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Trade: ICP/USDT/60/MIDPOINT/HMA/1315

Strategy
ICP/USDT/60/MIDPOINT/HMA/1315
Pair
ICP_USDT
Interval
1h
Score
388382
Daily Profit
0.253557
Profit Factor
1.445515
Profitability
46.360153
Streak
7.917153
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-30 12:00
Expiration Time
2025-12-14 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 264123.0696 184741.8266 79381.2429 423794.2309 118944.4402 304849.7907
Total P&L (%) 264.1231 184.7418 79.3812 423.7942 118.9444 304.8498
Avg Daily Profit (%) 0.2536 0.1774 0.0762 0.1591 0.0753 0.1343
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113010 -88614 -73053 -1306526 -925800 -574016
Profit Factor 1.4455 1.6019 1.2776 1.1013 1.0534 1.1556
Total Trades 261 130 131 261 130 131
Winning Trades 121 59 62 121 59 62
Losing Trades 140 71 69 140 71 69
Profitability (%) 46.3602 45.3846 47.3282 46.3602 45.3846 47.3282
Ratio Avg Win / Avg Loss 1.6725 1.9277 1.4219 1.2742 1.2677 1.2861
Largest Winning Trade 87010 87010 28540 278162 201371 278162
Largest Losing Trade -17307 -17307 -17026 -208169 -208169 -184423
Avg Bars in Trades 94 86 102 94 86 102
Avg Bars in Winners 125 119 132 125 119 132
Avg Bars in Losers 67 59 74 67 59 74
Bars Traded 24626 11255 13371 24626 11255 13371
Profit Streak 7.9172 0 10.9172 7.9172 0 10.9172
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388382 304393 -91402 -101229 -256205 -63201
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669219200000,
    "first_datapoint_time": 1669816800000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759222842067,
    "expiration_time": 1765699200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 138,
            "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": [
        [
            264123.069577441,
            184741.8266368727,
            79381.2429405685,
            423794.2308933134,
            118944.4402145307,
            304849.7906787821
        ],
        [
            264.12307,
            184.741827,
            79.381243,
            423.794231,
            118.94444,
            304.849791
        ],
        [
            0.253557,
            0.177352,
            0.076206,
            0.159095,
            0.075258,
            0.134331
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113010,
            -88614,
            -73053,
            -1306526,
            -925800,
            -574016
        ],
        [
            1.445515,
            1.601928,
            1.277623,
            1.101274,
            1.053444,
            1.155614
        ],
        [
            261,
            130,
            131,
            261,
            130,
            131
        ],
        [
            121,
            59,
            62,
            121,
            59,
            62
        ],
        [
            140,
            71,
            69,
            140,
            71,
            69
        ],
        [
            46.360153,
            45.384615,
            47.328244,
            46.360153,
            45.384615,
            47.328244
        ],
        [
            1.672497,
            1.927743,
            1.421871,
            1.274202,
            1.267703,
            1.286087
        ],
        [
            87010,
            87010,
            28540,
            278162,
            201371,
            278162
        ],
        [
            -17307,
            -17307,
            -17026,
            -208169,
            -208169,
            -184423
        ],
        [
            94,
            86,
            102,
            94,
            86,
            102
        ],
        [
            125,
            119,
            132,
            125,
            119,
            132
        ],
        [
            67,
            59,
            74,
            67,
            59,
            74
        ],
        [
            24626,
            11255,
            13371,
            24626,
            11255,
            13371
        ],
        [
            7.917153,
            0,
            10.917153,
            7.917154,
            0,
            10.917154
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388382,
            304393,
            -91402,
            -101229,
            -256205,
            -63201
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669219200000,
    "first_datapoint_time": 1669816800000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759222842067,
    "expiration_time": 1765699200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 138,
            "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)