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Trade: ICP/USDT/120/PWMA/JMA/9445

Strategy
ICP/USDT/120/PWMA/JMA/9445
Pair
ICP_USDT
Interval
2h
Score
359235
Daily Profit
0.150858
Profit Factor
1.686359
Profitability
48.148148
Streak
17.181199
Best Strategy
Training Data Length
1597.500000
Evaluation Time
2025-09-26 15:20
Expiration Time
2025-11-21 04:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 360762.4593 119766.4077 240996.0516 606537.3977 100329.5611 506207.8366
Total P&L (%) 360.7625 119.7664 240.9961 606.5374 100.3296 506.2078
Avg Daily Profit (%) 0.2258 0.075 0.1509 0.1225 0.0435 0.1129
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97051 -83504 -62677 -1354144 -1066161 -657132
Profit Factor 1.4765 1.2949 1.6864 1.1426 1.0437 1.2587
Total Trades 217 109 108 217 109 108
Winning Trades 89 37 52 89 37 52
Losing Trades 128 72 56 128 72 56
Profitability (%) 41.0138 33.945 48.1481 41.0138 33.945 48.1481
Ratio Avg Win / Avg Loss 2.1234 2.5199 1.8161 1.6433 2.031 1.3556
Largest Winning Trade 90444 90444 50756 420915 404140 420915
Largest Losing Trade -33948 -14695 -33948 -227012 -227012 -193709
Avg Bars in Trades 86 76 97 86 76 97
Avg Bars in Winners 130 116 140 130 116 140
Avg Bars in Losers 56 56 56 56 56 56
Bars Traded 18835 8343 10492 18835 8343 10492
Profit Streak 0 0 17.1812 0 0 17.1812
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 279227 -98188 359235 -93983 -312661 -42484

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19170,
    "evaluation_days": 1597.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621879200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758889255563,
    "expiration_time": 1763691264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 85,
            "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": [
        [
            360762.4593483795,
            119766.4077471413,
            240996.0516012379,
            606537.3977313512,
            100329.561130484,
            506207.8366008672
        ],
        [
            360.762459,
            119.766408,
            240.996052,
            606.537398,
            100.329561,
            506.207837
        ],
        [
            0.225829,
            0.074971,
            0.150858,
            0.122467,
            0.043502,
            0.112868
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97051,
            -83504,
            -62677,
            -1354144,
            -1066161,
            -657132
        ],
        [
            1.476453,
            1.294947,
            1.686359,
            1.142629,
            1.043696,
            1.258735
        ],
        [
            217,
            109,
            108,
            217,
            109,
            108
        ],
        [
            89,
            37,
            52,
            89,
            37,
            52
        ],
        [
            128,
            72,
            56,
            128,
            72,
            56
        ],
        [
            41.013825,
            33.944954,
            48.148148,
            41.013825,
            33.944954,
            48.148148
        ],
        [
            2.123438,
            2.519897,
            1.816079,
            1.643331,
            2.030975,
            1.355561
        ],
        [
            90444,
            90444,
            50756,
            420915,
            404140,
            420915
        ],
        [
            -33948,
            -14695,
            -33948,
            -227012,
            -227012,
            -193709
        ],
        [
            86,
            76,
            97,
            86,
            76,
            97
        ],
        [
            130,
            116,
            140,
            130,
            116,
            140
        ],
        [
            56,
            56,
            56,
            56,
            56,
            56
        ],
        [
            18835,
            8343,
            10492,
            18835,
            8343,
            10492
        ],
        [
            0,
            0,
            17.181199,
            0,
            0,
            17.181199
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            279227,
            -98188,
            359235,
            -93983,
            -312661,
            -42484
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19170,
    "evaluation_days": 1597.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621879200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758889255563,
    "expiration_time": 1763691264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 85,
            "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)