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Trade: ICP/USDT/120/DCL/SWMA/8534

Strategy
ICP/USDT/120/DCL/SWMA/8534
Pair
ICP_USDT
Interval
2h
Score
306256
Daily Profit
0.162068
Profit Factor
1.452175
Profitability
61.654135
Streak
0.000000
Best Strategy
Training Data Length
1603.750000
Evaluation Time
2025-09-30 23:48
Expiration Time
2025-11-27 15:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 259916.1244 116528.5907 143387.5337 77017.89 -154014.8238 231032.7137
Total P&L (%) 259.9161 116.5286 143.3875 77.0179 -154.0148 231.0327
Avg Daily Profit (%) 0.1621 0.0727 0.0894 0.0356 0 0.0747
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128721 -133640 -75393 -253888 -276451 -54747
Profit Factor 1.4522 1.2864 1.8536 1.0926 0.7685 2.3847
Total Trades 133 66 67 133 66 67
Winning Trades 82 33 49 82 33 49
Losing Trades 51 33 18 51 33 18
Profitability (%) 61.6541 50 73.1343 61.6541 50 73.1343
Ratio Avg Win / Avg Loss 0.9032 1.2864 0.6809 0.6795 0.7685 0.876
Largest Winning Trade 64659 64659 19123 68544 68544 38404
Largest Losing Trade -72035 -72035 -43337 -138259 -138259 -39269
Avg Bars in Trades 138 231 46 138 231 46
Avg Bars in Winners 85 154 38 85 154 38
Avg Bars in Losers 223 307 70 223 307 70
Bars Traded 18400 15256 3144 18400 15256 3144
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 306256 -220105 -186537 -263841 -704958 -205165
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19245,
    "evaluation_days": 1603.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622138400000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759265318213,
    "expiration_time": 1764250704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 202,
            "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": [
        [
            259916.1243926235,
            116528.5907339521,
            143387.5336586712,
            77017.889964549,
            -154014.8237656628,
            231032.7137302118
        ],
        [
            259.916124,
            116.528591,
            143.387534,
            77.01789,
            -154.014824,
            231.032714
        ],
        [
            0.162068,
            0.07266,
            0.089408,
            0.035615,
            0,
            0.074668
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128721,
            -133640,
            -75393,
            -253888,
            -276451,
            -54747
        ],
        [
            1.452175,
            1.286427,
            1.85361,
            1.092554,
            0.768501,
            2.384695
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            82,
            33,
            49,
            82,
            33,
            49
        ],
        [
            51,
            33,
            18,
            51,
            33,
            18
        ],
        [
            61.654135,
            50,
            73.134328,
            61.654135,
            50,
            73.134328
        ],
        [
            0.903182,
            1.286427,
            0.680918,
            0.679515,
            0.768501,
            0.87601
        ],
        [
            64659,
            64659,
            19123,
            68544,
            68544,
            38404
        ],
        [
            -72035,
            -72035,
            -43337,
            -138259,
            -138259,
            -39269
        ],
        [
            138,
            231,
            46,
            138,
            231,
            46
        ],
        [
            85,
            154,
            38,
            85,
            154,
            38
        ],
        [
            223,
            307,
            70,
            223,
            307,
            70
        ],
        [
            18400,
            15256,
            3144,
            18400,
            15256,
            3144
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306256,
            -220105,
            -186537,
            -263841,
            -704958,
            -205165
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19245,
    "evaluation_days": 1603.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622138400000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759265318213,
    "expiration_time": 1764250704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 202,
            "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)