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Trade: ICP/USDT/720/SWMA/HWMA/5131

Strategy
ICP/USDT/720/SWMA/HWMA/5131
Pair
ICP_USDT
Interval
12h
Score
304280
Daily Profit
0.173183
Profit Factor
1.303644
Profitability
43.111111
Streak
17.664637
Best Strategy
Training Data Length
1613.000000
Evaluation Time
2025-10-09 18:57
Expiration Time
2025-11-26 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 279343.8369 109913.5417 169430.2952 107322.6411 202419.0267 -95096.3856
Total P&L (%) 279.3438 109.9135 169.4303 107.3226 202.419 -95.0964
Avg Daily Profit (%) 0.1732 0.0681 0.105 0.0452 0.0686 -0.1868
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -221304 -126621 -107886 -2087860 -991118 -1193923
Profit Factor 1.3036 1.2447 1.3598 1.0213 1.0867 0.965
Total Trades 225 113 112 225 113 112
Winning Trades 97 45 52 97 45 52
Losing Trades 128 68 60 128 68 60
Profitability (%) 43.1111 39.823 46.4286 43.1111 39.823 46.4286
Ratio Avg Win / Avg Loss 1.7203 1.881 1.569 1.3476 1.6421 1.1134
Largest Winning Trade 96942 96942 67133 448434 448434 445738
Largest Losing Trade -27552 -27552 -24239 -304565 -217420 -304565
Avg Bars in Trades 14 12 15 14 12 15
Avg Bars in Winners 20 18 23 20 18 23
Avg Bars in Losers 8 8 9 8 8 9
Bars Traded 3172 1393 1779 3172 1393 1779
Profit Streak 17.6646 17.6646 18.1646 17.6646 17.6646 18.1646
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304280 -104459 -51995 -329827 -228760 -579914
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3226,
    "evaluation_days": 1613,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622073600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760025424638,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.40267,
            "nc": 0.23869
        }
    }
}
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": [
        [
            279343.8368883306,
            109913.5416984859,
            169430.2951898447,
            107322.6411087682,
            202419.0266895995,
            -95096.3855808311
        ],
        [
            279.343837,
            109.913542,
            169.430295,
            107.322641,
            202.419027,
            -95.096386
        ],
        [
            0.173183,
            0.068142,
            0.10504,
            0.045212,
            0.068631,
            -0.186756
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -221304,
            -126621,
            -107886,
            -2087860,
            -991118,
            -1193923
        ],
        [
            1.303644,
            1.244746,
            1.359817,
            1.021255,
            1.086655,
            0.964952
        ],
        [
            225,
            113,
            112,
            225,
            113,
            112
        ],
        [
            97,
            45,
            52,
            97,
            45,
            52
        ],
        [
            128,
            68,
            60,
            128,
            68,
            60
        ],
        [
            43.111111,
            39.823009,
            46.428571,
            43.111111,
            39.823009,
            46.428571
        ],
        [
            1.720272,
            1.88095,
            1.569019,
            1.347636,
            1.642057,
            1.113406
        ],
        [
            96942,
            96942,
            67133,
            448434,
            448434,
            445738
        ],
        [
            -27552,
            -27552,
            -24239,
            -304565,
            -217420,
            -304565
        ],
        [
            14,
            12,
            15,
            14,
            12,
            15
        ],
        [
            20,
            18,
            23,
            20,
            18,
            23
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            3172,
            1393,
            1779,
            3172,
            1393,
            1779
        ],
        [
            17.664637,
            17.664637,
            18.164637,
            17.664637,
            17.664637,
            18.164637
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304280,
            -104459,
            -51995,
            -329827,
            -228760,
            -579914
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3226,
    "evaluation_days": 1613,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622073600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760025424638,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.40267,
            "nc": 0.23869
        }
    }
}

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)