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Trade: ICP/USDT/60/MIDPOINT/SWMA/7029

Strategy
ICP/USDT/60/MIDPOINT/SWMA/7029
Pair
ICP_USDT
Interval
1h
Score
309520
Daily Profit
0.159770
Profit Factor
1.374254
Profitability
47.435897
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 19:36
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 198537.218 166420.0174 32117.2006 107870.1327 107669.6855 200.4472
Total P&L (%) 198.5372 166.42 32.1172 107.8701 107.6697 0.2004
Avg Daily Profit (%) 0.1906 0.1598 0.0308 0.0703 0.0702 0.0002
Buy And Hold Return (%) 18.9753 18.9753 18.9753 18.9753 18.9753 18.9753
Max Trade Drawdown -96223 -60615 -99445 -373875 -233519 -238747
Profit Factor 1.1998 1.3743 1.0585 1.0431 1.0944 1.0001
Total Trades 467 234 233 467 234 233
Winning Trades 215 111 104 215 111 104
Losing Trades 252 123 129 252 123 129
Profitability (%) 46.0385 47.4359 44.6352 46.0385 47.4359 44.6352
Ratio Avg Win / Avg Loss 1.4063 1.5228 1.313 1.2226 1.2127 1.2406
Largest Winning Trade 61750 61750 29845 78779 76990 78779
Largest Losing Trade -43466 -18027 -43466 -85379 -85379 -73534
Avg Bars in Trades 53 49 57 53 49 57
Avg Bars in Winners 58 49 68 58 49 68
Avg Bars in Losers 48 48 48 48 48 48
Bars Traded 24811 11487 13324 24811 11487 13324
Profit Streak 0 0 7.8585 0 0 7.8585
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 278433 309520 -317534 -272248 -217095 -579440

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669140000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758904573728,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 36,
            "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": [
        [
            198537.2180189583,
            166420.0174186171,
            32117.2006003413,
            107870.1327220291,
            107669.6854956918,
            200.4472263375
        ],
        [
            198.537218,
            166.420017,
            32.117201,
            107.870133,
            107.669685,
            0.200447
        ],
        [
            0.190604,
            0.15977,
            0.030834,
            0.070275,
            0.070183,
            0.000192
        ],
        [
            18.975332,
            18.975332,
            18.975332,
            18.975332,
            18.975332,
            18.975332
        ],
        [
            -96223,
            -60615,
            -99445,
            -373875,
            -233519,
            -238747
        ],
        [
            1.199837,
            1.374254,
            1.05852,
            1.043056,
            1.09443,
            1.000147
        ],
        [
            467,
            234,
            233,
            467,
            234,
            233
        ],
        [
            215,
            111,
            104,
            215,
            111,
            104
        ],
        [
            252,
            123,
            129,
            252,
            123,
            129
        ],
        [
            46.038544,
            47.435897,
            44.635193,
            46.038544,
            47.435897,
            44.635193
        ],
        [
            1.406321,
            1.522823,
            1.312972,
            1.222559,
            1.212747,
            1.240567
        ],
        [
            61750,
            61750,
            29845,
            78779,
            76990,
            78779
        ],
        [
            -43466,
            -18027,
            -43466,
            -85379,
            -85379,
            -73534
        ],
        [
            53,
            49,
            57,
            53,
            49,
            57
        ],
        [
            58,
            49,
            68,
            58,
            49,
            68
        ],
        [
            48,
            48,
            48,
            48,
            48,
            48
        ],
        [
            24811,
            11487,
            13324,
            24811,
            11487,
            13324
        ],
        [
            0,
            0,
            7.858492,
            0,
            0,
            7.858492
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            278433,
            309520,
            -317534,
            -272248,
            -217095,
            -579440
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669140000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758904573728,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 36,
            "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)