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Trade: ICP/USDT/15/VWMA/RMA/8018

Strategy
ICP/USDT/15/VWMA/RMA/8018
Pair
ICP_USDT
Interval
15m
Score
392615
Daily Profit
0.228999
Profit Factor
1.728989
Profitability
73.493976
Streak
22.217698
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 13:58
Expiration Time
2025-12-16 12:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 44569.8838 -15065.938 59635.8218 30982.8347 -24265.3056 55248.1403
Total P&L (%) 44.5699 -15.0659 59.6358 30.9828 -24.2653 55.2481
Avg Daily Profit (%) 0.1711 -0.0579 0.229 0.1037 -0.1067 0.169
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33438 -27601 -19898 -39456 -32282 -23560
Profit Factor 1.189 0.9022 1.729 1.1195 0.8556 1.6052
Total Trades 167 84 83 167 84 83
Winning Trades 111 50 61 111 50 61
Losing Trades 56 34 22 56 34 22
Profitability (%) 66.4671 59.5238 73.494 66.4671 59.5238 73.494
Ratio Avg Win / Avg Loss 0.5999 0.6135 0.6236 0.5648 0.5818 0.5789
Largest Winning Trade 8323 7402 8323 8142 6967 8142
Largest Losing Trade -20992 -20992 -16180 -20095 -20095 -18301
Avg Bars in Trades 147 164 129 147 164 129
Avg Bars in Winners 87 75 96 87 75 96
Avg Bars in Losers 266 294 222 266 294 222
Bars Traded 24577 13806 10771 24577 13806 10771
Profit Streak 5.2073 5.2073 22.2177 5.2073 5.2073 22.2177
Trades During Streak 4 2 7 4 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -5434 -579809 392615 -145038 -579809 355040
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736902800000,
    "first_datapoint_time": 1736982000000,
    "last_datapoint_time": 1759401900000,
    "evaluation_time": 1759402709096,
    "expiration_time": 1765881900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 89,
            "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": [
        [
            44569.8837655674,
            -15065.9380074403,
            59635.8217730078,
            30982.8347031978,
            -24265.3055893585,
            55248.1402925563
        ],
        [
            44.569884,
            -15.065938,
            59.635822,
            30.982835,
            -24.265306,
            55.24814
        ],
        [
            0.171146,
            -0.057852,
            0.228999,
            0.103692,
            -0.106668,
            0.169045
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33438,
            -27601,
            -19898,
            -39456,
            -32282,
            -23560
        ],
        [
            1.189015,
            0.902165,
            1.728989,
            1.119496,
            0.855558,
            1.605221
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            111,
            50,
            61,
            111,
            50,
            61
        ],
        [
            56,
            34,
            22,
            56,
            34,
            22
        ],
        [
            66.467066,
            59.52381,
            73.493976,
            66.467066,
            59.52381,
            73.493976
        ],
        [
            0.599864,
            0.613473,
            0.62357,
            0.564791,
            0.58178,
            0.578932
        ],
        [
            8323,
            7402,
            8323,
            8142,
            6967,
            8142
        ],
        [
            -20992,
            -20992,
            -16180,
            -20095,
            -20095,
            -18301
        ],
        [
            147,
            164,
            129,
            147,
            164,
            129
        ],
        [
            87,
            75,
            96,
            87,
            75,
            96
        ],
        [
            266,
            294,
            222,
            266,
            294,
            222
        ],
        [
            24577,
            13806,
            10771,
            24577,
            13806,
            10771
        ],
        [
            5.207281,
            5.207281,
            22.217698,
            5.207281,
            5.207281,
            22.217698
        ],
        [
            4,
            2,
            7,
            4,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -5434,
            -579809,
            392615,
            -145038,
            -579809,
            355040
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736902800000,
    "first_datapoint_time": 1736982000000,
    "last_datapoint_time": 1759401900000,
    "evaluation_time": 1759402709096,
    "expiration_time": 1765881900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 89,
            "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)