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Trade: ICP/USDT/720/HWMA/VWAP/7262

Strategy
ICP/USDT/720/HWMA/VWAP/7262
Pair
ICP_USDT
Interval
12h
Score
417036
Daily Profit
0.229391
Profit Factor
1.547370
Profitability
57.142857
Streak
18.851957
Best Strategy
Training Data Length
1604.500000
Evaluation Time
2025-10-01 11:26
Expiration Time
2025-11-18 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 368058.5049 74394.4456 293664.0592 403131.8291 240027.2394 163104.5896
Total P&L (%) 368.0585 74.3944 293.6641 403.1318 240.0272 163.1046
Avg Daily Profit (%) 0.2294 0.0464 0.183 0.1007 0.0763 0.0603
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106222 -63366 -112675 -808178 -336616 -532481
Profit Factor 1.5474 1.2223 1.8696 1.1486 1.1978 1.1087
Total Trades 133 66 67 133 66 67
Winning Trades 76 34 42 76 34 42
Losing Trades 57 32 25 57 32 25
Profitability (%) 57.1429 51.5152 62.6866 57.1429 51.5152 62.6866
Ratio Avg Win / Avg Loss 1.1605 1.1504 1.1129 0.8614 1.1274 0.66
Largest Winning Trade 51564 51564 50370 170751 170751 130075
Largest Losing Trade -44620 -37835 -44620 -316898 -146924 -316898
Avg Bars in Trades 24 24 23 24 24 23
Avg Bars in Winners 26 26 26 26 26 26
Avg Bars in Losers 20 21 19 20 21 19
Bars Traded 3199 1594 1605 3199 1594 1605
Profit Streak 18.852 0 65.352 18.852 0 65.352
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 417036 -255082 -103872 -115133 -217684 -328783
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3209,
    "evaluation_days": 1604.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1620691200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759307209071,
    "expiration_time": 1763435664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.10408,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            368058.5048619767,
            74394.4456237619,
            293664.0592382147,
            403131.8290566527,
            240027.2394098811,
            163104.5896467716
        ],
        [
            368.058505,
            74.394446,
            293.664059,
            403.131829,
            240.027239,
            163.10459
        ],
        [
            0.229391,
            0.046366,
            0.183025,
            0.100748,
            0.076306,
            0.06031
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106222,
            -63366,
            -112675,
            -808178,
            -336616,
            -532481
        ],
        [
            1.54737,
            1.222267,
            1.869589,
            1.148563,
            1.197831,
            1.108718
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            76,
            34,
            42,
            76,
            34,
            42
        ],
        [
            57,
            32,
            25,
            57,
            32,
            25
        ],
        [
            57.142857,
            51.515152,
            62.686567,
            57.142857,
            51.515152,
            62.686567
        ],
        [
            1.160528,
            1.150369,
            1.112851,
            0.861422,
            1.12737,
            0.659951
        ],
        [
            51564,
            51564,
            50370,
            170751,
            170751,
            130075
        ],
        [
            -44620,
            -37835,
            -44620,
            -316898,
            -146924,
            -316898
        ],
        [
            24,
            24,
            23,
            24,
            24,
            23
        ],
        [
            26,
            26,
            26,
            26,
            26,
            26
        ],
        [
            20,
            21,
            19,
            20,
            21,
            19
        ],
        [
            3199,
            1594,
            1605,
            3199,
            1594,
            1605
        ],
        [
            18.851957,
            0,
            65.351957,
            18.851957,
            0,
            65.351957
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417036,
            -255082,
            -103872,
            -115133,
            -217684,
            -328783
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3209,
    "evaluation_days": 1604.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1620691200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759307209071,
    "expiration_time": 1763435664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.10408,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)