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Trade: ICP/USDT/60/SINWMA/BBU/9555

Strategy
ICP/USDT/60/SINWMA/BBU/9555
Pair
ICP_USDT
Interval
1h
Score
371597
Daily Profit
0.305068
Profit Factor
1.624748
Profitability
44.262295
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-25 22:55
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 317765.3232 275766.1903 41999.1329 183087.9964 78514.0165 104573.98
Total P&L (%) 317.7653 275.7662 41.9991 183.088 78.514 104.574
Avg Daily Profit (%) 0.3051 0.2647 0.0403 0.1 0.0557 0.0687
Buy And Hold Return (%) 12.3656 12.3656 12.3656 12.3656 12.3656 12.3656
Max Trade Drawdown -68520 -64420 -41712 -231894 -300644 -119012
Profit Factor 1.6247 1.7974 1.258 1.1262 1.0791 1.2283
Total Trades 183 91 92 183 91 92
Winning Trades 81 35 46 81 35 46
Losing Trades 102 56 46 102 56 46
Profitability (%) 44.2623 38.4615 50 44.2623 38.4615 50
Ratio Avg Win / Avg Loss 2.046 2.8759 1.258 1.4182 1.7265 1.2283
Largest Winning Trade 266118 266118 14699 238842 238842 42185
Largest Losing Trade -21166 -17875 -21166 -89161 -89161 -69550
Avg Bars in Trades 132 230 35 132 230 35
Avg Bars in Winners 171 346 37 171 346 37
Avg Bars in Losers 101 157 33 101 157 33
Bars Traded 24201 20940 3261 24201 20940 3261
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 371597 244279 -142285 -142529 -256268 -101815

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": 1669305600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758830126944,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 86,
            "offset": 0,
            "std": 1.17264
        }
    }
}
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": [
        [
            317765.3231586776,
            275766.1902814047,
            41999.132877273,
            183087.9964154368,
            78514.0164567985,
            104573.9799586386
        ],
        [
            317.765323,
            275.76619,
            41.999133,
            183.087996,
            78.514016,
            104.57398
        ],
        [
            0.305068,
            0.264747,
            0.040321,
            0.099951,
            0.05565,
            0.06874
        ],
        [
            12.365591,
            12.365591,
            12.365591,
            12.365591,
            12.365591,
            12.365591
        ],
        [
            -68520,
            -64420,
            -41712,
            -231894,
            -300644,
            -119012
        ],
        [
            1.624748,
            1.797432,
            1.257961,
            1.12619,
            1.079078,
            1.22832
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            81,
            35,
            46,
            81,
            35,
            46
        ],
        [
            102,
            56,
            46,
            102,
            56,
            46
        ],
        [
            44.262295,
            38.461538,
            50,
            44.262295,
            38.461538,
            50
        ],
        [
            2.045979,
            2.875892,
            1.257961,
            1.418166,
            1.726524,
            1.22832
        ],
        [
            266118,
            266118,
            14699,
            238842,
            238842,
            42185
        ],
        [
            -21166,
            -17875,
            -21166,
            -89161,
            -89161,
            -69550
        ],
        [
            132,
            230,
            35,
            132,
            230,
            35
        ],
        [
            171,
            346,
            37,
            171,
            346,
            37
        ],
        [
            101,
            157,
            33,
            101,
            157,
            33
        ],
        [
            24201,
            20940,
            3261,
            24201,
            20940,
            3261
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371597,
            244279,
            -142285,
            -142529,
            -256268,
            -101815
        ]
    ]
}
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": 1669305600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758830126944,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 86,
            "offset": 0,
            "std": 1.17264
        }
    }
}

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)