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Trade: ICP/USDT/360/SWMA/ZLMA/2980

Strategy
ICP/USDT/360/SWMA/ZLMA/2980
Pair
ICP_USDT
Interval
6h
Score
307495
Daily Profit
0.158904
Profit Factor
1.470743
Profitability
49.572650
Streak
0.000000
Best Strategy
Training Data Length
1597.750000
Evaluation Time
2025-09-26 01:50
Expiration Time
2025-11-11 12:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 253888.8785 96386.1604 157502.7181 158877.7945 54414.3442 104463.4503
Total P&L (%) 253.8889 96.3862 157.5027 158.8778 54.4143 104.4635
Avg Daily Profit (%) 0.1589 0.0603 0.0986 0.0596 0.0272 0.0448
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101114 -117754 -48348 -160906 -95448 -109300
Profit Factor 1.4707 1.3077 1.6968 1.2054 1.1287 1.2978
Total Trades 117 59 58 117 59 58
Winning Trades 58 27 31 58 27 31
Losing Trades 59 32 27 59 32 27
Profitability (%) 49.5727 45.7627 53.4483 49.5727 45.7627 53.4483
Ratio Avg Win / Avg Loss 1.4961 1.5498 1.4778 1.2262 1.3377 1.1303
Largest Winning Trade 124418 124418 58379 102342 82530 102342
Largest Losing Trade -36131 -36131 -21539 -59690 -59690 -46676
Avg Bars in Trades 50 38 62 50 38 62
Avg Bars in Winners 68 44 89 68 44 89
Avg Bars in Losers 32 33 32 32 33 32
Bars Traded 5925 2283 3642 5925 2283 3642
Profit Streak 0 0 61.4514 0 0 61.4514
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307495 -289458 -238313 -113754 -414872 -312085

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6391,
    "evaluation_days": 1597.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623283200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758840603624,
    "expiration_time": 1762856568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 121,
            "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": [
        [
            253888.8785283079,
            96386.1604386915,
            157502.7180896165,
            158877.7945081603,
            54414.3442347672,
            104463.4502733931
        ],
        [
            253.888879,
            96.38616,
            157.502718,
            158.877795,
            54.414344,
            104.46345
        ],
        [
            0.158904,
            0.060326,
            0.098578,
            0.059551,
            0.027196,
            0.044774
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101114,
            -117754,
            -48348,
            -160906,
            -95448,
            -109300
        ],
        [
            1.470743,
            1.307658,
            1.696773,
            1.205369,
            1.128697,
            1.297776
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            49.57265,
            45.762712,
            53.448276,
            49.57265,
            45.762712,
            53.448276
        ],
        [
            1.496101,
            1.549817,
            1.477835,
            1.226151,
            1.337715,
            1.130321
        ],
        [
            124418,
            124418,
            58379,
            102342,
            82530,
            102342
        ],
        [
            -36131,
            -36131,
            -21539,
            -59690,
            -59690,
            -46676
        ],
        [
            50,
            38,
            62,
            50,
            38,
            62
        ],
        [
            68,
            44,
            89,
            68,
            44,
            89
        ],
        [
            32,
            33,
            32,
            32,
            33,
            32
        ],
        [
            5925,
            2283,
            3642,
            5925,
            2283,
            3642
        ],
        [
            0,
            0,
            61.451431,
            0,
            0,
            61.451431
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307495,
            -289458,
            -238313,
            -113754,
            -414872,
            -312085
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6391,
    "evaluation_days": 1597.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623283200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758840603624,
    "expiration_time": 1762856568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 121,
            "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)