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Trade: ICP/USDT/360/HL2/PWMA/8323

Strategy
ICP/USDT/360/HL2/PWMA/8323
Pair
ICP_USDT
Interval
6h
Score
332560
Daily Profit
0.166352
Profit Factor
1.249547
Profitability
51.410658
Streak
0.000000
Best Strategy
Training Data Length
1605.750000
Evaluation Time
2025-10-02 18:26
Expiration Time
2025-11-19 18:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 267120.3774 114013.4924 153106.885 28642.5505 -17470.7277 46113.2782
Total P&L (%) 267.1204 114.0135 153.1069 28.6426 -17.4707 46.1133
Avg Daily Profit (%) 0.1664 0.071 0.0953 0.0157 -0.012 0.0236
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142788 -155451 -81230 -257893 -232238 -198352
Profit Factor 1.2495 1.1867 1.333 1.0159 0.9828 1.0586
Total Trades 319 160 159 319 160 159
Winning Trades 164 81 83 164 81 83
Losing Trades 155 79 76 155 79 76
Profitability (%) 51.4107 50.625 52.2013 51.4107 50.625 52.2013
Ratio Avg Win / Avg Loss 1.181 1.1574 1.2206 0.9601 0.9585 0.9694
Largest Winning Trade 131074 131074 53622 186102 186102 59872
Largest Losing Trade -36390 -36390 -34524 -109929 -109929 -67001
Avg Bars in Trades 19 17 22 19 17 22
Avg Bars in Winners 21 17 25 21 17 25
Avg Bars in Losers 17 16 19 17 16 19
Bars Traded 6292 2750 3542 6292 2750 3542
Profit Streak 0 0 54.6435 0 0 54.6435
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332560 -112645 -63564 -377707 -580136 -318866
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6423,
    "evaluation_days": 1605.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623045600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759418796115,
    "expiration_time": 1763568504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 82
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 110,
            "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": [
        [
            267120.3773839583,
            114013.4923824204,
            153106.8850015379,
            28642.5504939083,
            -17470.7276984609,
            46113.2781923692
        ],
        [
            267.120377,
            114.013492,
            153.106885,
            28.64255,
            -17.470728,
            46.113278
        ],
        [
            0.166352,
            0.071003,
            0.095349,
            0.015687,
            -0.011957,
            0.023619
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142788,
            -155451,
            -81230,
            -257893,
            -232238,
            -198352
        ],
        [
            1.249547,
            1.186705,
            1.333016,
            1.015891,
            0.982804,
            1.058633
        ],
        [
            319,
            160,
            159,
            319,
            160,
            159
        ],
        [
            164,
            81,
            83,
            164,
            81,
            83
        ],
        [
            155,
            79,
            76,
            155,
            79,
            76
        ],
        [
            51.410658,
            50.625,
            52.201258,
            51.410658,
            50.625,
            52.201258
        ],
        [
            1.180975,
            1.157404,
            1.220593,
            0.960141,
            0.958537,
            0.96935
        ],
        [
            131074,
            131074,
            53622,
            186102,
            186102,
            59872
        ],
        [
            -36390,
            -36390,
            -34524,
            -109929,
            -109929,
            -67001
        ],
        [
            19,
            17,
            22,
            19,
            17,
            22
        ],
        [
            21,
            17,
            25,
            21,
            17,
            25
        ],
        [
            17,
            16,
            19,
            17,
            16,
            19
        ],
        [
            6292,
            2750,
            3542,
            6292,
            2750,
            3542
        ],
        [
            0,
            0,
            54.643473,
            0,
            0,
            54.643474
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332560,
            -112645,
            -63564,
            -377707,
            -580136,
            -318866
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6423,
    "evaluation_days": 1605.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623045600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759418796115,
    "expiration_time": 1763568504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 82
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 110,
            "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)