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Trade: ICP/USDT/720/VWMA/HWMA/2859

Strategy
ICP/USDT/720/VWMA/HWMA/2859
Pair
ICP_USDT
Interval
12h
Score
364229
Daily Profit
0.208423
Profit Factor
1.326391
Profitability
54.618474
Streak
0.000000
Best Strategy
Training Data Length
1613.000000
Evaluation Time
2025-10-09 18:57
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 336185.9725 145961.1189 190224.8536 229707.659 17646.3754 212061.2836
Total P&L (%) 336.186 145.9611 190.2249 229.7077 17.6464 212.0613
Avg Daily Profit (%) 0.2084 0.0905 0.1179 0.074 0.0101 0.0706
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109799 -86667 -58047 -243381 -158571 -218578
Profit Factor 1.3264 1.253 1.4199 1.1367 1.0195 1.2727
Total Trades 249 125 124 249 125 124
Winning Trades 136 55 81 136 55 81
Losing Trades 113 70 43 113 70 43
Profitability (%) 54.6185 44 65.3226 54.6185 44 65.3226
Ratio Avg Win / Avg Loss 1.1021 1.5947 0.7538 0.9444 1.2976 0.6756
Largest Winning Trade 49226 49226 34919 60839 60839 60227
Largest Losing Trade -48597 -37903 -48597 -151447 -57933 -151447
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 3149 1583 1566 3149 1583 1566
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 364229 -73523 -34374 -163829 -389138 -98413
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3226,
    "evaluation_days": 1613,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623283200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760025426425,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.98746
        }
    }
}
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": [
        [
            336185.9724838787,
            145961.118860627,
            190224.8536232517,
            229707.6589676746,
            17646.3753611603,
            212061.2836065142
        ],
        [
            336.185972,
            145.961119,
            190.224854,
            229.707659,
            17.646375,
            212.061284
        ],
        [
            0.208423,
            0.09049,
            0.117932,
            0.073991,
            0.010076,
            0.070578
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109799,
            -86667,
            -58047,
            -243381,
            -158571,
            -218578
        ],
        [
            1.326391,
            1.252976,
            1.41989,
            1.13667,
            1.019542,
            1.272661
        ],
        [
            249,
            125,
            124,
            249,
            125,
            124
        ],
        [
            136,
            55,
            81,
            136,
            55,
            81
        ],
        [
            113,
            70,
            43,
            113,
            70,
            43
        ],
        [
            54.618474,
            44,
            65.322581,
            54.618474,
            44,
            65.322581
        ],
        [
            1.102075,
            1.594697,
            0.753769,
            0.944439,
            1.297599,
            0.67561
        ],
        [
            49226,
            49226,
            34919,
            60839,
            60839,
            60227
        ],
        [
            -48597,
            -37903,
            -48597,
            -151447,
            -57933,
            -151447
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            3149,
            1583,
            1566,
            3149,
            1583,
            1566
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364229,
            -73523,
            -34374,
            -163829,
            -389138,
            -98413
        ]
    ]
}
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": 1623283200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760025426425,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.98746
        }
    }
}

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)