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Trade: ICP/USDT/360/HMA/KCB/4516

Strategy
ICP/USDT/360/HMA/KCB/4516
Pair
ICP_USDT
Interval
6h
Score
305743
Daily Profit
0.207324
Profit Factor
1.331159
Profitability
47.244094
Streak
0.000000
Best Strategy
Training Data Length
1597.750000
Evaluation Time
2025-09-26 23:34
Expiration Time
2025-11-11 12:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 331251.5534 117652.3917 213599.1617 308689.1612 76287.674 232401.4872
Total P&L (%) 331.2516 117.6524 213.5992 308.6892 76.2877 232.4015
Avg Daily Profit (%) 0.2073 0.0736 0.1337 0.0881 0.0355 0.0752
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116328 -114382 -82849 -870172 -435782 -556768
Profit Factor 1.3312 1.2257 1.446 1.1166 1.054 1.1883
Total Trades 254 127 127 254 127 127
Winning Trades 120 54 66 120 54 66
Losing Trades 134 73 61 134 73 61
Profitability (%) 47.2441 42.5197 51.9685 47.2441 42.5197 51.9685
Ratio Avg Win / Avg Loss 1.4865 1.6569 1.3364 1.2469 1.4249 1.0982
Largest Winning Trade 54757 54757 43149 150034 150034 143478
Largest Losing Trade -30967 -24309 -30967 -206911 -103129 -206911
Avg Bars in Trades 24 26 22 24 26 22
Avg Bars in Winners 31 35 28 31 35 28
Avg Bars in Losers 18 20 15 18 20 15
Bars Traded 6267 3396 2871 6267 3396 2871
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305743 -96732 -13265 -166974 -309444 -105651

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6391,
    "evaluation_days": 1597.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622397600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758918844478,
    "expiration_time": 1762856568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 13,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            331251.5533656043,
            117652.3917004572,
            213599.1616651473,
            308689.16116935,
            76287.6740006292,
            232401.4871687206
        ],
        [
            331.251553,
            117.652392,
            213.599162,
            308.689161,
            76.287674,
            232.401487
        ],
        [
            0.207324,
            0.073636,
            0.133687,
            0.088149,
            0.03549,
            0.075207
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116328,
            -114382,
            -82849,
            -870172,
            -435782,
            -556768
        ],
        [
            1.331159,
            1.225686,
            1.445956,
            1.116629,
            1.054016,
            1.188264
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            120,
            54,
            66,
            120,
            54,
            66
        ],
        [
            134,
            73,
            61,
            134,
            73,
            61
        ],
        [
            47.244094,
            42.519685,
            51.968504,
            47.244094,
            42.519685,
            51.968504
        ],
        [
            1.486461,
            1.656946,
            1.336414,
            1.246903,
            1.424874,
            1.098244
        ],
        [
            54757,
            54757,
            43149,
            150034,
            150034,
            143478
        ],
        [
            -30967,
            -24309,
            -30967,
            -206911,
            -103129,
            -206911
        ],
        [
            24,
            26,
            22,
            24,
            26,
            22
        ],
        [
            31,
            35,
            28,
            31,
            35,
            28
        ],
        [
            18,
            20,
            15,
            18,
            20,
            15
        ],
        [
            6267,
            3396,
            2871,
            6267,
            3396,
            2871
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305743,
            -96732,
            -13265,
            -166974,
            -309444,
            -105651
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6391,
    "evaluation_days": 1597.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622397600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758918844478,
    "expiration_time": 1762856568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 13,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)