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Trade: ICP/USDT/60/HMA/RMA/7433

Strategy
ICP/USDT/60/HMA/RMA/7433
Pair
ICP_USDT
Interval
1h
Score
316967
Daily Profit
0.185642
Profit Factor
1.225621
Profitability
44.057971
Streak
14.925419
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-05 11:12
Expiration Time
2025-12-19 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 193377.7812 158508.5996 34869.1815 110763.2273 49220.009 61543.2183
Total P&L (%) 193.3778 158.5086 34.8692 110.7632 49.22 61.5432
Avg Daily Profit (%) 0.1856 0.1522 0.0335 0.0716 0.0384 0.0461
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73629 -60655 -95986 -155228 -88927 -81095
Profit Factor 1.2256 1.353 1.0855 1.1175 1.0954 1.1443
Total Trades 345 173 172 345 173 172
Winning Trades 152 73 79 152 73 79
Losing Trades 193 100 93 193 100 93
Profitability (%) 44.058 42.1965 45.9302 44.058 42.1965 45.9302
Ratio Avg Win / Avg Loss 1.5562 1.8534 1.2778 1.4189 1.5005 1.347
Largest Winning Trade 67303 67303 20618 49090 49090 32950
Largest Losing Trade -26307 -26307 -16428 -40222 -40222 -25450
Avg Bars in Trades 71 77 65 71 77 65
Avg Bars in Winners 102 113 92 102 113 92
Avg Bars in Losers 47 52 42 47 52 42
Bars Traded 24708 13483 11226 24708 13483 11226
Profit Streak 14.9254 14.9254 21.9671 14.9254 14.9254 21.9671
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316967 238830 -277576 -188043 -259557 -193993
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669651200000,
    "first_datapoint_time": 1670533200000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759651956237,
    "expiration_time": 1766131200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 20,
            "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": [
        [
            193377.7811590681,
            158508.5996312771,
            34869.1815277912,
            110763.2273037418,
            49220.0089870624,
            61543.2183166793
        ],
        [
            193.377781,
            158.5086,
            34.869182,
            110.763227,
            49.220009,
            61.543218
        ],
        [
            0.185642,
            0.152168,
            0.033474,
            0.0716,
            0.038431,
            0.046052
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73629,
            -60655,
            -95986,
            -155228,
            -88927,
            -81095
        ],
        [
            1.225621,
            1.353007,
            1.08545,
            1.117507,
            1.095385,
            1.144266
        ],
        [
            345,
            173,
            172,
            345,
            173,
            172
        ],
        [
            152,
            73,
            79,
            152,
            73,
            79
        ],
        [
            193,
            100,
            93,
            193,
            100,
            93
        ],
        [
            44.057971,
            42.196532,
            45.930233,
            44.057971,
            42.196532,
            45.930233
        ],
        [
            1.556217,
            1.853434,
            1.277808,
            1.41894,
            1.500527,
            1.347048
        ],
        [
            67303,
            67303,
            20618,
            49090,
            49090,
            32950
        ],
        [
            -26307,
            -26307,
            -16428,
            -40222,
            -40222,
            -25450
        ],
        [
            71,
            77,
            65,
            71,
            77,
            65
        ],
        [
            102,
            113,
            92,
            102,
            113,
            92
        ],
        [
            47,
            52,
            42,
            47,
            52,
            42
        ],
        [
            24708,
            13483,
            11226,
            24708,
            13483,
            11226
        ],
        [
            14.925419,
            14.925419,
            21.967086,
            14.925419,
            14.925419,
            21.967086
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316967,
            238830,
            -277576,
            -188043,
            -259557,
            -193993
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669651200000,
    "first_datapoint_time": 1670533200000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759651956237,
    "expiration_time": 1766131200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 20,
            "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)