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Trade: ICP/USDT/30/WMA/DCL/5455

Strategy
ICP/USDT/30/WMA/DCL/5455
Pair
ICP_USDT
Interval
30m
Score
359093
Daily Profit
0.166357
Profit Factor
1.831152
Profitability
69.230769
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-02 19:30
Expiration Time
2025-12-16 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 102490.9927 15847.2492 86643.7435 84316.7713 9309.7616 75007.0097
Total P&L (%) 102.491 15.8472 86.6437 84.3168 9.3098 75.007
Avg Daily Profit (%) 0.1968 0.0304 0.1664 0.1175 0.0171 0.1075
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59295 -42399 -51880 -63027 -36872 -48584
Profit Factor 1.5338 1.1806 1.8312 1.473 1.1119 1.7888
Total Trades 79 40 39 79 40 39
Winning Trades 50 23 27 50 23 27
Losing Trades 29 17 12 29 17 12
Profitability (%) 63.2911 57.5 69.2308 63.2911 57.5 69.2308
Ratio Avg Win / Avg Loss 0.8896 0.8726 0.8138 0.8543 0.8219 0.795
Largest Winning Trade 20618 14348 20618 21210 13716 21210
Largest Losing Trade -48035 -23102 -48035 -41641 -21537 -41641
Avg Bars in Trades 308 131 489 308 131 489
Avg Bars in Winners 273 102 419 273 102 419
Avg Bars in Losers 368 171 648 368 171 648
Bars Traded 24371 5276 19095 24371 5276 19095
Profit Streak 5.8131 6.1673 0 5.8131 6.1673 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 -21705 -184297 359093 -65843 -433745 -46897
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714422600000,
    "first_datapoint_time": 1715139000000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759422655877,
    "expiration_time": 1765900800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 194,
            "offset": 205
        }
    }
}
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": [
        [
            102490.9927139959,
            15847.2492304886,
            86643.7434835073,
            84316.7713200801,
            9309.7616457881,
            75007.009674292
        ],
        [
            102.490993,
            15.847249,
            86.643743,
            84.316771,
            9.309762,
            75.00701
        ],
        [
            0.196784,
            0.030427,
            0.166357,
            0.117475,
            0.017093,
            0.107512
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59295,
            -42399,
            -51880,
            -63027,
            -36872,
            -48584
        ],
        [
            1.533832,
            1.180604,
            1.831152,
            1.472962,
            1.111923,
            1.788767
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            63.291139,
            57.5,
            69.230769,
            63.291139,
            57.5,
            69.230769
        ],
        [
            0.889623,
            0.872621,
            0.813845,
            0.854318,
            0.821856,
            0.795008
        ],
        [
            20618,
            14348,
            20618,
            21210,
            13716,
            21210
        ],
        [
            -48035,
            -23102,
            -48035,
            -41641,
            -21537,
            -41641
        ],
        [
            308,
            131,
            489,
            308,
            131,
            489
        ],
        [
            273,
            102,
            419,
            273,
            102,
            419
        ],
        [
            368,
            171,
            648,
            368,
            171,
            648
        ],
        [
            24371,
            5276,
            19095,
            24371,
            5276,
            19095
        ],
        [
            5.813147,
            6.167313,
            0,
            5.813147,
            6.167313,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21705,
            -184297,
            359093,
            -65843,
            -433745,
            -46897
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714422600000,
    "first_datapoint_time": 1715139000000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759422655877,
    "expiration_time": 1765900800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 194,
            "offset": 205
        }
    }
}

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)