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Trade: ICP/USDT/240/PWMA/SINWMA/2274

Strategy
ICP/USDT/240/PWMA/SINWMA/2274
Pair
ICP_USDT
Interval
4h
Score
308385
Daily Profit
0.170566
Profit Factor
1.452065
Profitability
49.606299
Streak
0.000000
Best Strategy
Training Data Length
1608.830000
Evaluation Time
2025-10-05 21:40
Expiration Time
2025-11-23 00:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 274411.4507 127598.6289 146812.8218 121625.7084 15602.9909 106022.7175
Total P&L (%) 274.4115 127.5986 146.8128 121.6257 15.603 106.0227
Avg Daily Profit (%) 0.1706 0.0793 0.0913 0.0495 0.009 0.0449
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118355 -129134 -58159 -203486 -133593 -112883
Profit Factor 1.4521 1.3449 1.6194 1.1551 1.0332 1.3378
Total Trades 127 64 63 127 64 63
Winning Trades 63 28 35 63 28 35
Losing Trades 64 36 28 64 36 28
Profitability (%) 49.6063 43.75 55.5556 49.6063 43.75 55.5556
Ratio Avg Win / Avg Loss 1.4751 1.7291 1.2955 1.1735 1.3284 1.0703
Largest Winning Trade 160368 160368 35198 134057 134057 33217
Largest Losing Trade -31797 -31797 -25883 -60283 -47279 -60283
Avg Bars in Trades 72 68 77 72 68 77
Avg Bars in Winners 79 70 86 79 70 86
Avg Bars in Losers 66 66 66 66 66 66
Bars Traded 9236 4364 4872 9236 4364 4872
Profit Streak 0 0 87.2779 0 0 87.2779
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308385 -227477 -214179 -176536 -516522 -277573
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9653,
    "evaluation_days": 1608.83,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624132800000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759689613270,
    "expiration_time": 1763850096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 180,
            "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": [
        [
            274411.4506570686,
            127598.6288823226,
            146812.8217747464,
            121625.7083912993,
            15602.9909012563,
            106022.7174900429
        ],
        [
            274.411451,
            127.598629,
            146.812822,
            121.625708,
            15.602991,
            106.022717
        ],
        [
            0.170566,
            0.079311,
            0.091254,
            0.049478,
            0.009013,
            0.044938
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118355,
            -129134,
            -58159,
            -203486,
            -133593,
            -112883
        ],
        [
            1.452065,
            1.344877,
            1.619375,
            1.15513,
            1.033184,
            1.337842
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            63,
            28,
            35,
            63,
            28,
            35
        ],
        [
            64,
            36,
            28,
            64,
            36,
            28
        ],
        [
            49.606299,
            43.75,
            55.555556,
            49.606299,
            43.75,
            55.555556
        ],
        [
            1.475114,
            1.729127,
            1.2955,
            1.173466,
            1.328379,
            1.070274
        ],
        [
            160368,
            160368,
            35198,
            134057,
            134057,
            33217
        ],
        [
            -31797,
            -31797,
            -25883,
            -60283,
            -47279,
            -60283
        ],
        [
            72,
            68,
            77,
            72,
            68,
            77
        ],
        [
            79,
            70,
            86,
            79,
            70,
            86
        ],
        [
            66,
            66,
            66,
            66,
            66,
            66
        ],
        [
            9236,
            4364,
            4872,
            9236,
            4364,
            4872
        ],
        [
            0,
            0,
            87.277931,
            0,
            0,
            87.277931
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            308385,
            -227477,
            -214179,
            -176536,
            -516522,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9653,
    "evaluation_days": 1608.83,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624132800000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759689613270,
    "expiration_time": 1763850096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 180,
            "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)