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Trade: ICP/USDT/5/SWMA/EMA/8675

Strategy
ICP/USDT/5/SWMA/EMA/8675
Pair
ICP_USDT
Interval
5m
Score
353376
Daily Profit
0.296432
Profit Factor
2.238738
Profitability
76.315789
Streak
6.936960
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 13:19
Expiration Time
2025-12-25 12:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 23998.6713 -1734.6077 25733.2789 23654.6343 -3725.5217 27380.156
Total P&L (%) 23.9987 -1.7346 25.7333 23.6546 -3.7255 27.3802
Avg Daily Profit (%) 0.2765 -0.02 0.2964 0.2449 -0.0437 0.2792
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -16246 -15226 -8389 -16421 -17782 -8135
Profit Factor 1.3869 0.958 2.2387 1.3597 0.916 2.2778
Total Trades 76 38 38 76 38 38
Winning Trades 52 23 29 52 23 29
Losing Trades 24 15 9 24 15 9
Profitability (%) 68.4211 60.5263 76.3158 68.4211 60.5263 76.3158
Ratio Avg Win / Avg Loss 0.6401 0.6248 0.6948 0.6276 0.5974 0.7069
Largest Winning Trade 6857 6857 4998 6758 6758 5886
Largest Losing Trade -8902 -8902 -7834 -10254 -10254 -7599
Avg Bars in Trades 317 327 307 317 327 307
Avg Bars in Winners 197 181 209 197 181 209
Avg Bars in Losers 577 550 623 577 550 623
Bars Traded 24118 12435 11683 24118 12435 11683
Profit Streak 2.6592 2.6592 6.937 2.6592 2.6592 6.937
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -50668 -582814 353376 -51333 -582814 346044
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752678000000,
    "first_datapoint_time": 1752801300000,
    "last_datapoint_time": 1760177700000,
    "evaluation_time": 1760177953334,
    "expiration_time": 1766657700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 163,
            "offset": 249
        }
    }
}
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": [
        [
            23998.6712847105,
            -1734.6076644377,
            25733.2789491483,
            23654.6342674946,
            -3725.521704929,
            27380.1559724236
        ],
        [
            23.998671,
            -1.734608,
            25.733279,
            23.654634,
            -3.725522,
            27.380156
        ],
        [
            0.276451,
            -0.019982,
            0.296432,
            0.244882,
            -0.043726,
            0.279165
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -16246,
            -15226,
            -8389,
            -16421,
            -17782,
            -8135
        ],
        [
            1.386864,
            0.957959,
            2.238738,
            1.35971,
            0.915963,
            2.277753
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            52,
            23,
            29,
            52,
            23,
            29
        ],
        [
            24,
            15,
            9,
            24,
            15,
            9
        ],
        [
            68.421053,
            60.526316,
            76.315789,
            68.421053,
            60.526316,
            76.315789
        ],
        [
            0.640091,
            0.624756,
            0.694781,
            0.627559,
            0.597367,
            0.706889
        ],
        [
            6857,
            6857,
            4998,
            6758,
            6758,
            5886
        ],
        [
            -8902,
            -8902,
            -7834,
            -10254,
            -10254,
            -7599
        ],
        [
            317,
            327,
            307,
            317,
            327,
            307
        ],
        [
            197,
            181,
            209,
            197,
            181,
            209
        ],
        [
            577,
            550,
            623,
            577,
            550,
            623
        ],
        [
            24118,
            12435,
            11683,
            24118,
            12435,
            11683
        ],
        [
            2.659182,
            2.659182,
            6.93696,
            2.659182,
            2.659182,
            6.93696
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50668,
            -582814,
            353376,
            -51333,
            -582814,
            346044
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752678000000,
    "first_datapoint_time": 1752801300000,
    "last_datapoint_time": 1760177700000,
    "evaluation_time": 1760177953334,
    "expiration_time": 1766657700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 163,
            "offset": 249
        }
    }
}

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)