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Trade: ICP/USDT/60/SWMA/SWMA/8305

Strategy
ICP/USDT/60/SWMA/SWMA/8305
Pair
ICP_USDT
Interval
1h
Score
306507
Daily Profit
0.207002
Profit Factor
1.517459
Profitability
44.800000
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-12 05:31
Expiration Time
2025-12-26 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 215627.4593 167830.3197 47797.1396 196125.1426 71025.9463 125099.1962
Total P&L (%) 215.6275 167.8303 47.7971 196.1251 71.0259 125.0992
Avg Daily Profit (%) 0.207 0.1611 0.0459 0.1043 0.0515 0.0779
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86146 -87227 -43680 -495980 -446317 -301574
Profit Factor 1.5175 1.7676 1.2413 1.1258 1.0818 1.1809
Total Trades 125 63 62 125 63 62
Winning Trades 56 25 31 56 25 31
Losing Trades 69 38 31 69 38 31
Profitability (%) 44.8 39.6825 50 44.8 39.6825 50
Ratio Avg Win / Avg Loss 1.8697 2.6867 1.2413 1.3871 1.6444 1.1809
Largest Winning Trade 109964 109964 25427 193341 193341 140501
Largest Losing Trade -23075 -15071 -23075 -167533 -84169 -167533
Avg Bars in Trades 195 179 212 195 179 212
Avg Bars in Winners 258 251 264 258 251 264
Avg Bars in Losers 144 132 160 144 132 160
Bars Traded 24478 11313 13165 24478 11313 13165
Profit Streak 0 0 63.6886 0 0 63.6886
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306507 -140330 -286223 -137668 -404474 -263271
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670234400000,
    "first_datapoint_time": 1671192000000,
    "last_datapoint_time": 1760234400000,
    "evaluation_time": 1760236297389,
    "expiration_time": 1766714400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 183,
            "offset": 84
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 155,
            "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": [
        [
            215627.4593366945,
            167830.3197428964,
            47797.1395937984,
            196125.1425503375,
            71025.9463470113,
            125099.1962033259
        ],
        [
            215.627459,
            167.83032,
            47.79714,
            196.125143,
            71.025946,
            125.099196
        ],
        [
            0.207002,
            0.161117,
            0.045885,
            0.104273,
            0.051531,
            0.077922
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86146,
            -87227,
            -43680,
            -495980,
            -446317,
            -301574
        ],
        [
            1.517459,
            1.767593,
            1.241327,
            1.12575,
            1.081828,
            1.180872
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            56,
            25,
            31,
            56,
            25,
            31
        ],
        [
            69,
            38,
            31,
            69,
            38,
            31
        ],
        [
            44.8,
            39.68254,
            50,
            44.8,
            39.68254,
            50
        ],
        [
            1.869726,
            2.686741,
            1.241327,
            1.387085,
            1.644378,
            1.180872
        ],
        [
            109964,
            109964,
            25427,
            193341,
            193341,
            140501
        ],
        [
            -23075,
            -15071,
            -23075,
            -167533,
            -84169,
            -167533
        ],
        [
            195,
            179,
            212,
            195,
            179,
            212
        ],
        [
            258,
            251,
            264,
            258,
            251,
            264
        ],
        [
            144,
            132,
            160,
            144,
            132,
            160
        ],
        [
            24478,
            11313,
            13165,
            24478,
            11313,
            13165
        ],
        [
            0,
            0,
            63.688627,
            0,
            0,
            63.688627
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306507,
            -140330,
            -286223,
            -137668,
            -404474,
            -263271
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670234400000,
    "first_datapoint_time": 1671192000000,
    "last_datapoint_time": 1760234400000,
    "evaluation_time": 1760236297389,
    "expiration_time": 1766714400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 183,
            "offset": 84
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 155,
            "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)