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Trade: ICP/USDT/360/SWMA/PWMA/3094

Strategy
ICP/USDT/360/SWMA/PWMA/3094
Pair
ICP_USDT
Interval
6h
Score
510608
Daily Profit
0.335524
Profit Factor
2.110110
Profitability
55.445545
Streak
0.000000
Best Strategy
Training Data Length
1612.500000
Evaluation Time
2025-10-09 12:14
Expiration Time
2025-11-26 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 541033.241 314252.8087 226780.4323 1639195.5665 551330.3835 1087865.1831
Total P&L (%) 541.0332 314.2528 226.7804 1639.1956 551.3304 1087.8652
Avg Daily Profit (%) 0.3355 0.1949 0.1406 0.1773 0.1163 0.1536
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108547 -105065 -35344 -553921 -446713 -372978
Profit Factor 2.1101 2.2001 2.0056 1.8206 1.5203 2.1597
Total Trades 101 51 50 101 51 50
Winning Trades 56 26 30 56 26 30
Losing Trades 45 25 20 45 25 20
Profitability (%) 55.4455 50.9804 60 55.4455 50.9804 60
Ratio Avg Win / Avg Loss 1.6956 2.1155 1.3371 1.463 1.4619 1.4398
Largest Winning Trade 208124 208124 68491 369310 314876 369310
Largest Losing Trade -46664 -39926 -46664 -372978 -221102 -372978
Avg Bars in Trades 60 47 73 60 47 73
Avg Bars in Winners 67 55 78 67 55 78
Avg Bars in Losers 52 40 66 52 40 66
Bars Traded 6132 2443 3689 6132 2443 3689
Profit Streak 0 0 79.3853 0 0 79.3853
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 510608 -168164 -180383 401801 -215854 -167157
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6450,
    "evaluation_days": 1612.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624341600000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760001292060,
    "expiration_time": 1764169200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 102,
            "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": [
        [
            541033.2409936765,
            314252.808651611,
            226780.4323420654,
            1639195.5665212388,
            551330.3834570972,
            1087865.183064142
        ],
        [
            541.033241,
            314.252809,
            226.780432,
            1639.195567,
            551.330383,
            1087.865183
        ],
        [
            0.335524,
            0.194885,
            0.140639,
            0.177274,
            0.116275,
            0.15359
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108547,
            -105065,
            -35344,
            -553921,
            -446713,
            -372978
        ],
        [
            2.11011,
            2.200126,
            2.005592,
            1.820571,
            1.520344,
            2.159674
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            45,
            25,
            20,
            45,
            25,
            20
        ],
        [
            55.445545,
            50.980392,
            60,
            55.445545,
            50.980392,
            60
        ],
        [
            1.695624,
            2.115506,
            1.337061,
            1.462959,
            1.461869,
            1.439782
        ],
        [
            208124,
            208124,
            68491,
            369310,
            314876,
            369310
        ],
        [
            -46664,
            -39926,
            -46664,
            -372978,
            -221102,
            -372978
        ],
        [
            60,
            47,
            73,
            60,
            47,
            73
        ],
        [
            67,
            55,
            78,
            67,
            55,
            78
        ],
        [
            52,
            40,
            66,
            52,
            40,
            66
        ],
        [
            6132,
            2443,
            3689,
            6132,
            2443,
            3689
        ],
        [
            0,
            0,
            79.385325,
            0,
            0,
            79.385325
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            510608,
            -168164,
            -180383,
            401801,
            -215854,
            -167157
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6450,
    "evaluation_days": 1612.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624341600000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760001292060,
    "expiration_time": 1764169200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 102,
            "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)