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Trade: ICP/USDT/720/DCL/HWMA/8138

Strategy
ICP/USDT/720/DCL/HWMA/8138
Pair
ICP_USDT
Interval
12h
Score
338595
Daily Profit
0.185945
Profit Factor
1.357527
Profitability
56.250000
Streak
0.000000
Best Strategy
Training Data Length
1613.000000
Evaluation Time
2025-10-09 20:57
Expiration Time
2025-11-26 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 299929.0413 149999.5432 149929.4981 26353.1306 -77469.5444 103822.6749
Total P&L (%) 299.929 149.9995 149.9295 26.3531 -77.4695 103.8227
Avg Daily Profit (%) 0.1859 0.093 0.093 0.0145 -0.0924 0.0442
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130667 -114943 -99817 -268589 -185323 -136138
Profit Factor 1.3575 1.3196 1.4057 1.0279 0.858 1.2597
Total Trades 144 72 72 144 72 72
Winning Trades 81 35 46 81 35 46
Losing Trades 63 37 26 63 37 26
Profitability (%) 56.25 48.6111 63.8889 56.25 48.6111 63.8889
Ratio Avg Win / Avg Loss 1.0559 1.395 0.7945 0.7995 0.907 0.712
Largest Winning Trade 61200 61200 45981 79450 57748 79450
Largest Losing Trade -76793 -33546 -76793 -77834 -64552 -77834
Avg Bars in Trades 21 22 21 21 22 21
Avg Bars in Winners 21 22 21 21 22 21
Avg Bars in Losers 21 22 21 21 22 21
Bars Traded 3144 1584 1560 3144 1584 1560
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338595 -148331 -146910 -366967 -660498 -212863
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3226,
    "evaluation_days": 1613,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623412800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760032668430,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.03921,
            "nc": 0.64577
        }
    }
}
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": [
        [
            299929.0413131123,
            149999.5431893618,
            149929.4981237504,
            26353.130561676,
            -77469.5443767338,
            103822.6749384097
        ],
        [
            299.929041,
            149.999543,
            149.929498,
            26.353131,
            -77.469544,
            103.822675
        ],
        [
            0.185945,
            0.092994,
            0.092951,
            0.014503,
            -0.092351,
            0.044156
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130667,
            -114943,
            -99817,
            -268589,
            -185323,
            -136138
        ],
        [
            1.357527,
            1.319572,
            1.405738,
            1.027874,
            0.858006,
            1.259657
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            81,
            35,
            46,
            81,
            35,
            46
        ],
        [
            63,
            37,
            26,
            63,
            37,
            26
        ],
        [
            56.25,
            48.611111,
            63.888889,
            56.25,
            48.611111,
            63.888889
        ],
        [
            1.055854,
            1.394976,
            0.794548,
            0.799458,
            0.907035,
            0.71198
        ],
        [
            61200,
            61200,
            45981,
            79450,
            57748,
            79450
        ],
        [
            -76793,
            -33546,
            -76793,
            -77834,
            -64552,
            -77834
        ],
        [
            21,
            22,
            21,
            21,
            22,
            21
        ],
        [
            21,
            22,
            21,
            21,
            22,
            21
        ],
        [
            21,
            22,
            21,
            21,
            22,
            21
        ],
        [
            3144,
            1584,
            1560,
            3144,
            1584,
            1560
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338595,
            -148331,
            -146910,
            -366967,
            -660498,
            -212863
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3226,
    "evaluation_days": 1613,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623412800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760032668430,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.03921,
            "nc": 0.64577
        }
    }
}

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)