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Trade: ICP/USDT/360/PWMA/HWMA/5300

Strategy
ICP/USDT/360/PWMA/HWMA/5300
Pair
ICP_USDT
Interval
6h
Score
376138
Daily Profit
0.168402
Profit Factor
1.676968
Profitability
48.091603
Streak
14.472199
Best Strategy
Training Data Length
1606.250000
Evaluation Time
2025-10-03 08:19
Expiration Time
2025-11-20 06:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 385746.6864 115250.3632 270496.3231 674613.9875 444644.0058 229969.9817
Total P&L (%) 385.7467 115.2504 270.4963 674.614 444.644 229.97
Avg Daily Profit (%) 0.2402 0.0718 0.1684 0.1275 0.1056 0.0744
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166862 -124566 -70609 -4137794 -2802472 -2061414
Profit Factor 1.3999 1.2039 1.677 1.0609 1.0716 1.0473
Total Trades 262 131 131 262 131 131
Winning Trades 116 53 63 116 53 63
Losing Trades 146 78 68 146 78 68
Profitability (%) 44.2748 40.458 48.0916 44.2748 40.458 48.0916
Ratio Avg Win / Avg Loss 1.7619 1.7718 1.8101 1.3353 1.577 1.1304
Largest Winning Trade 85214 85214 39470 785038 785038 627666
Largest Losing Trade -26193 -26193 -22362 -816862 -816862 -682484
Avg Bars in Trades 24 23 25 24 23 25
Avg Bars in Winners 35 35 35 35 35 35
Avg Bars in Losers 15 15 16 15 15 16
Bars Traded 6365 3065 3300 6365 3065 3300
Profit Streak 12.4722 0 14.4722 12.4722 0 14.4722
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353075 -100170 376138 -175852 -196352 -262298
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6425,
    "evaluation_days": 1606.25,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621252800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759468797965,
    "expiration_time": 1763613000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.14959
        }
    }
}
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": [
        [
            385746.6863627581,
            115250.3632392108,
            270496.323123548,
            674613.9874801557,
            444644.0057500461,
            229969.9817301084
        ],
        [
            385.746686,
            115.250363,
            270.496323,
            674.613987,
            444.644006,
            229.969982
        ],
        [
            0.240154,
            0.071751,
            0.168402,
            0.127533,
            0.105579,
            0.074352
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166862,
            -124566,
            -70609,
            -4137794,
            -2802472,
            -2061414
        ],
        [
            1.39987,
            1.203943,
            1.676968,
            1.060893,
            1.07158,
            1.047253
        ],
        [
            262,
            131,
            131,
            262,
            131,
            131
        ],
        [
            116,
            53,
            63,
            116,
            53,
            63
        ],
        [
            146,
            78,
            68,
            146,
            78,
            68
        ],
        [
            44.274809,
            40.458015,
            48.091603,
            44.274809,
            40.458015,
            48.091603
        ],
        [
            1.761905,
            1.771841,
            1.810061,
            1.335262,
            1.577042,
            1.130368
        ],
        [
            85214,
            85214,
            39470,
            785038,
            785038,
            627666
        ],
        [
            -26193,
            -26193,
            -22362,
            -816862,
            -816862,
            -682484
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            35,
            35,
            35,
            35,
            35,
            35
        ],
        [
            15,
            15,
            16,
            15,
            15,
            16
        ],
        [
            6365,
            3065,
            3300,
            6365,
            3065,
            3300
        ],
        [
            12.472199,
            0,
            14.472199,
            12.472199,
            0,
            14.472199
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353075,
            -100170,
            376138,
            -175852,
            -196352,
            -262298
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6425,
    "evaluation_days": 1606.25,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621252800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759468797965,
    "expiration_time": 1763613000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.14959
        }
    }
}

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)