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Trade: ICP/USDT/120/LINREG/HMA/9856

Strategy
ICP/USDT/120/LINREG/HMA/9856
Pair
ICP_USDT
Interval
2h
Score
310194
Daily Profit
0.164914
Profit Factor
1.213044
Profitability
46.927374
Streak
18.251567
Best Strategy
Training Data Length
1614.080000
Evaluation Time
2025-10-11 09:02
Expiration Time
2025-12-08 08:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 266184.8997 77555.6563 188629.2435 96921.0925 -76299.8393 173220.9318
Total P&L (%) 266.1849 77.5557 188.6292 96.9211 -76.2998 173.2209
Avg Daily Profit (%) 0.1649 0.048 0.1169 0.042 -0.0892 0.0623
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159135 -90118 -114039 -768000 -465532 -399550
Profit Factor 1.213 1.1198 1.3133 1.0309 0.9536 1.1163
Total Trades 358 179 179 358 179 179
Winning Trades 168 79 89 168 79 89
Losing Trades 190 100 90 190 100 90
Profitability (%) 46.9274 44.1341 49.7207 46.9274 44.1341 49.7207
Ratio Avg Win / Avg Loss 1.3719 1.4175 1.328 1.1659 1.2071 1.1289
Largest Winning Trade 47204 47204 39351 121107 113068 121107
Largest Losing Trade -34805 -24897 -34805 -168008 -168008 -142380
Avg Bars in Trades 53 56 49 53 56 49
Avg Bars in Winners 64 70 58 64 70 58
Avg Bars in Losers 43 45 41 43 45 41
Bars Traded 19099 10194 8905 19099 10194 8905
Profit Streak 18.2516 18.2516 67.1682 18.2516 18.2516 67.1682
Trades During Streak 2 1 8 2 1 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310194 -218808 -34939 -321568 -580447 -200418
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19369,
    "evaluation_days": 1614.08,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621555200000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760162535402,
    "expiration_time": 1765175644800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 105,
            "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": [
        [
            266184.899734349,
            77555.6562818053,
            188629.2434525436,
            96921.0925147799,
            -76299.8393060051,
            173220.9318207851
        ],
        [
            266.1849,
            77.555656,
            188.629243,
            96.921093,
            -76.299839,
            173.220932
        ],
        [
            0.164914,
            0.048049,
            0.116865,
            0.041991,
            -0.089156,
            0.062291
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159135,
            -90118,
            -114039,
            -768000,
            -465532,
            -399550
        ],
        [
            1.213044,
            1.119814,
            1.313267,
            1.03094,
            0.953579,
            1.116344
        ],
        [
            358,
            179,
            179,
            358,
            179,
            179
        ],
        [
            168,
            79,
            89,
            168,
            79,
            89
        ],
        [
            190,
            100,
            90,
            190,
            100,
            90
        ],
        [
            46.927374,
            44.134078,
            49.72067,
            46.927374,
            44.134078,
            49.72067
        ],
        [
            1.371895,
            1.417486,
            1.328023,
            1.165944,
            1.207062,
            1.128887
        ],
        [
            47204,
            47204,
            39351,
            121107,
            113068,
            121107
        ],
        [
            -34805,
            -24897,
            -34805,
            -168008,
            -168008,
            -142380
        ],
        [
            53,
            56,
            49,
            53,
            56,
            49
        ],
        [
            64,
            70,
            58,
            64,
            70,
            58
        ],
        [
            43,
            45,
            41,
            43,
            45,
            41
        ],
        [
            19099,
            10194,
            8905,
            19099,
            10194,
            8905
        ],
        [
            18.251567,
            18.251567,
            67.168234,
            18.251567,
            18.251567,
            67.168234
        ],
        [
            2,
            1,
            8,
            2,
            1,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310194,
            -218808,
            -34939,
            -321568,
            -580447,
            -200418
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19369,
    "evaluation_days": 1614.08,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621555200000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760162535402,
    "expiration_time": 1765175644800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 105,
            "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)