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Trade: ICP/USDT/240/DCM/WMA/5165

Strategy
ICP/USDT/240/DCM/WMA/5165
Pair
ICP_USDT
Interval
4h
Score
378028
Daily Profit
0.226572
Profit Factor
1.523204
Profitability
45.086705
Streak
10.516364
Best Strategy
Training Data Length
1597.670000
Evaluation Time
2025-09-26 07:23
Expiration Time
2025-11-11 12:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 361987.9798 186952.4655 175035.5143 291702.1985 176354.3377 115347.8608
Total P&L (%) 361.988 186.9525 175.0355 291.7022 176.3543 115.3479
Avg Daily Profit (%) 0.2266 0.117 0.1096 0.0855 0.0636 0.048
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93385 -76730 -40181 -614367 -513778 -315955
Profit Factor 1.5232 1.475 1.5868 1.1188 1.1324 1.1026
Total Trades 173 87 86 173 87 86
Winning Trades 78 35 43 78 35 43
Losing Trades 95 52 43 95 52 43
Profitability (%) 45.0867 40.2299 50 45.0867 40.2299 50
Ratio Avg Win / Avg Loss 1.8552 2.1914 1.5868 1.3626 1.6825 1.1026
Largest Winning Trade 226873 226873 57385 380148 380148 253087
Largest Losing Trade -23360 -19442 -23360 -140368 -103247 -140368
Avg Bars in Trades 53 44 62 53 44 62
Avg Bars in Winners 74 58 88 74 58 88
Avg Bars in Losers 36 35 37 36 35 37
Bars Traded 9264 3854 5410 9264 3854 5410
Profit Streak 10.5164 10.5164 47.3497 10.5164 10.5164 47.3497
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378028 -37990 -43117 -168584 -185161 -235754

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9586,
    "evaluation_days": 1597.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622073600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860613852,
    "expiration_time": 1762856352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 24,
            "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": [
        [
            361987.9797805145,
            186952.4655120484,
            175035.5142684664,
            291702.198483934,
            176354.3376872244,
            115347.8607967096
        ],
        [
            361.98798,
            186.952466,
            175.035514,
            291.702198,
            176.354338,
            115.347861
        ],
        [
            0.226572,
            0.117016,
            0.109557,
            0.085494,
            0.063645,
            0.048024
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93385,
            -76730,
            -40181,
            -614367,
            -513778,
            -315955
        ],
        [
            1.523204,
            1.474999,
            1.586811,
            1.118785,
            1.132428,
            1.10262
        ],
        [
            173,
            87,
            86,
            173,
            87,
            86
        ],
        [
            78,
            35,
            43,
            78,
            35,
            43
        ],
        [
            95,
            52,
            43,
            95,
            52,
            43
        ],
        [
            45.086705,
            40.229885,
            50,
            45.086705,
            40.229885,
            50
        ],
        [
            1.855184,
            2.191427,
            1.586811,
            1.362622,
            1.682465,
            1.10262
        ],
        [
            226873,
            226873,
            57385,
            380148,
            380148,
            253087
        ],
        [
            -23360,
            -19442,
            -23360,
            -140368,
            -103247,
            -140368
        ],
        [
            53,
            44,
            62,
            53,
            44,
            62
        ],
        [
            74,
            58,
            88,
            74,
            58,
            88
        ],
        [
            36,
            35,
            37,
            36,
            35,
            37
        ],
        [
            9264,
            3854,
            5410,
            9264,
            3854,
            5410
        ],
        [
            10.516364,
            10.516364,
            47.349697,
            10.516364,
            10.516364,
            47.349697
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378028,
            -37990,
            -43117,
            -168584,
            -185161,
            -235754
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9586,
    "evaluation_days": 1597.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622073600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860613852,
    "expiration_time": 1762856352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 24,
            "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)