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Trade: ICP/USDT/15/WMA/HILO/9316

Strategy
ICP/USDT/15/WMA/HILO/9316
Pair
ICP_USDT
Interval
15m
Score
338413
Daily Profit
0.238405
Profit Factor
1.564194
Profitability
48.181818
Streak
10.600867
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 13:25
Expiration Time
2025-12-12 12:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 51294.7698 -10790.5539 62085.3238 43438.8447 -20577.377 64016.2217
Total P&L (%) 51.2948 -10.7906 62.0853 43.4388 -20.5774 64.0162
Avg Daily Profit (%) 0.197 -0.0414 0.2384 0.1386 -0.0884 0.1902
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35908 -28282 -24836 -64726 -47616 -41254
Profit Factor 1.2236 0.9096 1.5642 1.1309 0.8802 1.3997
Total Trades 220 110 110 220 110 110
Winning Trades 96 43 53 96 43 53
Losing Trades 124 67 57 124 67 57
Profitability (%) 43.6364 39.0909 48.1818 43.6364 39.0909 48.1818
Ratio Avg Win / Avg Loss 1.5805 1.4173 1.6822 1.4607 1.3715 1.5054
Largest Winning Trade 20642 18487 20642 27249 27249 20848
Largest Losing Trade -9450 -9450 -8693 -13338 -11366 -13338
Avg Bars in Trades 111 99 123 111 99 123
Avg Bars in Winners 170 147 189 170 147 189
Avg Bars in Losers 65 68 62 65 68 62
Bars Traded 24526 10895 13631 24526 10895 13631
Profit Streak 3.3509 0 10.6009 3.3509 0 10.6009
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 127443 -585010 338413 -90008 -585010 292027
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736555400000,
    "first_datapoint_time": 1736784900000,
    "last_datapoint_time": 1759054500000,
    "evaluation_time": 1759055114956,
    "expiration_time": 1765534500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 71,
            "offset": 185
        }
    },
    "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": [
        [
            51294.7698414485,
            -10790.5539204905,
            62085.323761939,
            43438.8447098543,
            -20577.3769754571,
            64016.2216853113
        ],
        [
            51.29477,
            -10.790554,
            62.085324,
            43.438845,
            -20.577377,
            64.016222
        ],
        [
            0.196969,
            -0.041435,
            0.238405,
            0.138618,
            -0.088428,
            0.19018
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35908,
            -28282,
            -24836,
            -64726,
            -47616,
            -41254
        ],
        [
            1.223611,
            0.909589,
            1.564194,
            1.130867,
            0.880214,
            1.399737
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            96,
            43,
            53,
            96,
            43,
            53
        ],
        [
            124,
            67,
            57,
            124,
            67,
            57
        ],
        [
            43.636364,
            39.090909,
            48.181818,
            43.636364,
            39.090909,
            48.181818
        ],
        [
            1.580497,
            1.417267,
            1.682246,
            1.460704,
            1.371497,
            1.505378
        ],
        [
            20642,
            18487,
            20642,
            27249,
            27249,
            20848
        ],
        [
            -9450,
            -9450,
            -8693,
            -13338,
            -11366,
            -13338
        ],
        [
            111,
            99,
            123,
            111,
            99,
            123
        ],
        [
            170,
            147,
            189,
            170,
            147,
            189
        ],
        [
            65,
            68,
            62,
            65,
            68,
            62
        ],
        [
            24526,
            10895,
            13631,
            24526,
            10895,
            13631
        ],
        [
            3.350867,
            0,
            10.600867,
            3.350868,
            0,
            10.600868
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            127443,
            -585010,
            338413,
            -90008,
            -585010,
            292027
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736555400000,
    "first_datapoint_time": 1736784900000,
    "last_datapoint_time": 1759054500000,
    "evaluation_time": 1759055114956,
    "expiration_time": 1765534500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 71,
            "offset": 185
        }
    },
    "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)