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Trade: ICP/USDT/240/T3/HMA/4271

Strategy
ICP/USDT/240/T3/HMA/4271
Pair
ICP_USDT
Interval
4h
Score
399139
Daily Profit
0.254714
Profit Factor
1.245484
Profitability
45.363766
Streak
0.000000
Best Strategy
Training Data Length
1597.670000
Evaluation Time
2025-09-26 14:48
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 406948.5443 113355.4875 293593.0568 582279.9972 1905.8074 580374.1898
Total P&L (%) 406.9485 113.3555 293.5931 582.28 1.9058 580.3742
Avg Daily Profit (%) 0.2547 0.071 0.1838 0.1203 0.0012 0.1201
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153791 -90380 -75358 -572174 -452544 -494929
Profit Factor 1.2455 1.1307 1.3715 1.074 1.0005 1.1537
Total Trades 701 351 350 701 351 350
Winning Trades 318 150 168 318 150 168
Losing Trades 383 201 182 383 201 182
Profitability (%) 45.3638 42.735 48 45.3638 42.735 48
Ratio Avg Win / Avg Loss 1.5001 1.5151 1.4858 1.2935 1.3406 1.2499
Largest Winning Trade 70541 70541 43940 212599 212599 163730
Largest Losing Trade -27816 -18438 -27816 -219415 -120975 -219415
Avg Bars in Trades 13 12 14 13 12 14
Avg Bars in Winners 17 15 19 17 15 19
Avg Bars in Losers 10 10 10 10 10 10
Bars Traded 9549 4422 5127 9549 4422 5127
Profit Streak 0 0 8.4917 0 0 8.4917
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399139 -175148 340157 -169009 -578290 -82244

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": 1621036800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758887284443,
    "expiration_time": 1762856352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 5,
            "offset": 0,
            "a": 0.60952
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 22,
            "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": [
        [
            406948.5443055943,
            113355.4875246718,
            293593.0567809232,
            582279.9972424941,
            1905.8074200935,
            580374.1898224019
        ],
        [
            406.948544,
            113.355488,
            293.593057,
            582.279997,
            1.905807,
            580.37419
        ],
        [
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            0.070951,
            0.183763,
            0.120264,
            0.001182,
            0.120089
        ],
        [
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            10,
            10,
            10,
            10,
            10
        ],
        [
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            -90380,
            -75358,
            -572174,
            -452544,
            -494929
        ],
        [
            1.245484,
            1.130673,
            1.371511,
            1.074017,
            1.000466,
            1.153735
        ],
        [
            701,
            351,
            350,
            701,
            351,
            350
        ],
        [
            318,
            150,
            168,
            318,
            150,
            168
        ],
        [
            383,
            201,
            182,
            383,
            201,
            182
        ],
        [
            45.363766,
            42.735043,
            48,
            45.363766,
            42.735043,
            48
        ],
        [
            1.500064,
            1.515102,
            1.485804,
            1.293549,
            1.340624,
            1.24988
        ],
        [
            70541,
            70541,
            43940,
            212599,
            212599,
            163730
        ],
        [
            -27816,
            -18438,
            -27816,
            -219415,
            -120975,
            -219415
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            17,
            15,
            19,
            17,
            15,
            19
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            9549,
            4422,
            5127,
            9549,
            4422,
            5127
        ],
        [
            0,
            0,
            8.491718,
            0,
            0,
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        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
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        ],
        [
            399139,
            -175148,
            340157,
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            -578290,
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        ]
    ]
}
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": 1621036800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758887284443,
    "expiration_time": 1762856352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 5,
            "offset": 0,
            "a": 0.60952
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 22,
            "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)