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Trade: ICP/USDT/30/LINREG/SWMA/3231

Strategy
ICP/USDT/30/LINREG/SWMA/3231
Pair
ICP_USDT
Interval
30m
Score
368467
Daily Profit
0.209894
Profit Factor
1.608761
Profitability
60.273973
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-01 10:22
Expiration Time
2025-12-15 09:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 154790.9423 45201.0077 109589.9346 191252.3558 -6784.5281 198036.8839
Total P&L (%) 154.7909 45.201 109.5899 191.2524 -6.7845 198.0369
Avg Daily Profit (%) 0.2972 0.0868 0.2104 0.2055 -0.0135 0.2099
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50234 -47484 -38757 -88663 -105449 -38163
Profit Factor 1.3003 1.1509 1.5074 1.2162 0.9879 1.6088
Total Trades 292 146 146 292 146 146
Winning Trades 159 71 88 159 71 88
Losing Trades 133 75 58 133 75 58
Profitability (%) 54.4521 48.6301 60.274 54.4521 48.6301 60.274
Ratio Avg Win / Avg Loss 1.0877 1.2158 0.9935 1.0173 1.0435 1.0603
Largest Winning Trade 26389 26389 24037 43363 43363 32278
Largest Losing Trade -22874 -22874 -15811 -35753 -35753 -18504
Avg Bars in Trades 84 90 78 84 90 78
Avg Bars in Winners 87 92 84 87 92 84
Avg Bars in Losers 80 89 68 80 89 68
Bars Traded 24640 13221 11419 24640 13221 11419
Profit Streak 4.3283 4.7866 0 4.3283 4.7866 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 365727 -134109 287635 318999 -579864 368467
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714303800000,
    "first_datapoint_time": 1714703400000,
    "last_datapoint_time": 1759302000000,
    "evaluation_time": 1759303366186,
    "expiration_time": 1765782000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 54,
            "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": [
        [
            154790.9423096666,
            45201.0076837047,
            109589.9346259621,
            191252.3557787327,
            -6784.528082773,
            198036.8838615057
        ],
        [
            154.790942,
            45.201008,
            109.589935,
            191.252356,
            -6.784528,
            198.036884
        ],
        [
            0.297201,
            0.086786,
            0.210414,
            0.205464,
            -0.013488,
            0.209894
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50234,
            -47484,
            -38757,
            -88663,
            -105449,
            -38163
        ],
        [
            1.30028,
            1.150929,
            1.50735,
            1.216185,
            0.987871,
            1.608761
        ],
        [
            292,
            146,
            146,
            292,
            146,
            146
        ],
        [
            159,
            71,
            88,
            159,
            71,
            88
        ],
        [
            133,
            75,
            58,
            133,
            75,
            58
        ],
        [
            54.452055,
            48.630137,
            60.273973,
            54.452055,
            48.630137,
            60.273973
        ],
        [
            1.087655,
            1.215771,
            0.99348,
            1.017312,
            1.043526,
            1.06032
        ],
        [
            26389,
            26389,
            24037,
            43363,
            43363,
            32278
        ],
        [
            -22874,
            -22874,
            -15811,
            -35753,
            -35753,
            -18504
        ],
        [
            84,
            90,
            78,
            84,
            90,
            78
        ],
        [
            87,
            92,
            84,
            87,
            92,
            84
        ],
        [
            80,
            89,
            68,
            80,
            89,
            68
        ],
        [
            24640,
            13221,
            11419,
            24640,
            13221,
            11419
        ],
        [
            4.328312,
            4.786646,
            0,
            4.328312,
            4.786646,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365727,
            -134109,
            287635,
            318999,
            -579864,
            368467
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714303800000,
    "first_datapoint_time": 1714703400000,
    "last_datapoint_time": 1759302000000,
    "evaluation_time": 1759303366186,
    "expiration_time": 1765782000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 54,
            "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)