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Trade: ICP/USDT/480/OHLC4/PWMA/3524

Strategy
ICP/USDT/480/OHLC4/PWMA/3524
Pair
ICP_USDT
Interval
8h
Score
374155
Daily Profit
0.160806
Profit Factor
1.432132
Profitability
53.691275
Streak
19.057618
Best Strategy
Training Data Length
1604.000000
Evaluation Time
2025-09-30 20:22
Expiration Time
2025-11-17 20:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 257932.1525 112136.9301 145795.2223 10897.1376 -28528.7877 39425.9253
Total P&L (%) 257.9322 112.1369 145.7952 10.8971 -28.5288 39.4259
Avg Daily Profit (%) 0.1608 0.0699 0.0909 0.0064 -0.0209 0.0207
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126054 -139562 -80912 -287757 -153575 -234414
Profit Factor 1.4321 1.3344 1.5575 1.0139 0.9245 1.0969
Total Trades 149 75 74 149 75 74
Winning Trades 80 38 42 80 38 42
Losing Trades 69 37 32 69 37 32
Profitability (%) 53.6913 50.6667 56.7568 53.6913 50.6667 56.7568
Ratio Avg Win / Avg Loss 1.2352 1.2993 1.1867 0.8745 0.9001 0.8357
Largest Winning Trade 212884 212884 30415 54461 54461 32591
Largest Losing Trade -62938 -36427 -62938 -214544 -48384 -214544
Avg Bars in Trades 29 24 34 29 24 34
Avg Bars in Winners 30 19 40 30 19 40
Avg Bars in Losers 29 30 27 29 30 27
Bars Traded 4443 1857 2586 4443 1857 2586
Profit Streak 19.0576 19.0576 42.0576 19.0576 19.0576 42.0576
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374155 -155332 -132709 -526776 -636812 -345852
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4812,
    "evaluation_days": 1604,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1627488000000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759252978209,
    "expiration_time": 1763405568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 189
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 237,
            "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": [
        [
            257932.152452865,
            112136.9301361185,
            145795.2223167462,
            10897.137586288,
            -28528.7876828558,
            39425.925269144
        ],
        [
            257.932152,
            112.13693,
            145.795222,
            10.897138,
            -28.528788,
            39.425925
        ],
        [
            0.160806,
            0.069911,
            0.090895,
            0.006449,
            -0.020938,
            0.020723
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126054,
            -139562,
            -80912,
            -287757,
            -153575,
            -234414
        ],
        [
            1.432132,
            1.334379,
            1.557484,
            1.013887,
            0.924452,
            1.096858
        ],
        [
            149,
            75,
            74,
            149,
            75,
            74
        ],
        [
            80,
            38,
            42,
            80,
            38,
            42
        ],
        [
            69,
            37,
            32,
            69,
            37,
            32
        ],
        [
            53.691275,
            50.666667,
            56.756757,
            53.691275,
            50.666667,
            56.756757
        ],
        [
            1.235214,
            1.299264,
            1.186654,
            0.874478,
            0.900124,
            0.835701
        ],
        [
            212884,
            212884,
            30415,
            54461,
            54461,
            32591
        ],
        [
            -62938,
            -36427,
            -62938,
            -214544,
            -48384,
            -214544
        ],
        [
            29,
            24,
            34,
            29,
            24,
            34
        ],
        [
            30,
            19,
            40,
            30,
            19,
            40
        ],
        [
            29,
            30,
            27,
            29,
            30,
            27
        ],
        [
            4443,
            1857,
            2586,
            4443,
            1857,
            2586
        ],
        [
            19.057618,
            19.057618,
            42.057618,
            19.057618,
            19.057618,
            42.057618
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374155,
            -155332,
            -132709,
            -526776,
            -636812,
            -345852
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4812,
    "evaluation_days": 1604,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1627488000000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759252978209,
    "expiration_time": 1763405568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 189
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 237,
            "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)