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Trade: ICP/USDT/240/DCM/WMA/4018

Strategy
ICP/USDT/240/DCM/WMA/4018
Pair
ICP_USDT
Interval
4h
Score
369184
Daily Profit
0.250776
Profit Factor
1.483892
Profitability
61.751152
Streak
0.000000
Best Strategy
Training Data Length
1613.000000
Evaluation Time
2025-10-10 01:36
Expiration Time
2025-11-27 07:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 404501.4921 202838.5412 201662.9509 -675022.2051 -45096.1992 -629926.0059
Total P&L (%) 404.5015 202.8385 201.663 -675.0222 -45.0962 -629.926
Avg Daily Profit (%) 0.2508 0.1258 0.125 0 -0.0372 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170560 -83136 -165389 -1248159 -377722 -1130818
Profit Factor 1.4839 1.5586 1.4265 0.8242 0.9699 0.7312
Total Trades 217 108 109 217 108 109
Winning Trades 134 65 69 112 57 55
Losing Trades 83 43 40 105 51 54
Profitability (%) 61.7512 60.1852 63.3028 51.6129 52.7778 50.4587
Ratio Avg Win / Avg Loss 0.9191 1.031 0.827 0.7727 0.8678 0.7179
Largest Winning Trade 44576 44576 41508 137952 137952 110134
Largest Losing Trade -125907 -52655 -125907 -393740 -216108 -393740
Avg Bars in Trades 43 36 50 43 36 50
Avg Bars in Winners 38 31 44 40 34 46
Avg Bars in Losers 52 43 62 46 37 54
Bars Traded 9435 3913 5522 9435 3913 5522
Profit Streak 0 11.1089 0 7.9422 0 10.2755
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369184 -21780 -25456 -578757 -580684 -580325
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9678,
    "evaluation_days": 1613,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623182400000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760049407350,
    "expiration_time": 1764220896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 174,
            "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": [
        [
            404501.4921248342,
            202838.5412080818,
            201662.9509167521,
            -675022.2051114114,
            -45096.1991896526,
            -629926.0059217591
        ],
        [
            404.501492,
            202.838541,
            201.662951,
            -675.022205,
            -45.096199,
            -629.926006
        ],
        [
            0.250776,
            0.125752,
            0.125024,
            0,
            -0.037165,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170560,
            -83136,
            -165389,
            -1248159,
            -377722,
            -1130818
        ],
        [
            1.483892,
            1.558558,
            1.426541,
            0.824229,
            0.969878,
            0.731173
        ],
        [
            217,
            108,
            109,
            217,
            108,
            109
        ],
        [
            134,
            65,
            69,
            112,
            57,
            55
        ],
        [
            83,
            43,
            40,
            105,
            51,
            54
        ],
        [
            61.751152,
            60.185185,
            63.302752,
            51.612903,
            52.777778,
            50.458716
        ],
        [
            0.919127,
            1.031046,
            0.82698,
            0.772715,
            0.867785,
            0.717879
        ],
        [
            44576,
            44576,
            41508,
            137952,
            137952,
            110134
        ],
        [
            -125907,
            -52655,
            -125907,
            -393740,
            -216108,
            -393740
        ],
        [
            43,
            36,
            50,
            43,
            36,
            50
        ],
        [
            38,
            31,
            44,
            40,
            34,
            46
        ],
        [
            52,
            43,
            62,
            46,
            37,
            54
        ],
        [
            9435,
            3913,
            5522,
            9435,
            3913,
            5522
        ],
        [
            0,
            11.108881,
            0,
            7.942215,
            0,
            10.275548
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369184,
            -21780,
            -25456,
            -578757,
            -580684,
            -580325
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9678,
    "evaluation_days": 1613,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623182400000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760049407350,
    "expiration_time": 1764220896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 174,
            "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)