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Trade: ICP/USDT/360/FWMA/DCM/5384

Strategy
ICP/USDT/360/FWMA/DCM/5384
Pair
ICP_USDT
Interval
6h
Score
313084
Daily Profit
0.229652
Profit Factor
1.977840
Profitability
41.747573
Streak
0.000000
Best Strategy
Training Data Length
1603.500000
Evaluation Time
2025-09-30 10:37
Expiration Time
2025-11-17 10:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 368246.5201 224872.4678 143374.0524 189046.1085 28108.8034 160937.3052
Total P&L (%) 368.2465 224.8725 143.3741 189.0461 28.1088 160.9373
Avg Daily Profit (%) 0.2297 0.1402 0.0894 0.0662 0.0154 0.0598
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146856 -162326 -44307 -149958 -149258 -45871
Profit Factor 1.9778 1.8798 2.1848 1.3995 1.0855 2.1148
Total Trades 103 52 51 103 52 51
Winning Trades 43 20 23 43 20 23
Losing Trades 60 32 28 60 32 28
Profitability (%) 41.7476 38.4615 45.098 41.7476 38.4615 45.098
Ratio Avg Win / Avg Loss 2.7598 3.0077 2.6598 1.9528 1.7368 2.5745
Largest Winning Trade 301895 301895 52719 131744 131744 121068
Largest Losing Trade -34938 -34938 -25167 -62709 -62709 -16280
Avg Bars in Trades 58 52 64 58 52 64
Avg Bars in Winners 86 70 99 86 70 99
Avg Bars in Losers 38 41 34 38 41 34
Bars Traded 6015 2744 3271 6015 2744 3271
Profit Streak 0 0 75.0675 0 0 75.0675
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313084 -186795 -249972 -105650 -485412 -289549
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6414,
    "evaluation_days": 1603.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1627603200000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759217832998,
    "expiration_time": 1763368272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 153,
            "offset": 168
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 95,
            "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": [
        [
            368246.5201301209,
            224872.4677720846,
            143374.0523580363,
            189046.1085270342,
            28108.803358234,
            160937.3051688004
        ],
        [
            368.24652,
            224.872468,
            143.374052,
            189.046109,
            28.108803,
            160.937305
        ],
        [
            0.229652,
            0.140239,
            0.089413,
            0.066216,
            0.015449,
            0.059831
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146856,
            -162326,
            -44307,
            -149958,
            -149258,
            -45871
        ],
        [
            1.97784,
            1.879832,
            2.184848,
            1.399524,
            1.085485,
            2.114808
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            41.747573,
            38.461538,
            45.098039,
            41.747573,
            38.461538,
            45.098039
        ],
        [
            2.759776,
            3.007732,
            2.659815,
            1.952824,
            1.736776,
            2.574549
        ],
        [
            301895,
            301895,
            52719,
            131744,
            131744,
            121068
        ],
        [
            -34938,
            -34938,
            -25167,
            -62709,
            -62709,
            -16280
        ],
        [
            58,
            52,
            64,
            58,
            52,
            64
        ],
        [
            86,
            70,
            99,
            86,
            70,
            99
        ],
        [
            38,
            41,
            34,
            38,
            41,
            34
        ],
        [
            6015,
            2744,
            3271,
            6015,
            2744,
            3271
        ],
        [
            0,
            0,
            75.067511,
            0,
            0,
            75.067512
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313084,
            -186795,
            -249972,
            -105650,
            -485412,
            -289549
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6414,
    "evaluation_days": 1603.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1627603200000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759217832998,
    "expiration_time": 1763368272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 153,
            "offset": 168
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 95,
            "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)