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Trade: ICP/USDT/5/SWMA/RMA/8739

Strategy
ICP/USDT/5/SWMA/RMA/8739
Pair
ICP_USDT
Interval
5m
Score
362744
Daily Profit
0.381457
Profit Factor
2.005021
Profitability
69.444444
Streak
13.704682
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-28 12:19
Expiration Time
2025-12-12 11:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 48099.6277 19116.341 28983.2868 56236.1873 17067.9837 39168.2036
Total P&L (%) 48.0996 19.1163 28.9833 56.2362 17.068 39.1682
Avg Daily Profit (%) 0.5541 0.2202 0.3339 0.5153 0.1817 0.3815
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -14942 -7269 -12628 -17661 -11457 -14249
Profit Factor 1.8461 1.8326 1.8552 1.7878 1.5266 2.005
Total Trades 73 37 36 73 37 36
Winning Trades 46 21 25 46 21 25
Losing Trades 27 16 11 27 16 11
Profitability (%) 63.0137 56.7568 69.4444 63.0137 56.7568 69.4444
Ratio Avg Win / Avg Loss 1.0836 1.3963 0.8163 1.0494 1.1631 0.8822
Largest Winning Trade 7852 7852 6857 10143 10143 7359
Largest Losing Trade -10083 -4453 -10083 -10540 -7003 -10540
Avg Bars in Trades 333 344 322 333 344 322
Avg Bars in Winners 312 341 288 312 341 288
Avg Bars in Losers 368 346 399 368 346 399
Bars Traded 24325 12730 11595 24325 12730 11595
Profit Streak 0 0 13.7047 0 0 13.7047
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -64722 68196 305102 -64581 -975 362744
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751551200000,
    "first_datapoint_time": 1751616300000,
    "last_datapoint_time": 1759050900000,
    "evaluation_time": 1759051184540,
    "expiration_time": 1765530900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 218,
            "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": [
        [
            48099.6277310645,
            19116.3409726842,
            28983.2867583803,
            56236.1872592443,
            17067.9836791036,
            39168.2035801408
        ],
        [
            48.099628,
            19.116341,
            28.983287,
            56.236187,
            17.067984,
            39.168204
        ],
        [
            0.554079,
            0.220209,
            0.33387,
            0.515318,
            0.181693,
            0.381457
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -14942,
            -7269,
            -12628,
            -17661,
            -11457,
            -14249
        ],
        [
            1.846076,
            1.832596,
            1.855208,
            1.787792,
            1.526593,
            2.005021
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            27,
            16,
            11,
            27,
            16,
            11
        ],
        [
            63.013699,
            56.756757,
            69.444444,
            63.013699,
            56.756757,
            69.444444
        ],
        [
            1.083566,
            1.396263,
            0.816292,
            1.049356,
            1.163119,
            0.882209
        ],
        [
            7852,
            7852,
            6857,
            10143,
            10143,
            7359
        ],
        [
            -10083,
            -4453,
            -10083,
            -10540,
            -7003,
            -10540
        ],
        [
            333,
            344,
            322,
            333,
            344,
            322
        ],
        [
            312,
            341,
            288,
            312,
            341,
            288
        ],
        [
            368,
            346,
            399,
            368,
            346,
            399
        ],
        [
            24325,
            12730,
            11595,
            24325,
            12730,
            11595
        ],
        [
            0,
            0,
            13.704682,
            0,
            0,
            13.704682
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64722,
            68196,
            305102,
            -64581,
            -975,
            362744
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751551200000,
    "first_datapoint_time": 1751616300000,
    "last_datapoint_time": 1759050900000,
    "evaluation_time": 1759051184540,
    "expiration_time": 1765530900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 218,
            "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)