← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ICP/USDT/5/SWMA/RMA/9309

Strategy
ICP/USDT/5/SWMA/RMA/9309
Pair
ICP_USDT
Interval
5m
Score
306560
Daily Profit
0.413156
Profit Factor
2.221284
Profitability
66.666667
Streak
1.743724
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-06 15:05
Expiration Time
2025-12-20 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 54152.4213 22105.9883 32046.433 66180.7219 23145.3308 43035.3911
Total P&L (%) 54.1524 22.106 32.0464 66.1807 23.1453 43.0354
Avg Daily Profit (%) 0.6238 0.2546 0.3692 0.5868 0.2401 0.4132
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -15574 -14585 -11568 -19915 -23311 -14744
Profit Factor 1.9708 1.7741 2.1771 1.8427 1.5346 2.2213
Total Trades 71 35 36 71 35 36
Winning Trades 42 18 24 42 18 24
Losing Trades 29 17 12 29 17 12
Profitability (%) 59.1549 51.4286 66.6667 59.1549 51.4286 66.6667
Ratio Avg Win / Avg Loss 1.3608 1.6755 1.0885 1.2724 1.4494 1.1106
Largest Winning Trade 8277 8277 6757 11706 11706 8020
Largest Losing Trade -7983 -4809 -7983 -10045 -7447 -10045
Avg Bars in Trades 347 356 338 347 356 338
Avg Bars in Winners 303 293 310 303 293 310
Avg Bars in Losers 410 422 393 410 422 393
Bars Traded 24651 12464 12187 24651 12464 12187
Profit Streak 1.7437 9.3757 1.7437 1.7437 9.3757 1.7437
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -80809 216757 254785 -80571 160752 306560
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752252300000,
    "first_datapoint_time": 1752322800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759752357767,
    "expiration_time": 1766232000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 236,
            "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": [
        [
            54152.421276169,
            22105.9882778749,
            32046.4329982941,
            66180.7219190832,
            23145.330836563,
            43035.39108252
        ],
        [
            54.152421,
            22.105988,
            32.046433,
            66.180722,
            23.145331,
            43.035391
        ],
        [
            0.623804,
            0.254648,
            0.369156,
            0.586792,
            0.240116,
            0.413156
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -15574,
            -14585,
            -11568,
            -19915,
            -23311,
            -14744
        ],
        [
            1.970773,
            1.774107,
            2.177053,
            1.842742,
            1.534628,
            2.221284
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            42,
            18,
            24,
            42,
            18,
            24
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            59.15493,
            51.428571,
            66.666667,
            59.15493,
            51.428571,
            66.666667
        ],
        [
            1.360772,
            1.675545,
            1.088526,
            1.272369,
            1.449371,
            1.110642
        ],
        [
            8277,
            8277,
            6757,
            11706,
            11706,
            8020
        ],
        [
            -7983,
            -4809,
            -7983,
            -10045,
            -7447,
            -10045
        ],
        [
            347,
            356,
            338,
            347,
            356,
            338
        ],
        [
            303,
            293,
            310,
            303,
            293,
            310
        ],
        [
            410,
            422,
            393,
            410,
            422,
            393
        ],
        [
            24651,
            12464,
            12187,
            24651,
            12464,
            12187
        ],
        [
            1.743724,
            9.375669,
            1.743724,
            1.743724,
            9.375669,
            1.743724
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -80809,
            216757,
            254785,
            -80571,
            160752,
            306560
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752252300000,
    "first_datapoint_time": 1752322800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759752357767,
    "expiration_time": 1766232000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 236,
            "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)