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Trade: ICP/USDT/720/FWMA/HWMA/9990

Strategy
ICP/USDT/720/FWMA/HWMA/9990
Pair
ICP_USDT
Interval
12h
Score
309827
Daily Profit
0.158444
Profit Factor
1.211736
Profitability
49.681529
Streak
0.000000
Best Strategy
Training Data Length
1598.000000
Evaluation Time
2025-09-28 10:10
Expiration Time
2025-11-11 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 253193.3283 119242.1375 133951.1908 37879.3743 35768.925 2110.4494
Total P&L (%) 253.1933 119.2421 133.9512 37.8794 35.7689 2.1104
Avg Daily Profit (%) 0.1584 0.0746 0.0838 0.0201 0.0191 0.0013
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98410 -90016 -131279 -182847 -121653 -212321
Profit Factor 1.2117 1.1955 1.2286 1.0265 1.0518 1.0029
Total Trades 314 157 157 314 157 157
Winning Trades 156 71 85 156 71 85
Losing Trades 158 86 72 158 86 72
Profitability (%) 49.6815 45.2229 54.1401 49.6815 45.2229 54.1401
Ratio Avg Win / Avg Loss 1.2273 1.4481 1.0407 1.0397 1.274 0.8495
Largest Winning Trade 89179 89179 26788 100797 100797 32217
Largest Losing Trade -54693 -22796 -54693 -117444 -25667 -117444
Avg Bars in Trades 9 9 9 9 9 9
Avg Bars in Winners 9 9 9 9 9 9
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 3037 1519 1517 3037 1519 1517
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 309827 -100097 -80311 -357962 -334769 -574804
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3196,
    "evaluation_days": 1598,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1626825600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759043413549,
    "expiration_time": 1762857216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.09497,
            "nb": 0.60206,
            "nc": 0.56359
        }
    }
}
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": [
        [
            253193.3282578585,
            119242.1374953758,
            133951.1907624832,
            37879.3743354057,
            35768.9249674695,
            2110.4493679362
        ],
        [
            253.193328,
            119.242137,
            133.951191,
            37.879374,
            35.768925,
            2.110449
        ],
        [
            0.158444,
            0.07462,
            0.083824,
            0.020103,
            0.019137,
            0.001307
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98410,
            -90016,
            -131279,
            -182847,
            -121653,
            -212321
        ],
        [
            1.211736,
            1.195505,
            1.228633,
            1.026529,
            1.051781,
            1.002863
        ],
        [
            314,
            157,
            157,
            314,
            157,
            157
        ],
        [
            156,
            71,
            85,
            156,
            71,
            85
        ],
        [
            158,
            86,
            72,
            158,
            86,
            72
        ],
        [
            49.681529,
            45.22293,
            54.140127,
            49.681529,
            45.22293,
            54.140127
        ],
        [
            1.227271,
            1.448076,
            1.040725,
            1.039689,
            1.273988,
            0.849484
        ],
        [
            89179,
            89179,
            26788,
            100797,
            100797,
            32217
        ],
        [
            -54693,
            -22796,
            -54693,
            -117444,
            -25667,
            -117444
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            3037,
            1519,
            1517,
            3037,
            1519,
            1517
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309827,
            -100097,
            -80311,
            -357962,
            -334769,
            -574804
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3196,
    "evaluation_days": 1598,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1626825600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759043413549,
    "expiration_time": 1762857216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.09497,
            "nb": 0.60206,
            "nc": 0.56359
        }
    }
}

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)