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Trade: ICP/USDT/240/RMA/PWMA/8303

Strategy
ICP/USDT/240/RMA/PWMA/8303
Pair
ICP_USDT
Interval
4h
Score
331964
Daily Profit
0.161962
Profit Factor
1.329903
Profitability
64.864865
Streak
28.869100
Best Strategy
Training Data Length
1613.670000
Evaluation Time
2025-10-10 15:51
Expiration Time
2025-11-27 23:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 261353.4245 146468.3118 114885.1127 -98746.6569 -122187.1084 23440.4515
Total P&L (%) 261.3534 146.4683 114.8851 -98.7467 -122.1871 23.4405
Avg Daily Profit (%) 0.162 0.0908 0.0712 -0.271 0 0.0131
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129915 -103713 -134811 -410574 -360413 -269611
Profit Factor 1.3299 1.35 1.3074 0.9244 0.8161 1.0365
Total Trades 148 74 74 148 74 74
Winning Trades 96 42 54 96 42 54
Losing Trades 52 32 20 52 32 20
Profitability (%) 64.8649 56.7568 72.973 64.8649 56.7568 72.973
Ratio Avg Win / Avg Loss 0.7204 1.0286 0.4842 0.5007 0.6218 0.3839
Largest Winning Trade 71375 71375 31829 86717 86717 79093
Largest Losing Trade -99636 -43790 -99636 -166017 -126373 -166017
Avg Bars in Trades 63 60 66 63 60 66
Avg Bars in Winners 46 41 50 46 41 50
Avg Bars in Losers 94 86 107 94 86 107
Bars Traded 9386 4492 4894 9386 4492 4894
Profit Streak 28.8691 28.8691 72.7024 28.8691 28.8691 72.7024
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331964 -134158 -159653 -577452 -643542 -422288
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9682,
    "evaluation_days": 1613.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623024000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760100690221,
    "expiration_time": 1764280224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 163,
            "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": [
        [
            261353.4245348531,
            146468.3117956609,
            114885.1127391919,
            -98746.6569143423,
            -122187.1083790417,
            23440.4514646991
        ],
        [
            261.353425,
            146.468312,
            114.885113,
            -98.746657,
            -122.187108,
            23.440451
        ],
        [
            0.161962,
            0.090767,
            0.071195,
            -0.271023,
            0,
            0.013051
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129915,
            -103713,
            -134811,
            -410574,
            -360413,
            -269611
        ],
        [
            1.329903,
            1.350006,
            1.307394,
            0.924436,
            0.816106,
            1.036492
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            96,
            42,
            54,
            96,
            42,
            54
        ],
        [
            52,
            32,
            20,
            52,
            32,
            20
        ],
        [
            64.864865,
            56.756757,
            72.972973,
            64.864865,
            56.756757,
            72.972973
        ],
        [
            0.720364,
            1.028576,
            0.48422,
            0.500736,
            0.621795,
            0.383886
        ],
        [
            71375,
            71375,
            31829,
            86717,
            86717,
            79093
        ],
        [
            -99636,
            -43790,
            -99636,
            -166017,
            -126373,
            -166017
        ],
        [
            63,
            60,
            66,
            63,
            60,
            66
        ],
        [
            46,
            41,
            50,
            46,
            41,
            50
        ],
        [
            94,
            86,
            107,
            94,
            86,
            107
        ],
        [
            9386,
            4492,
            4894,
            9386,
            4492,
            4894
        ],
        [
            28.8691,
            28.8691,
            72.702433,
            28.8691,
            28.8691,
            72.702433
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331964,
            -134158,
            -159653,
            -577452,
            -643542,
            -422288
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9682,
    "evaluation_days": 1613.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623024000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760100690221,
    "expiration_time": 1764280224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 163,
            "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)