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Trade: ICP/USDT/360/PWMA/KCB/8215

Strategy
ICP/USDT/360/PWMA/KCB/8215
Pair
ICP_USDT
Interval
6h
Score
350046
Daily Profit
0.158485
Profit Factor
2.232936
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
1603.750000
Evaluation Time
2025-09-30 16:20
Expiration Time
2025-11-17 16:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 405992.8997 254170.3144 151822.5853 309134.5416 155128.7469 154005.7948
Total P&L (%) 405.9929 254.1703 151.8226 309.1345 155.1287 154.0058
Avg Daily Profit (%) 0.2532 0.1585 0.0947 0.0879 0.0584 0.0581
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74255 -81936 -32892 -421170 -332199 -147587
Profit Factor 2.1073 2.2329 1.946 1.2872 1.251 1.3359
Total Trades 65 33 32 65 33 32
Winning Trades 34 15 19 34 15 19
Losing Trades 31 18 13 31 18 13
Profitability (%) 52.3077 45.4545 59.375 52.3077 45.4545 59.375
Ratio Avg Win / Avg Loss 1.9214 2.6795 1.3315 1.1736 1.5012 0.9141
Largest Winning Trade 319711 319711 62105 409115 409115 115633
Largest Losing Trade -37893 -37893 -26397 -182151 -182151 -97834
Avg Bars in Trades 92 84 101 92 84 101
Avg Bars in Winners 123 106 137 123 106 137
Avg Bars in Losers 59 66 49 59 66 49
Bars Traded 6037 2785 3252 6037 2785 3252
Profit Streak 0 0 74.8059 0 0 74.8059
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -123617 350046 -62257 -211318 -115812 -114906
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6415,
    "evaluation_days": 1603.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1625745600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759238430769,
    "expiration_time": 1763390520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            405992.8997045287,
            254170.3143754784,
            151822.5853290504,
            309134.5416117491,
            155128.746855453,
            154005.7947562963
        ],
        [
            405.9929,
            254.170314,
            151.822585,
            309.134542,
            155.128747,
            154.005795
        ],
        [
            0.253152,
            0.158485,
            0.094667,
            0.087887,
            0.058418,
            0.058142
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74255,
            -81936,
            -32892,
            -421170,
            -332199,
            -147587
        ],
        [
            2.107333,
            2.232936,
            1.945995,
            1.28719,
            1.251035,
            1.335926
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            31,
            18,
            13,
            31,
            18,
            13
        ],
        [
            52.307692,
            45.454545,
            59.375,
            52.307692,
            45.454545,
            59.375
        ],
        [
            1.921392,
            2.679523,
            1.33147,
            1.173615,
            1.501242,
            0.914055
        ],
        [
            319711,
            319711,
            62105,
            409115,
            409115,
            115633
        ],
        [
            -37893,
            -37893,
            -26397,
            -182151,
            -182151,
            -97834
        ],
        [
            92,
            84,
            101,
            92,
            84,
            101
        ],
        [
            123,
            106,
            137,
            123,
            106,
            137
        ],
        [
            59,
            66,
            49,
            59,
            66,
            49
        ],
        [
            6037,
            2785,
            3252,
            6037,
            2785,
            3252
        ],
        [
            0,
            0,
            74.805912,
            0,
            0,
            74.805912
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -123617,
            350046,
            -62257,
            -211318,
            -115812,
            -114906
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6415,
    "evaluation_days": 1603.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1625745600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759238430769,
    "expiration_time": 1763390520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)