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Trade: ICP/USDT/720/HWMA/T3/1812

Strategy
ICP/USDT/720/HWMA/T3/1812
Pair
ICP_USDT
Interval
12h
Score
455242
Daily Profit
0.222580
Profit Factor
1.481873
Profitability
57.627119
Streak
34.736349
Best Strategy
Training Data Length
1598.000000
Evaluation Time
2025-09-26 20:40
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 355682.1274 137978.1806 217703.9468 500574.7125 132374.7827 368199.9298
Total P&L (%) 355.6821 137.9782 217.7039 500.5747 132.3748 368.1999
Avg Daily Profit (%) 0.2226 0.0863 0.1362 0.1122 0.0528 0.0967
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123270 -55488 -92598 -514332 -441465 -422813
Profit Factor 1.4819 1.3437 1.6466 1.1722 1.0876 1.2637
Total Trades 177 88 89 177 88 89
Winning Trades 102 45 57 102 45 57
Losing Trades 75 43 32 75 43 32
Profitability (%) 57.6271 51.1364 64.0449 57.6271 51.1364 64.0449
Ratio Avg Win / Avg Loss 1.0896 1.284 0.9244 0.8619 1.0393 0.7095
Largest Winning Trade 61888 61888 34627 127354 123157 127354
Largest Losing Trade -56940 -33953 -56940 -205371 -187421 -205371
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 2922 1452 1470 2922 1452 1470
Profit Streak 34.7363 34.7363 42.7363 34.7363 34.7363 42.7363
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 455242 -76681 -7771 -71890 -245957 -62697

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3196,
    "evaluation_days": 1598,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1631145600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758908420588,
    "expiration_time": 1762857216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.44863
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 243,
            "offset": 0,
            "a": 0.3203
        }
    }
}
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": [
        [
            355682.1273646771,
            137978.1806042661,
            217703.9467604111,
            500574.7124610869,
            132374.782664819,
            368199.9297962681
        ],
        [
            355.682127,
            137.978181,
            217.703947,
            500.574712,
            132.374783,
            368.19993
        ],
        [
            0.22258,
            0.086344,
            0.136235,
            0.112248,
            0.052779,
            0.09665
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123270,
            -55488,
            -92598,
            -514332,
            -441465,
            -422813
        ],
        [
            1.481873,
            1.343699,
            1.646631,
            1.172175,
            1.087596,
            1.263724
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            102,
            45,
            57,
            102,
            45,
            57
        ],
        [
            75,
            43,
            32,
            75,
            43,
            32
        ],
        [
            57.627119,
            51.136364,
            64.044944,
            57.627119,
            51.136364,
            64.044944
        ],
        [
            1.089612,
            1.283979,
            0.924424,
            0.861894,
            1.039258,
            0.709459
        ],
        [
            61888,
            61888,
            34627,
            127354,
            123157,
            127354
        ],
        [
            -56940,
            -33953,
            -56940,
            -205371,
            -187421,
            -205371
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            2922,
            1452,
            1470,
            2922,
            1452,
            1470
        ],
        [
            34.736349,
            34.736349,
            42.736349,
            34.736349,
            34.736349,
            42.736349
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
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            0.8,
            1.45,
            1.45
        ],
        [
            455242,
            -76681,
            -7771,
            -71890,
            -245957,
            -62697
        ]
    ]
}
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": 1631145600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758908420588,
    "expiration_time": 1762857216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.44863
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 243,
            "offset": 0,
            "a": 0.3203
        }
    }
}

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)