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Trade: ICP/USDT/240/VWMA/SINWMA/7960

Strategy
ICP/USDT/240/VWMA/SINWMA/7960
Pair
ICP_USDT
Interval
4h
Score
339392
Daily Profit
0.155397
Profit Factor
1.420046
Profitability
65.217391
Streak
27.040875
Best Strategy
Training Data Length
1607.000000
Evaluation Time
2025-10-04 03:58
Expiration Time
2025-11-21 03:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 249723.4125 137548.0737 112175.3388 -456336.9796 424990.0159 -881326.9955
Total P&L (%) 249.7234 137.5481 112.1753 -456.337 424.99 -881.327
Avg Daily Profit (%) 0.1554 0.0856 0.0698 0 0.1032 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -215343 -77256 -208815 -1626778 -193184 -1647904
Profit Factor 1.42 1.6854 1.2848 0.8496 1.6066 0.6222
Total Trades 92 46 46 92 46 46
Winning Trades 60 30 30 52 29 23
Losing Trades 32 16 16 40 17 23
Profitability (%) 65.2174 65.2174 65.2174 56.5217 63.0435 50
Ratio Avg Win / Avg Loss 0.7574 0.8989 0.6852 0.6535 0.9418 0.6222
Largest Winning Trade 55866 55866 36183 220056 159041 220056
Largest Losing Trade -142343 -25436 -142343 -1116726 -158899 -1116726
Avg Bars in Trades 101 60 141 101 60 141
Avg Bars in Winners 94 50 137 98 59 148
Avg Bars in Losers 114 79 149 104 63 134
Bars Traded 9313 2805 6508 9313 2805 6508
Profit Streak 27.0409 0 237.0409 0 117.3742 0
Trades During Streak 1 0 7 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339392 -76220 -97914 -579687 -52167 -580704
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9642,
    "evaluation_days": 1607,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623830400000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759539531585,
    "expiration_time": 1763686944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 185,
            "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": [
        [
            249723.4124782314,
            137548.0737032142,
            112175.3387750173,
            -456336.9795654704,
            424990.0159046645,
            -881326.995470135
        ],
        [
            249.723412,
            137.548074,
            112.175339,
            -456.33698,
            424.990016,
            -881.326995
        ],
        [
            0.155397,
            0.085593,
            0.069804,
            0,
            0.10324,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -215343,
            -77256,
            -208815,
            -1626778,
            -193184,
            -1647904
        ],
        [
            1.420046,
            1.685351,
            1.284841,
            0.849551,
            1.606638,
            0.622169
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            60,
            30,
            30,
            52,
            29,
            23
        ],
        [
            32,
            16,
            16,
            40,
            17,
            23
        ],
        [
            65.217391,
            65.217391,
            65.217391,
            56.521739,
            63.043478,
            50
        ],
        [
            0.757358,
            0.898854,
            0.685249,
            0.6535,
            0.941822,
            0.622169
        ],
        [
            55866,
            55866,
            36183,
            220056,
            159041,
            220056
        ],
        [
            -142343,
            -25436,
            -142343,
            -1116726,
            -158899,
            -1116726
        ],
        [
            101,
            60,
            141,
            101,
            60,
            141
        ],
        [
            94,
            50,
            137,
            98,
            59,
            148
        ],
        [
            114,
            79,
            149,
            104,
            63,
            134
        ],
        [
            9313,
            2805,
            6508,
            9313,
            2805,
            6508
        ],
        [
            27.040875,
            0,
            237.040875,
            0,
            117.374208,
            0
        ],
        [
            1,
            0,
            7,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339392,
            -76220,
            -97914,
            -579687,
            -52167,
            -580704
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9642,
    "evaluation_days": 1607,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623830400000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759539531585,
    "expiration_time": 1763686944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 185,
            "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)