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Trade: ICP/USDT/360/PWMA/TEMA/6564

Strategy
ICP/USDT/360/PWMA/TEMA/6564
Pair
ICP_USDT
Interval
6h
Score
334753
Daily Profit
0.184378
Profit Factor
1.466015
Profitability
60.869565
Streak
9.648111
Best Strategy
Training Data Length
1603.000000
Evaluation Time
2025-09-30 00:33
Expiration Time
2025-11-16 22:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 295558.0314 158471.9769 137086.0545 -468370.4827 -166896.0105 -301474.4722
Total P&L (%) 295.558 158.472 137.0861 -468.3705 -166.896 -301.4745
Avg Daily Profit (%) 0.1844 0.0989 0.0855 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177038 -106261 -169055 -520812 -250450 -313896
Profit Factor 1.466 1.5196 1.4163 0.4562 0.59 0.3362
Total Trades 115 57 58 115 57 58
Winning Trades 70 32 38 52 23 29
Losing Trades 45 25 20 63 34 29
Profitability (%) 60.8696 56.1404 65.5172 45.2174 40.3509 50
Ratio Avg Win / Avg Loss 0.9424 1.1872 0.7454 0.5527 0.8722 0.3362
Largest Winning Trade 72927 72927 36916 54907 54907 17477
Largest Losing Trade -136841 -54380 -136841 -83191 -55323 -83191
Avg Bars in Trades 53 60 46 53 60 46
Avg Bars in Winners 40 44 37 42 48 38
Avg Bars in Losers 73 81 64 62 68 54
Bars Traded 6140 3440 2700 6140 3440 2700
Profit Streak 9.6481 0 13.3981 0 45.6481 0
Trades During Streak 1 0 1 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334753 -238826 -257094 -582332 -763166 -760833
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6412,
    "evaluation_days": 1603,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623088800000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759181596845,
    "expiration_time": 1763323776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 35,
            "offset": 77
        }
    }
}
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": [
        [
            295558.0314120136,
            158471.9769115839,
            137086.0545004297,
            -468370.4826721749,
            -166896.0104942617,
            -301474.4721779132
        ],
        [
            295.558031,
            158.471977,
            137.086055,
            -468.370483,
            -166.89601,
            -301.474472
        ],
        [
            0.184378,
            0.09886,
            0.085518,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177038,
            -106261,
            -169055,
            -520812,
            -250450,
            -313896
        ],
        [
            1.466015,
            1.519642,
            1.416346,
            0.456199,
            0.59003,
            0.336248
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            70,
            32,
            38,
            52,
            23,
            29
        ],
        [
            45,
            25,
            20,
            63,
            34,
            29
        ],
        [
            60.869565,
            56.140351,
            65.517241,
            45.217391,
            40.350877,
            50
        ],
        [
            0.942438,
            1.18722,
            0.745445,
            0.552703,
            0.872218,
            0.336248
        ],
        [
            72927,
            72927,
            36916,
            54907,
            54907,
            17477
        ],
        [
            -136841,
            -54380,
            -136841,
            -83191,
            -55323,
            -83191
        ],
        [
            53,
            60,
            46,
            53,
            60,
            46
        ],
        [
            40,
            44,
            37,
            42,
            48,
            38
        ],
        [
            73,
            81,
            64,
            62,
            68,
            54
        ],
        [
            6140,
            3440,
            2700,
            6140,
            3440,
            2700
        ],
        [
            9.648111,
            0,
            13.398112,
            0,
            45.648112,
            0
        ],
        [
            1,
            0,
            1,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334753,
            -238826,
            -257094,
            -582332,
            -763166,
            -760833
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6412,
    "evaluation_days": 1603,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623088800000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759181596845,
    "expiration_time": 1763323776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 35,
            "offset": 77
        }
    }
}

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)