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Trade: ICP/USDT/30/PWMA/SMA/4557

Strategy
ICP/USDT/30/PWMA/SMA/4557
Pair
ICP_USDT
Interval
30m
Score
300106
Daily Profit
0.164462
Profit Factor
1.322153
Profitability
46.783626
Streak
6.142359
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-12 14:25
Expiration Time
2025-12-26 13:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 119564.4341 33907.5927 85656.8414 107079.7369 -20948.9943 128028.7311
Total P&L (%) 119.5644 33.9076 85.6568 107.0797 -20.949 128.0287
Avg Daily Profit (%) 0.2296 0.0651 0.1645 0.1399 -0.0451 0.1584
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52963 -57194 -28941 -153344 -148284 -70178
Profit Factor 1.2036 1.1055 1.3222 1.0944 0.968 1.2675
Total Trades 342 171 171 342 171 171
Winning Trades 153 73 80 153 73 80
Losing Trades 189 98 91 189 98 91
Profitability (%) 44.7368 42.6901 46.7836 44.7368 42.6901 46.7836
Ratio Avg Win / Avg Loss 1.4868 1.4841 1.5039 1.352 1.2995 1.4418
Largest Winning Trade 24250 24250 22461 55625 55625 44287
Largest Losing Trade -15242 -13475 -15242 -34337 -34337 -25853
Avg Bars in Trades 72 73 70 72 73 70
Avg Bars in Winners 84 86 82 84 86 82
Avg Bars in Losers 61 64 59 61 64 59
Bars Traded 24632 12641 11991 24632 12641 11991
Profit Streak 0 0 6.1424 0 0 6.1424
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 235474 -216329 300106 -123784 -582182 246214
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715268600000,
    "first_datapoint_time": 1715671800000,
    "last_datapoint_time": 1760266800000,
    "evaluation_time": 1760268299859,
    "expiration_time": 1766746800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 225,
            "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": [
        [
            119564.4340966067,
            33907.5926573657,
            85656.841439241,
            107079.7368512367,
            -20948.9942642744,
            128028.731115511
        ],
        [
            119.564434,
            33.907593,
            85.656841,
            107.079737,
            -20.948994,
            128.028731
        ],
        [
            0.229565,
            0.065103,
            0.164462,
            0.139862,
            -0.045125,
            0.158392
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52963,
            -57194,
            -28941,
            -153344,
            -148284,
            -70178
        ],
        [
            1.203574,
            1.105487,
            1.322153,
            1.094449,
            0.968023,
            1.267502
        ],
        [
            342,
            171,
            171,
            342,
            171,
            171
        ],
        [
            153,
            73,
            80,
            153,
            73,
            80
        ],
        [
            189,
            98,
            91,
            189,
            98,
            91
        ],
        [
            44.736842,
            42.690058,
            46.783626,
            44.736842,
            42.690058,
            46.783626
        ],
        [
            1.486768,
            1.484079,
            1.503949,
            1.351966,
            1.299537,
            1.441784
        ],
        [
            24250,
            24250,
            22461,
            55625,
            55625,
            44287
        ],
        [
            -15242,
            -13475,
            -15242,
            -34337,
            -34337,
            -25853
        ],
        [
            72,
            73,
            70,
            72,
            73,
            70
        ],
        [
            84,
            86,
            82,
            84,
            86,
            82
        ],
        [
            61,
            64,
            59,
            61,
            64,
            59
        ],
        [
            24632,
            12641,
            11991,
            24632,
            12641,
            11991
        ],
        [
            0,
            0,
            6.142359,
            0,
            0,
            6.142359
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            235474,
            -216329,
            300106,
            -123784,
            -582182,
            246214
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715268600000,
    "first_datapoint_time": 1715671800000,
    "last_datapoint_time": 1760266800000,
    "evaluation_time": 1760268299859,
    "expiration_time": 1766746800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 225,
            "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)