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Trade: ICP/USDT/360/MIDPRICE/SINWMA/6940

Strategy
ICP/USDT/360/MIDPRICE/SINWMA/6940
Pair
ICP_USDT
Interval
6h
Score
356691
Daily Profit
0.166848
Profit Factor
1.476228
Profitability
60.185185
Streak
54.221701
Best Strategy
Training Data Length
1604.000000
Evaluation Time
2025-10-01 02:19
Expiration Time
2025-11-17 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 267624.4445 100655.8249 166968.6196 -943038.6679 -284436.8319 -658601.836
Total P&L (%) 267.6244 100.6558 166.9686 -943.0387 -284.4368 -658.6018
Avg Daily Profit (%) 0.1668 0.0628 0.1041 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -241687 -52743 -222784 -1956974 -518507 -1518949
Profit Factor 1.4762 1.4988 1.4636 0.707 0.7447 0.687
Total Trades 108 54 54 108 54 54
Winning Trades 65 27 38 53 25 28
Losing Trades 43 27 16 55 29 26
Profitability (%) 60.1852 50 70.3704 49.0741 46.2963 51.8519
Ratio Avg Win / Avg Loss 0.9766 1.4988 0.6162 0.7336 0.8638 0.6379
Largest Winning Trade 49807 37565 49807 221557 221557 172702
Largest Losing Trade -150280 -30146 -150280 -660346 -156724 -660346
Avg Bars in Trades 54 30 79 54 30 79
Avg Bars in Winners 54 30 70 60 31 85
Avg Bars in Losers 55 30 99 49 29 72
Bars Traded 5931 1648 4283 5931 1648 4283
Profit Streak 54.2217 224.2217 54.2217 0 0 0
Trades During Streak 4 6 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356691 -286462 -231026 -580850 -762273 -760593
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6416,
    "evaluation_days": 1604,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624060800000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759274355021,
    "expiration_time": 1763412768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 157,
            "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": [
        [
            267624.4445014644,
            100655.8248666407,
            166968.6196348238,
            -943038.667892847,
            -284436.8318635699,
            -658601.8360292773
        ],
        [
            267.624445,
            100.655825,
            166.96862,
            -943.038668,
            -284.436832,
            -658.601836
        ],
        [
            0.166848,
            0.062753,
            0.104095,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -241687,
            -52743,
            -222784,
            -1956974,
            -518507,
            -1518949
        ],
        [
            1.476228,
            1.498844,
            1.463559,
            0.706954,
            0.74468,
            0.686979
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            65,
            27,
            38,
            53,
            25,
            28
        ],
        [
            43,
            27,
            16,
            55,
            29,
            26
        ],
        [
            60.185185,
            50,
            70.37037,
            49.074074,
            46.296296,
            51.851852
        ],
        [
            0.976582,
            1.498844,
            0.616235,
            0.733632,
            0.863829,
            0.637909
        ],
        [
            49807,
            37565,
            49807,
            221557,
            221557,
            172702
        ],
        [
            -150280,
            -30146,
            -150280,
            -660346,
            -156724,
            -660346
        ],
        [
            54,
            30,
            79,
            54,
            30,
            79
        ],
        [
            54,
            30,
            70,
            60,
            31,
            85
        ],
        [
            55,
            30,
            99,
            49,
            29,
            72
        ],
        [
            5931,
            1648,
            4283,
            5931,
            1648,
            4283
        ],
        [
            54.221701,
            224.221702,
            54.221702,
            0,
            0,
            0
        ],
        [
            4,
            6,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356691,
            -286462,
            -231026,
            -580850,
            -762273,
            -760593
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6416,
    "evaluation_days": 1604,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624060800000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759274355021,
    "expiration_time": 1763412768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 157,
            "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)