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Trade: ICP/USDT/120/PWMA/DCM/5907

Strategy
ICP/USDT/120/PWMA/DCM/5907
Pair
ICP_USDT
Interval
2h
Score
308755
Daily Profit
0.203746
Profit Factor
1.424698
Profitability
42.735043
Streak
17.585319
Best Strategy
Training Data Length
1606.830000
Evaluation Time
2025-10-04 03:02
Expiration Time
2025-11-30 20:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327385.3179 106287.6279 221097.69 371541.137 144230.9801 227310.1569
Total P&L (%) 327.3853 106.2876 221.0977 371.5411 144.231 227.3102
Avg Daily Profit (%) 0.2037 0.0661 0.1376 0.0966 0.0556 0.0738
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78390 -94167 -50817 -582223 -422672 -391214
Profit Factor 1.4247 1.2716 1.5826 1.1331 1.1027 1.1639
Total Trades 234 117 117 234 117 117
Winning Trades 100 44 56 100 44 56
Losing Trades 134 73 61 134 73 61
Profitability (%) 42.735 37.6068 47.8632 42.735 37.6068 47.8632
Ratio Avg Win / Avg Loss 1.9091 2.1097 1.7239 1.5183 1.8294 1.2678
Largest Winning Trade 109584 109584 51951 252989 252989 182716
Largest Losing Trade -21662 -19788 -21662 -133085 -124767 -133085
Avg Bars in Trades 81 72 90 81 72 90
Avg Bars in Winners 118 107 127 118 107 127
Avg Bars in Losers 52 50 55 52 50 55
Bars Traded 18957 8426 10531 18957 8426 10531
Profit Streak 17.5853 0 56.1687 17.5853 0 56.1687
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308755 -108651 -6092 -138113 -230246 -134275
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19282,
    "evaluation_days": 1606.83,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622008800000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759536171607,
    "expiration_time": 1764526694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 43,
            "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": [
        [
            327385.3179294909,
            106287.627890072,
            221097.6900394194,
            371541.1370346833,
            144230.9801497027,
            227310.1568849807
        ],
        [
            327.385318,
            106.287628,
            221.09769,
            371.541137,
            144.23098,
            227.310157
        ],
        [
            0.203746,
            0.066147,
            0.137599,
            0.096562,
            0.055587,
            0.073821
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78390,
            -94167,
            -50817,
            -582223,
            -422672,
            -391214
        ],
        [
            1.424698,
            1.271602,
            1.582556,
            1.133085,
            1.102657,
            1.163912
        ],
        [
            234,
            117,
            117,
            234,
            117,
            117
        ],
        [
            100,
            44,
            56,
            100,
            44,
            56
        ],
        [
            134,
            73,
            61,
            134,
            73,
            61
        ],
        [
            42.735043,
            37.606838,
            47.863248,
            42.735043,
            37.606838,
            47.863248
        ],
        [
            1.909095,
            2.109703,
            1.723856,
            1.518333,
            1.829408,
            1.267832
        ],
        [
            109584,
            109584,
            51951,
            252989,
            252989,
            182716
        ],
        [
            -21662,
            -19788,
            -21662,
            -133085,
            -124767,
            -133085
        ],
        [
            81,
            72,
            90,
            81,
            72,
            90
        ],
        [
            118,
            107,
            127,
            118,
            107,
            127
        ],
        [
            52,
            50,
            55,
            52,
            50,
            55
        ],
        [
            18957,
            8426,
            10531,
            18957,
            8426,
            10531
        ],
        [
            17.585319,
            0,
            56.168653,
            17.585319,
            0,
            56.168653
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308755,
            -108651,
            -6092,
            -138113,
            -230246,
            -134275
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19282,
    "evaluation_days": 1606.83,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622008800000,
    "last_datapoint_time": 1759528800000,
    "evaluation_time": 1759536171607,
    "expiration_time": 1764526694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 43,
            "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)