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Trade: ICP/USDT/15/SWMA/RMA/7570

Strategy
ICP/USDT/15/SWMA/RMA/7570
Pair
ICP_USDT
Interval
15m
Score
515817
Daily Profit
0.259547
Profit Factor
2.443625
Profitability
70.270270
Streak
48.972868
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 17:35
Expiration Time
2025-12-14 16:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 57133.6591 -10457.6326 67591.2917 56453.4212 -14897.0276 71350.4489
Total P&L (%) 57.1337 -10.4576 67.5913 56.4534 -14.897 71.3504
Avg Daily Profit (%) 0.2194 -0.0402 0.2595 0.172 -0.0619 0.207
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -19328 -25529 -18008 -25054 -26811 -25268
Profit Factor 1.4132 0.8856 2.4436 1.3498 0.8596 2.291
Total Trades 75 38 37 75 38 37
Winning Trades 47 21 26 47 21 26
Losing Trades 28 17 11 28 17 11
Profitability (%) 62.6667 55.2632 70.2703 62.6667 55.2632 70.2703
Ratio Avg Win / Avg Loss 0.8419 0.7169 1.0338 0.8041 0.6959 0.9693
Largest Winning Trade 16527 10691 16527 14479 9463 14479
Largest Losing Trade -13526 -13526 -10398 -20001 -20001 -15251
Avg Bars in Trades 324 389 257 324 389 257
Avg Bars in Winners 246 264 231 246 264 231
Avg Bars in Losers 455 543 318 455 543 318
Bars Traded 24328 14801 9527 24328 14801 9527
Profit Streak 0 0 48.9729 0 0 48.9729
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -54715 -581478 515817 -55553 -581478 434828
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736743500000,
    "first_datapoint_time": 1736936100000,
    "last_datapoint_time": 1759242600000,
    "evaluation_time": 1759242955759,
    "expiration_time": 1765722600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 215,
            "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": [
        [
            57133.659117138,
            -10457.6326153754,
            67591.2917325133,
            56453.4212248959,
            -14897.0276374133,
            71350.4488623092
        ],
        [
            57.133659,
            -10.457633,
            67.591292,
            56.453421,
            -14.897028,
            71.350449
        ],
        [
            0.21939,
            -0.040157,
            0.259547,
            0.172019,
            -0.061922,
            0.207011
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -19328,
            -25529,
            -18008,
            -25054,
            -26811,
            -25268
        ],
        [
            1.413221,
            0.885638,
            2.443625,
            1.349792,
            0.859625,
            2.29098
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            28,
            17,
            11,
            28,
            17,
            11
        ],
        [
            62.666667,
            55.263158,
            70.27027,
            62.666667,
            55.263158,
            70.27027
        ],
        [
            0.841919,
            0.716945,
            1.033841,
            0.804132,
            0.695887,
            0.969261
        ],
        [
            16527,
            10691,
            16527,
            14479,
            9463,
            14479
        ],
        [
            -13526,
            -13526,
            -10398,
            -20001,
            -20001,
            -15251
        ],
        [
            324,
            389,
            257,
            324,
            389,
            257
        ],
        [
            246,
            264,
            231,
            246,
            264,
            231
        ],
        [
            455,
            543,
            318,
            455,
            543,
            318
        ],
        [
            24328,
            14801,
            9527,
            24328,
            14801,
            9527
        ],
        [
            0,
            0,
            48.972868,
            0,
            0,
            48.972868
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -54715,
            -581478,
            515817,
            -55553,
            -581478,
            434828
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736743500000,
    "first_datapoint_time": 1736936100000,
    "last_datapoint_time": 1759242600000,
    "evaluation_time": 1759242955759,
    "expiration_time": 1765722600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 215,
            "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)