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Trade: ICP/USDT/240/RMA/PWMA/7822

Strategy
ICP/USDT/240/RMA/PWMA/7822
Pair
ICP_USDT
Interval
4h
Score
486355
Daily Profit
0.330451
Profit Factor
2.035613
Profitability
59.558824
Streak
0.000000
Best Strategy
Training Data Length
1602.170000
Evaluation Time
2025-09-29 06:16
Expiration Time
2025-11-16 03:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 529438.9881 218187.0614 311251.9267 4119825.8336 1559936.0738 2559889.7599
Total P&L (%) 529.439 218.1871 311.2519 4119.8258 1559.9361 2559.8898
Avg Daily Profit (%) 0.3305 0.1362 0.1943 0.2339 0.1755 0.205
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91233 -73686 -60003 -1542108 -1002339 -1112653
Profit Factor 2.0356 1.8103 2.2864 1.6618 1.4896 1.8423
Total Trades 136 68 68 136 68 68
Winning Trades 81 36 45 81 36 45
Losing Trades 55 32 23 55 32 23
Profitability (%) 59.5588 52.9412 66.1765 59.5588 52.9412 66.1765
Ratio Avg Win / Avg Loss 1.3822 1.6092 1.1686 1.1284 1.3241 0.9416
Largest Winning Trade 46266 46266 41889 861873 861873 758289
Largest Losing Trade -32506 -30765 -32506 -1112653 -537780 -1112653
Avg Bars in Trades 66 50 81 66 50 81
Avg Bars in Winners 62 45 76 62 45 76
Avg Bars in Losers 71 56 92 71 56 92
Bars Traded 9010 3454 5556 9010 3454 5556
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 486355 -116595 -96269 430665 -99728 -98284
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9613,
    "evaluation_days": 1602.17,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622620800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759115797357,
    "expiration_time": 1763256816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 135,
            "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": [
        [
            529438.9880686724,
            218187.0613501664,
            311251.9267185059,
            4119825.83362625,
            1559936.0737552063,
            2559889.7598710423
        ],
        [
            529.438988,
            218.187061,
            311.251927,
            4119.825834,
            1559.936074,
            2559.88976
        ],
        [
            0.330451,
            0.136182,
            0.194269,
            0.233855,
            0.175501,
            0.204986
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91233,
            -73686,
            -60003,
            -1542108,
            -1002339,
            -1112653
        ],
        [
            2.035613,
            1.810295,
            2.286357,
            1.661821,
            1.489622,
            1.842349
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            81,
            36,
            45,
            81,
            36,
            45
        ],
        [
            55,
            32,
            23,
            55,
            32,
            23
        ],
        [
            59.558824,
            52.941176,
            66.176471,
            59.558824,
            52.941176,
            66.176471
        ],
        [
            1.382206,
            1.609151,
            1.168583,
            1.128397,
            1.324108,
            0.941645
        ],
        [
            46266,
            46266,
            41889,
            861873,
            861873,
            758289
        ],
        [
            -32506,
            -30765,
            -32506,
            -1112653,
            -537780,
            -1112653
        ],
        [
            66,
            50,
            81,
            66,
            50,
            81
        ],
        [
            62,
            45,
            76,
            62,
            45,
            76
        ],
        [
            71,
            56,
            92,
            71,
            56,
            92
        ],
        [
            9010,
            3454,
            5556,
            9010,
            3454,
            5556
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            486355,
            -116595,
            -96269,
            430665,
            -99728,
            -98284
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9613,
    "evaluation_days": 1602.17,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622620800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759115797357,
    "expiration_time": 1763256816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 135,
            "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)