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Trade: ICP/USDT/480/ZLMA/HMA/2120

Strategy
ICP/USDT/480/ZLMA/HMA/2120
Pair
ICP_USDT
Interval
8h
Score
321017
Daily Profit
0.150599
Profit Factor
1.201126
Profitability
49.746193
Streak
0.000000
Best Strategy
Training Data Length
1600.000000
Evaluation Time
2025-09-26 23:03
Expiration Time
2025-11-13 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 240958.3188 70184.2843 170774.0345 40904.4768 48648.4562 -7743.9795
Total P&L (%) 240.9583 70.1843 170.774 40.9045 48.6485 -7.744
Avg Daily Profit (%) 0.1506 0.0439 0.1067 0.0214 0.0248 -0.005
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137650 -82827 -133694 -473238 -276224 -372928
Profit Factor 1.2011 1.1118 1.2995 1.016 1.0379 0.9939
Total Trades 394 197 197 394 197 197
Winning Trades 196 90 106 196 90 106
Losing Trades 198 107 91 198 107 91
Profitability (%) 49.7462 45.6853 53.8071 49.7462 45.6853 53.8071
Ratio Avg Win / Avg Loss 1.2134 1.3218 1.1156 1.0263 1.2339 0.8533
Largest Winning Trade 46383 46383 41801 103390 103390 100069
Largest Losing Trade -53521 -43418 -53521 -163244 -52279 -163244
Avg Bars in Trades 11 12 11 11 12 11
Avg Bars in Winners 14 15 13 14 15 13
Avg Bars in Losers 9 10 9 9 10 9
Bars Traded 4699 2450 2249 4699 2450 2249
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 321017 -232798 -49166 -367084 -341005 -579530

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4800,
    "evaluation_days": 1600,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621497600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758917008667,
    "expiration_time": 1763049600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 25,
            "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": [
        [
            240958.3187922708,
            70184.2843257549,
            170774.0344665151,
            40904.4767544465,
            48648.4562421252,
            -7743.979487679
        ],
        [
            240.958319,
            70.184284,
            170.774034,
            40.904477,
            48.648456,
            -7.743979
        ],
        [
            0.150599,
            0.043865,
            0.106734,
            0.021434,
            0.024779,
            -0.005038
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137650,
            -82827,
            -133694,
            -473238,
            -276224,
            -372928
        ],
        [
            1.201126,
            1.111793,
            1.299479,
            1.015976,
            1.037879,
            0.993931
        ],
        [
            394,
            197,
            197,
            394,
            197,
            197
        ],
        [
            196,
            90,
            106,
            196,
            90,
            106
        ],
        [
            198,
            107,
            91,
            198,
            107,
            91
        ],
        [
            49.746193,
            45.685279,
            53.807107,
            49.746193,
            45.685279,
            53.807107
        ],
        [
            1.213383,
            1.321798,
            1.115591,
            1.026343,
            1.233923,
            0.853281
        ],
        [
            46383,
            46383,
            41801,
            103390,
            103390,
            100069
        ],
        [
            -53521,
            -43418,
            -53521,
            -163244,
            -52279,
            -163244
        ],
        [
            11,
            12,
            11,
            11,
            12,
            11
        ],
        [
            14,
            15,
            13,
            14,
            15,
            13
        ],
        [
            9,
            10,
            9,
            9,
            10,
            9
        ],
        [
            4699,
            2450,
            2249,
            4699,
            2450,
            2249
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321017,
            -232798,
            -49166,
            -367084,
            -341005,
            -579530
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4800,
    "evaluation_days": 1600,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621497600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758917008667,
    "expiration_time": 1763049600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 25,
            "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)