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Trade: ICP/USDT/120/SMA/HILO/1303

Strategy
ICP/USDT/120/SMA/HILO/1303
Pair
ICP_USDT
Interval
2h
Score
309277
Daily Profit
0.184176
Profit Factor
1.235982
Profitability
43.667297
Streak
0.000000
Best Strategy
Training Data Length
1597.500000
Evaluation Time
2025-09-25 11:06
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 294221.5957 79502.4999 214719.0958 224878.5113 -128766.5015 353645.0128
Total P&L (%) 294.2216 79.5025 214.7191 224.8785 -128.7665 353.645
Avg Daily Profit (%) 0.1842 0.0498 0.1344 0.0738 0 0.0947
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125274 -90489 -75513 -1052929 -703225 -484266
Profit Factor 1.236 1.1318 1.3337 1.0412 0.9514 1.1258
Total Trades 529 265 264 529 265 264
Winning Trades 231 110 121 231 110 121
Losing Trades 298 155 143 298 155 143
Profitability (%) 43.6673 41.5094 45.8333 43.6673 41.5094 45.8333
Ratio Avg Win / Avg Loss 1.5945 1.5948 1.5761 1.3432 1.3406 1.3305
Largest Winning Trade 75034 75034 39032 286548 286548 211785
Largest Losing Trade -32604 -19835 -32604 -163643 -106303 -163643
Avg Bars in Trades 35 28 42 35 28 42
Avg Bars in Winners 49 38 60 49 38 60
Avg Bars in Losers 24 21 28 24 21 28
Bars Traded 18945 7625 11320 18945 7625 11320
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 309277 -203095 -12988 -269347 -581304 -149453

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": 1621231200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758787591442,
    "expiration_time": 1763691264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            294221.5956940244,
            79502.4999357617,
            214719.0957582628,
            224878.5112802053,
            -128766.501540438,
            353645.0128206438
        ],
        [
            294.221596,
            79.5025,
            214.719096,
            224.878511,
            -128.766502,
            353.645013
        ],
        [
            0.184176,
            0.049767,
            0.134409,
            0.073785,
            0,
            0.094702
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125274,
            -90489,
            -75513,
            -1052929,
            -703225,
            -484266
        ],
        [
            1.235982,
            1.131786,
            1.333661,
            1.041186,
            0.951398,
            1.125823
        ],
        [
            529,
            265,
            264,
            529,
            265,
            264
        ],
        [
            231,
            110,
            121,
            231,
            110,
            121
        ],
        [
            298,
            155,
            143,
            298,
            155,
            143
        ],
        [
            43.667297,
            41.509434,
            45.833333,
            43.667297,
            41.509434,
            45.833333
        ],
        [
            1.594471,
            1.59479,
            1.576144,
            1.343175,
            1.340606,
            1.330518
        ],
        [
            75034,
            75034,
            39032,
            286548,
            286548,
            211785
        ],
        [
            -32604,
            -19835,
            -32604,
            -163643,
            -106303,
            -163643
        ],
        [
            35,
            28,
            42,
            35,
            28,
            42
        ],
        [
            49,
            38,
            60,
            49,
            38,
            60
        ],
        [
            24,
            21,
            28,
            24,
            21,
            28
        ],
        [
            18945,
            7625,
            11320,
            18945,
            7625,
            11320
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309277,
            -203095,
            -12988,
            -269347,
            -581304,
            -149453
        ]
    ]
}
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": 1621231200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758787591442,
    "expiration_time": 1763691264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)