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Trade: ICP/USDT/360/RMA/SMA/3818

Strategy
ICP/USDT/360/RMA/SMA/3818
Pair
ICP_USDT
Interval
6h
Score
341874
Daily Profit
0.164450
Profit Factor
1.341489
Profitability
63.200000
Streak
22.607586
Best Strategy
Training Data Length
1597.750000
Evaluation Time
2025-09-25 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 262750.3398 100183.126 162567.2138 -32801.5962 -87419.7463 54618.1501
Total P&L (%) 262.7503 100.1831 162.5672 -32.8016 -87.4197 54.6182
Avg Daily Profit (%) 0.1645 0.0627 0.1017 -0.0249 -0.1297 0.0273
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185809 -153912 -116650 -228962 -196694 -79151
Profit Factor 1.3415 1.2709 1.4069 0.9403 0.7002 1.2117
Total Trades 125 62 63 125 62 63
Winning Trades 79 34 45 79 34 45
Losing Trades 46 28 18 46 28 18
Profitability (%) 63.2 54.8387 71.4286 63.2 54.8387 71.4286
Ratio Avg Win / Avg Loss 0.7811 1.0466 0.5628 0.5475 0.5766 0.4847
Largest Winning Trade 66586 58042 66586 66586 50599 66586
Largest Losing Trade -80667 -39028 -80667 -49536 -49269 -49536
Avg Bars in Trades 50 41 59 50 41 59
Avg Bars in Winners 44 35 50 44 35 50
Avg Bars in Losers 61 48 81 61 48 81
Bars Traded 6298 2562 3736 6298 2562 3736
Profit Streak 22.6076 22.6076 63.8576 22.6076 22.6076 63.8576
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341874 -262302 -200587 -577269 -733783 -302098

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": 1622030400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758832495466,
    "expiration_time": 1762856568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 63,
            "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": [
        [
            262750.3397526244,
            100183.1259993091,
            162567.2137533154,
            -32801.5962302619,
            -87419.7463260909,
            54618.1500958289
        ],
        [
            262.75034,
            100.183126,
            162.567214,
            -32.801596,
            -87.419746,
            54.61815
        ],
        [
            0.16445,
            0.062703,
            0.101748,
            -0.024877,
            -0.129663,
            0.027279
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185809,
            -153912,
            -116650,
            -228962,
            -196694,
            -79151
        ],
        [
            1.341489,
            1.270853,
            1.40688,
            0.940321,
            0.700204,
            1.211666
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            79,
            34,
            45,
            79,
            34,
            45
        ],
        [
            46,
            28,
            18,
            46,
            28,
            18
        ],
        [
            63.2,
            54.83871,
            71.428571,
            63.2,
            54.83871,
            71.428571
        ],
        [
            0.78112,
            1.046585,
            0.562752,
            0.547529,
            0.576639,
            0.484666
        ],
        [
            66586,
            58042,
            66586,
            66586,
            50599,
            66586
        ],
        [
            -80667,
            -39028,
            -80667,
            -49536,
            -49269,
            -49536
        ],
        [
            50,
            41,
            59,
            50,
            41,
            59
        ],
        [
            44,
            35,
            50,
            44,
            35,
            50
        ],
        [
            61,
            48,
            81,
            61,
            48,
            81
        ],
        [
            6298,
            2562,
            3736,
            6298,
            2562,
            3736
        ],
        [
            22.607586,
            22.607586,
            63.857586,
            22.607586,
            22.607586,
            63.857586
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341874,
            -262302,
            -200587,
            -577269,
            -733783,
            -302098
        ]
    ]
}
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": 1622030400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758832495466,
    "expiration_time": 1762856568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 63,
            "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)