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Trade: ICP/USDT/60/SINWMA/KCB/4264

Strategy
ICP/USDT/60/SINWMA/KCB/4264
Pair
ICP_USDT
Interval
1h
Score
301115
Daily Profit
0.172572
Profit Factor
1.260115
Profitability
44.670051
Streak
17.004498
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-09 06:06
Expiration Time
2025-12-23 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 179762.882 149447.5256 30315.3564 92808.395 -6519.5336 99327.9286
Total P&L (%) 179.7629 149.4475 30.3154 92.8084 -6.5195 99.3279
Avg Daily Profit (%) 0.1726 0.1435 0.0291 0.063 -0.0065 0.0662
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115375 -73235 -89633 -531765 -312777 -332632
Profit Factor 1.2601 1.4239 1.0896 1.0517 0.9931 1.1175
Total Trades 197 99 98 197 99 98
Winning Trades 88 39 49 88 39 49
Losing Trades 109 60 49 109 60 49
Profitability (%) 44.6701 39.3939 50 44.6701 39.3939 50
Ratio Avg Win / Avg Loss 1.5608 2.1905 1.0896 1.3027 1.5279 1.1175
Largest Winning Trade 66164 66164 24438 89614 89614 84331
Largest Losing Trade -26897 -17282 -26897 -128498 -81833 -128498
Avg Bars in Trades 125 129 121 125 129 121
Avg Bars in Winners 173 180 167 173 180 167
Avg Bars in Losers 86 95 75 86 95 75
Bars Traded 24732 12796 11936 24732 12796 11936
Profit Streak 17.0045 17.0045 20.2128 17.0045 17.0045 20.2128
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301115 -3406 -278836 -272377 -581844 -195526
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669975200000,
    "first_datapoint_time": 1670590800000,
    "last_datapoint_time": 1759975200000,
    "evaluation_time": 1759979188649,
    "expiration_time": 1766455200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 172,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            179762.8820144139,
            149447.5256375008,
            30315.3563769131,
            92808.3949920148,
            -6519.5335597409,
            99327.9285517556
        ],
        [
            179.762882,
            149.447526,
            30.315356,
            92.808395,
            -6.519534,
            99.327929
        ],
        [
            0.172572,
            0.143469,
            0.029103,
            0.063046,
            -0.006472,
            0.066241
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115375,
            -73235,
            -89633,
            -531765,
            -312777,
            -332632
        ],
        [
            1.260115,
            1.423857,
            1.089558,
            1.051698,
            0.993135,
            1.117476
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            88,
            39,
            49,
            88,
            39,
            49
        ],
        [
            109,
            60,
            49,
            109,
            60,
            49
        ],
        [
            44.670051,
            39.393939,
            50,
            44.670051,
            39.393939,
            50
        ],
        [
            1.560824,
            2.190549,
            1.089558,
            1.302671,
            1.5279,
            1.117476
        ],
        [
            66164,
            66164,
            24438,
            89614,
            89614,
            84331
        ],
        [
            -26897,
            -17282,
            -26897,
            -128498,
            -81833,
            -128498
        ],
        [
            125,
            129,
            121,
            125,
            129,
            121
        ],
        [
            173,
            180,
            167,
            173,
            180,
            167
        ],
        [
            86,
            95,
            75,
            86,
            95,
            75
        ],
        [
            24732,
            12796,
            11936,
            24732,
            12796,
            11936
        ],
        [
            17.004498,
            17.004498,
            20.212831,
            17.004498,
            17.004498,
            20.212832
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301115,
            -3406,
            -278836,
            -272377,
            -581844,
            -195526
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669975200000,
    "first_datapoint_time": 1670590800000,
    "last_datapoint_time": 1759975200000,
    "evaluation_time": 1759979188649,
    "expiration_time": 1766455200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 172,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)