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Trade: ICP/USDT/240/SMA/DCM/3372

Strategy
ICP/USDT/240/SMA/DCM/3372
Pair
ICP_USDT
Interval
4h
Score
447284
Daily Profit
0.273390
Profit Factor
1.967647
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
1597.670000
Evaluation Time
2025-09-26 15:54
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 436787.7109 259097.376 177690.3349 250512.5438 71711.6709 178800.8729
Total P&L (%) 436.7877 259.0974 177.6903 250.5125 71.7117 178.8009
Avg Daily Profit (%) 0.2734 0.1622 0.1112 0.0785 0.0338 0.0642
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149532 -144843 -53172 -174707 -100295 -88597
Profit Factor 1.9676 1.9771 1.9542 1.3916 1.2045 1.6186
Total Trades 95 48 47 95 48 47
Winning Trades 57 27 30 57 27 30
Losing Trades 38 21 17 38 21 17
Profitability (%) 60 56.25 63.8298 60 56.25 63.8298
Ratio Avg Win / Avg Loss 1.3118 1.5378 1.1074 0.9278 0.9369 0.9172
Largest Winning Trade 359285 359285 29976 145399 145399 62451
Largest Losing Trade -44761 -44761 -32207 -64055 -58388 -64055
Avg Bars in Trades 97 114 80 97 114 80
Avg Bars in Winners 112 125 101 112 125 101
Avg Bars in Losers 75 100 43 75 100 43
Bars Traded 9268 5489 3778 9268 5489 3778
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 447284 430298 -40041 -87567 -148946 -105050

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": 1624104000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758891278399,
    "expiration_time": 1762856352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 177,
            "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": [
        [
            436787.7109136883,
            259097.3760087739,
            177690.3349049142,
            250512.5437588576,
            71711.6708566832,
            178800.8729021745
        ],
        [
            436.787711,
            259.097376,
            177.690335,
            250.512544,
            71.711671,
            178.800873
        ],
        [
            0.27339,
            0.162172,
            0.111218,
            0.078534,
            0.033845,
            0.064197
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149532,
            -144843,
            -53172,
            -174707,
            -100295,
            -88597
        ],
        [
            1.967647,
            1.977115,
            1.954166,
            1.391633,
            1.204532,
            1.618587
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            60,
            56.25,
            63.829787,
            60,
            56.25,
            63.829787
        ],
        [
            1.311765,
            1.537756,
            1.107361,
            0.927755,
            0.936858,
            0.917199
        ],
        [
            359285,
            359285,
            29976,
            145399,
            145399,
            62451
        ],
        [
            -44761,
            -44761,
            -32207,
            -64055,
            -58388,
            -64055
        ],
        [
            97,
            114,
            80,
            97,
            114,
            80
        ],
        [
            112,
            125,
            101,
            112,
            125,
            101
        ],
        [
            75,
            100,
            43,
            75,
            100,
            43
        ],
        [
            9268,
            5489,
            3778,
            9268,
            5489,
            3778
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447284,
            430298,
            -40041,
            -87567,
            -148946,
            -105050
        ]
    ]
}
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": 1624104000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758891278399,
    "expiration_time": 1762856352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 177,
            "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)