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Trade: ICP/USDT/360/WMA/DCM/7629

Strategy
ICP/USDT/360/WMA/DCM/7629
Pair
ICP_USDT
Interval
6h
Score
425111
Daily Profit
0.209837
Profit Factor
1.709500
Profitability
50.588235
Streak
18.837411
Best Strategy
Training Data Length
1604.500000
Evaluation Time
2025-10-01 11:05
Expiration Time
2025-11-18 11:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 336684.2517 239199.8869 97484.3649 35286.9835 28999.3947 6287.5888
Total P&L (%) 336.6843 239.1999 97.4844 35.287 28.9994 6.2876
Avg Daily Profit (%) 0.2098 0.1491 0.0608 0.0188 0.0159 0.0038
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -180497 -128857 -60991 -210321 -139043 -92868
Profit Factor 1.7095 1.9875 1.4197 1.0596 1.104 1.0201
Total Trades 85 43 42 85 43 42
Winning Trades 43 22 21 43 22 21
Losing Trades 42 21 21 42 21 21
Profitability (%) 50.5882 51.1628 50 50.5882 51.1628 50
Ratio Avg Win / Avg Loss 1.6697 1.8971 1.4197 1.035 1.0538 1.0201
Largest Winning Trade 338527 338527 61705 155710 155710 91169
Largest Losing Trade -44478 -44478 -41312 -64550 -64550 -54456
Avg Bars in Trades 71 80 62 71 80 62
Avg Bars in Winners 90 86 94 90 86 94
Avg Bars in Losers 52 73 30 52 73 30
Bars Traded 6078 3451 2626 6078 3451 2626
Profit Streak 18.8374 19.8374 0 18.8374 19.8374 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 425111 378079 -110938 -324420 -280178 -551916
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6418,
    "evaluation_days": 1604.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1625184000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759305952317,
    "expiration_time": 1763457264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 100,
            "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": [
        [
            336684.2517199827,
            239199.8868515782,
            97484.3648684044,
            35286.9834704095,
            28999.3946532552,
            6287.5888171543
        ],
        [
            336.684252,
            239.199887,
            97.484365,
            35.286983,
            28.999395,
            6.287589
        ],
        [
            0.209837,
            0.149081,
            0.060757,
            0.018838,
            0.015871,
            0.003801
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -180497,
            -128857,
            -60991,
            -210321,
            -139043,
            -92868
        ],
        [
            1.7095,
            1.987459,
            1.41965,
            1.059612,
            1.104033,
            1.020076
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            50.588235,
            51.162791,
            50,
            50.588235,
            51.162791,
            50
        ],
        [
            1.669745,
            1.89712,
            1.41965,
            1.03497,
            1.053849,
            1.020076
        ],
        [
            338527,
            338527,
            61705,
            155710,
            155710,
            91169
        ],
        [
            -44478,
            -44478,
            -41312,
            -64550,
            -64550,
            -54456
        ],
        [
            71,
            80,
            62,
            71,
            80,
            62
        ],
        [
            90,
            86,
            94,
            90,
            86,
            94
        ],
        [
            52,
            73,
            30,
            52,
            73,
            30
        ],
        [
            6078,
            3451,
            2626,
            6078,
            3451,
            2626
        ],
        [
            18.837411,
            19.837411,
            0,
            18.837411,
            19.837411,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425111,
            378079,
            -110938,
            -324420,
            -280178,
            -551916
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6418,
    "evaluation_days": 1604.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1625184000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759305952317,
    "expiration_time": 1763457264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 100,
            "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)