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Trade: ICP/USDT/480/HILO/HMA/4324

Strategy
ICP/USDT/480/HILO/HMA/4324
Pair
ICP_USDT
Interval
8h
Score
331354
Daily Profit
0.203517
Profit Factor
1.419905
Profitability
47.186147
Streak
3.406249
Best Strategy
Training Data Length
1607.670000
Evaluation Time
2025-10-04 12:45
Expiration Time
2025-11-21 15:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327187.4731 154263.5177 172923.9555 269388.2902 19799.8209 249588.4693
Total P&L (%) 327.1875 154.2635 172.924 269.3883 19.7998 249.5885
Avg Daily Profit (%) 0.2035 0.096 0.1076 0.0813 0.0112 0.0779
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102206 -108601 -44736 -325190 -284254 -170631
Profit Factor 1.4199 1.3387 1.5341 1.1827 1.0226 1.4167
Total Trades 231 116 115 231 116 115
Winning Trades 109 48 61 109 48 61
Losing Trades 122 68 54 122 68 54
Profitability (%) 47.1861 41.3793 53.0435 47.1861 41.3793 53.0435
Ratio Avg Win / Avg Loss 1.5893 1.8965 1.358 1.3238 1.4487 1.2541
Largest Winning Trade 92488 92488 42461 107483 107483 54441
Largest Losing Trade -38104 -36979 -38104 -158572 -121769 -158572
Avg Bars in Trades 20 21 18 20 21 18
Avg Bars in Winners 22 26 18 22 26 18
Avg Bars in Losers 17 17 18 17 17 18
Bars Traded 4631 2495 2136 4631 2495 2136
Profit Streak 3.4062 4.0729 0 3.4062 4.0729 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 331354 -66907 -47452 -104270 -383957 -87744
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4823,
    "evaluation_days": 1607.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623859200000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759571099959,
    "expiration_time": 1763731872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 102,
            "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": [
        [
            327187.4731153597,
            154263.5176541069,
            172923.9554612528,
            269388.29020589,
            19799.8209053673,
            249588.4693005225
        ],
        [
            327.187473,
            154.263518,
            172.923955,
            269.38829,
            19.799821,
            249.588469
        ],
        [
            0.203517,
            0.095955,
            0.107562,
            0.081311,
            0.011238,
            0.077881
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102206,
            -108601,
            -44736,
            -325190,
            -284254,
            -170631
        ],
        [
            1.419905,
            1.338736,
            1.53407,
            1.182748,
            1.022625,
            1.41671
        ],
        [
            231,
            116,
            115,
            231,
            116,
            115
        ],
        [
            109,
            48,
            61,
            109,
            48,
            61
        ],
        [
            122,
            68,
            54,
            122,
            68,
            54
        ],
        [
            47.186147,
            41.37931,
            53.043478,
            47.186147,
            41.37931,
            53.043478
        ],
        [
            1.589251,
            1.896543,
            1.358029,
            1.32381,
            1.448718,
            1.254137
        ],
        [
            92488,
            92488,
            42461,
            107483,
            107483,
            54441
        ],
        [
            -38104,
            -36979,
            -38104,
            -158572,
            -121769,
            -158572
        ],
        [
            20,
            21,
            18,
            20,
            21,
            18
        ],
        [
            22,
            26,
            18,
            22,
            26,
            18
        ],
        [
            17,
            17,
            18,
            17,
            17,
            18
        ],
        [
            4631,
            2495,
            2136,
            4631,
            2495,
            2136
        ],
        [
            3.406249,
            4.072916,
            0,
            3.406249,
            4.072916,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331354,
            -66907,
            -47452,
            -104270,
            -383957,
            -87744
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4823,
    "evaluation_days": 1607.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623859200000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759571099959,
    "expiration_time": 1763731872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 102,
            "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)