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Trade: ICP/USDT/720/DCU/HWMA/3245

Strategy
ICP/USDT/720/DCU/HWMA/3245
Pair
ICP_USDT
Interval
12h
Score
423190
Daily Profit
0.222992
Profit Factor
1.355166
Profitability
52.044610
Streak
38.089967
Best Strategy
Training Data Length
1611.000000
Evaluation Time
2025-10-07 17:09
Expiration Time
2025-11-24 21:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 359240.6221 150494.8751 208745.7469 348040.0009 375391.4364 -27351.4356
Total P&L (%) 359.2406 150.4949 208.7457 348.04 375.3914 -27.3514
Avg Daily Profit (%) 0.223 0.0934 0.1296 0.0931 0.0968 -0.0198
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174321 -91553 -135328 -1530662 -525581 -1058508
Profit Factor 1.3552 1.2859 1.4303 1.0634 1.1411 0.9903
Total Trades 269 135 134 269 135 134
Winning Trades 140 67 73 140 67 73
Losing Trades 129 68 61 129 68 61
Profitability (%) 52.0446 49.6296 54.4776 52.0446 49.6296 54.4776
Ratio Avg Win / Avg Loss 1.2487 1.3051 1.1952 0.9799 1.1582 0.8275
Largest Winning Trade 105166 105166 41722 723109 723109 258225
Largest Losing Trade -42426 -30139 -42426 -716354 -192395 -716354
Avg Bars in Trades 11 11 11 11 11 11
Avg Bars in Winners 11 11 11 11 11 11
Avg Bars in Losers 11 11 11 11 11 11
Bars Traded 2990 1500 1490 2990 1500 1490
Profit Streak 38.09 38.09 43.59 38.09 38.09 43.59
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423190 -66882 -17078 -217550 -127641 -578697
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3222,
    "evaluation_days": 1611,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1629979200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759846173171,
    "expiration_time": 1764014112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.23924,
            "nc": 0.46618
        }
    }
}
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": [
        [
            359240.6220574159,
            150494.8751207469,
            208745.7469366689,
            348040.0008799258,
            375391.436441385,
            -27351.4355614592
        ],
        [
            359.240622,
            150.494875,
            208.745747,
            348.040001,
            375.391436,
            -27.351436
        ],
        [
            0.222992,
            0.093417,
            0.129575,
            0.093135,
            0.096817,
            -0.019833
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174321,
            -91553,
            -135328,
            -1530662,
            -525581,
            -1058508
        ],
        [
            1.355166,
            1.285922,
            1.430296,
            1.063412,
            1.141121,
            0.99033
        ],
        [
            269,
            135,
            134,
            269,
            135,
            134
        ],
        [
            140,
            67,
            73,
            140,
            67,
            73
        ],
        [
            129,
            68,
            61,
            129,
            68,
            61
        ],
        [
            52.04461,
            49.62963,
            54.477612,
            52.04461,
            49.62963,
            54.477612
        ],
        [
            1.248689,
            1.305114,
            1.195179,
            0.979858,
            1.158152,
            0.827536
        ],
        [
            105166,
            105166,
            41722,
            723109,
            723109,
            258225
        ],
        [
            -42426,
            -30139,
            -42426,
            -716354,
            -192395,
            -716354
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            2990,
            1500,
            1490,
            2990,
            1500,
            1490
        ],
        [
            38.089967,
            38.089967,
            43.589967,
            38.089967,
            38.089967,
            43.589967
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423190,
            -66882,
            -17078,
            -217550,
            -127641,
            -578697
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3222,
    "evaluation_days": 1611,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1629979200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759846173171,
    "expiration_time": 1764014112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.23924,
            "nc": 0.46618
        }
    }
}

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)