0.7284 0.9842
Total Trades 111 55 56 111 55 56
Winning Trades 69 30 39 69 30 39
Losing Trades 42 25 17 42 25 17
Profitability (%) 62.1622 54.5455 69.6429 62.1622 54.5455 69.6429
Ratio Avg Win / Avg Loss 0.9314 1.239 0.6841 0.5262 0.607 0.429
Largest Winning Trade 54061 54061 33550 27645 23307 27645
Largest Losing Trade -95899 -55369 -95899 -88612 -88612 -72529
Avg Bars in Trades 82 82 83 82 82 83
Avg Bars in Winners 63 59 66 63 59 66
Avg Bars in Losers 115 109 123 115 109 123
Bars Traded 9201 4517 4684 9201 4517 4684
Profit Streak 6.3496 0 47.8496 6.3496 0 47.8496
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350579 -273352 -242069 -578214 -760244 -756869

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9586,
    "evaluation_days": 1597.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623715200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860606350,
    "expiration_time": 1762856352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 211,
            "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": [
        [
            268959.2723314642,
            117062.6652079104,
            151896.6071235538,
            -65057.0455068534,
            -61013.3005539753,
            -4043.7449528779
        ],
        [
            268.959272,
            117.062665,
            151.896607,
            -65.057046,
            -61.013301,
            -4.043745
        ],
        [
            0.168345,
            0.073271,
            0.095074,
            -0.06579,
            -0.05894,
            -0.002584
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137106,
            -85974,
            -137299,
            -156938,
            -119075,
            -125747
        ],
        [
            1.530205,
            1.48676,
            1.56937,
            0.864404,
            0.728371,
            0.984153
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            69,
            30,
            39,
            69,
            30,
            39
        ],
        [
            42,
            25,
            17,
            42,
            25,
            17
        ],
        [
            62.162162,
            54.545455,
            69.642857,
            62.162162,
            54.545455,
            69.642857
        ],
        [
            0.931429,
            1.238967,
            0.684084,
            0.526159,
            0.606976,
            0.42899
        ],
        [
            54061,
            54061,
            33550,
            27645,
            23307,
            27645
        ],
        [
            -95899,
            -55369,
            -95899,
            -88612,
            -88612,
            -72529
        ],
        [
            82,
            82,
            83,
            82,
            82,
            83
        ],
        [
            63,
            59,
            66,
            63,
            59,
            66
        ],
        [
            115,
            109,
            123,
            115,
            109,
            123
        ],
        [
            9201,
            4517,
            4684,
            9201,
            4517,
            4684
        ],
        [
            6.34961,
            0,
            47.84961,
            6.34961,
            0,
            47.849611
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350579,
            -273352,
            -242069,
            -578214,
            -760244,
            -756869
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9586,
    "evaluation_days": 1597.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623715200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860606350,
    "expiration_time": 1762856352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 211,
            "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)