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Trade: ICP/USDT/120/VWMA/ALMA/3625

Strategy
ICP/USDT/120/VWMA/ALMA/3625
Pair
ICP_USDT
Interval
2h
Score
324647
Daily Profit
0.183610
Profit Factor
1.365407
Profitability
62.745098
Streak
0.000000
Best Strategy
Training Data Length
1609.670000
Evaluation Time
2025-10-06 22:25
Expiration Time
2025-12-03 18:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 295552.3071 94528.876 201023.4311 -46551.113 -148087.8608 101536.7477
Total P&L (%) 295.5523 94.5289 201.0234 -46.5511 -148.0879 101.5367
Avg Daily Profit (%) 0.1836 0.0587 0.1249 -0.0389 0 0.0435
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122865 -99518 -143964 -212463 -196840 -123256
Profit Factor 1.3654 1.2043 1.5808 0.9419 0.7034 1.3368
Total Trades 204 102 102 204 102 102
Winning Trades 128 54 74 128 54 74
Losing Trades 76 48 28 76 48 28
Profitability (%) 62.7451 52.9412 72.549 62.7451 52.9412 72.549
Ratio Avg Win / Avg Loss 0.8107 1.0705 0.5981 0.5592 0.6252 0.5058
Largest Winning Trade 39991 39991 31805 47925 47925 40827
Largest Losing Trade -92496 -49466 -92496 -78756 -75413 -78756
Avg Bars in Trades 93 91 94 93 91 94
Avg Bars in Winners 75 71 79 75 71 79
Avg Bars in Losers 122 114 136 122 114 136
Bars Traded 19043 9354 9689 19043 9354 9689
Profit Streak 0 0 70.3927 0 0 70.3927
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324647 -114907 -21761 -578057 -580679 -131704
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19316,
    "evaluation_days": 1609.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622088000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759778731341,
    "expiration_time": 1764780307200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 156,
            "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": [
        [
            295552.3070716913,
            94528.8759841649,
            201023.4310875266,
            -46551.1130383708,
            -148087.8607812032,
            101536.7477428323
        ],
        [
            295.552307,
            94.528876,
            201.023431,
            -46.551113,
            -148.087861,
            101.536748
        ],
        [
            0.18361,
            0.058726,
            0.124885,
            -0.03891,
            0,
            0.043546
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122865,
            -99518,
            -143964,
            -212463,
            -196840,
            -123256
        ],
        [
            1.365407,
            1.204303,
            1.580755,
            0.941867,
            0.70338,
            1.33675
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            128,
            54,
            74,
            128,
            54,
            74
        ],
        [
            76,
            48,
            28,
            76,
            48,
            28
        ],
        [
            62.745098,
            52.941176,
            72.54902,
            62.745098,
            52.941176,
            72.54902
        ],
        [
            0.81071,
            1.070492,
            0.598123,
            0.559234,
            0.625227,
            0.505797
        ],
        [
            39991,
            39991,
            31805,
            47925,
            47925,
            40827
        ],
        [
            -92496,
            -49466,
            -92496,
            -78756,
            -75413,
            -78756
        ],
        [
            93,
            91,
            94,
            93,
            91,
            94
        ],
        [
            75,
            71,
            79,
            75,
            71,
            79
        ],
        [
            122,
            114,
            136,
            122,
            114,
            136
        ],
        [
            19043,
            9354,
            9689,
            19043,
            9354,
            9689
        ],
        [
            0,
            0,
            70.392724,
            0,
            0,
            70.392724
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324647,
            -114907,
            -21761,
            -578057,
            -580679,
            -131704
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19316,
    "evaluation_days": 1609.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622088000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759778731341,
    "expiration_time": 1764780307200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 156,
            "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)