← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ICP/USDT/15/SINWMA/EMA/4825

Strategy
ICP/USDT/15/SINWMA/EMA/4825
Pair
ICP_USDT
Interval
15m
Score
382066
Daily Profit
0.255378
Profit Factor
1.628483
Profitability
56.565657
Streak
7.396267
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 07:15
Expiration Time
2025-12-26 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 55411.8251 -11093.6586 66505.4838 42706.8018 -24771.1627 67477.9646
Total P&L (%) 55.4118 -11.0937 66.5055 42.7068 -24.7712 67.478
Avg Daily Profit (%) 0.2128 -0.0426 0.2554 0.1367 -0.1092 0.1982
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62387 -48184 -29562 -64193 -53156 -29106
Profit Factor 1.2135 0.9278 1.6285 1.1725 0.8378 1.711
Total Trades 198 99 99 198 99 99
Winning Trades 111 55 56 111 55 56
Losing Trades 87 44 43 87 44 43
Profitability (%) 56.0606 55.5556 56.5657 56.0606 55.5556 56.5657
Ratio Avg Win / Avg Loss 0.9512 0.7422 1.2504 0.919 0.6702 1.3138
Largest Winning Trade 26995 9121 26995 30334 8252 30334
Largest Losing Trade -19560 -19560 -15069 -22874 -22874 -14210
Avg Bars in Trades 124 132 116 124 132 116
Avg Bars in Winners 96 89 103 96 89 103
Avg Bars in Losers 160 186 133 160 186 133
Bars Traded 24653 13132 11520 24653 13132 11520
Profit Streak 1.5004 0 7.3963 1.5004 0 7.3963
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 92154 -581743 382066 -47160 -581743 372544
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737742500000,
    "first_datapoint_time": 1737884700000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760242537466,
    "expiration_time": 1766721600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 159,
            "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": [
        [
            55411.8251279846,
            -11093.6586240714,
            66505.4837520561,
            42706.8018126434,
            -24771.1627373876,
            67477.9645500309
        ],
        [
            55.411825,
            -11.093659,
            66.505484,
            42.706802,
            -24.771163,
            67.477965
        ],
        [
            0.212779,
            -0.042599,
            0.255378,
            0.13665,
            -0.109239,
            0.198215
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62387,
            -48184,
            -29562,
            -64193,
            -53156,
            -29106
        ],
        [
            1.213546,
            0.927806,
            1.628483,
            1.172462,
            0.837806,
            1.711001
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            56.060606,
            55.555556,
            56.565657,
            56.060606,
            55.555556,
            56.565657
        ],
        [
            0.951158,
            0.742245,
            1.250442,
            0.918956,
            0.670245,
            1.313804
        ],
        [
            26995,
            9121,
            26995,
            30334,
            8252,
            30334
        ],
        [
            -19560,
            -19560,
            -15069,
            -22874,
            -22874,
            -14210
        ],
        [
            124,
            132,
            116,
            124,
            132,
            116
        ],
        [
            96,
            89,
            103,
            96,
            89,
            103
        ],
        [
            160,
            186,
            133,
            160,
            186,
            133
        ],
        [
            24653,
            13132,
            11520,
            24653,
            13132,
            11520
        ],
        [
            1.500434,
            0,
            7.396267,
            1.500434,
            0,
            7.396267
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            92154,
            -581743,
            382066,
            -47160,
            -581743,
            372544
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737742500000,
    "first_datapoint_time": 1737884700000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760242537466,
    "expiration_time": 1766721600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 159,
            "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)