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Trade: ICP/USDT/240/HMA/DEMA/6004

Strategy
ICP/USDT/240/HMA/DEMA/6004
Pair
ICP_USDT
Interval
4h
Score
338649
Daily Profit
0.199807
Profit Factor
1.450080
Profitability
44.134078
Streak
26.026203
Best Strategy
Training Data Length
1614.670000
Evaluation Time
2025-10-11 19:37
Expiration Time
2025-11-29 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 322623.0745 120109.3078 202513.7667 412439.5742 158465.2448 253974.3293
Total P&L (%) 322.6231 120.1093 202.5138 412.4396 158.4652 253.9743
Avg Daily Profit (%) 0.1998 0.0744 0.1254 0.1012 0.0588 0.0783
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128161 -75133 -109089 -844992 -495445 -623348
Profit Factor 1.4501 1.3102 1.6143 1.1262 1.0959 1.1572
Total Trades 179 90 89 179 90 89
Winning Trades 79 35 44 79 35 44
Losing Trades 100 55 45 100 55 45
Profitability (%) 44.1341 38.8889 49.4382 44.1341 38.8889 49.4382
Ratio Avg Win / Avg Loss 1.8355 2.0589 1.651 1.4256 1.7221 1.1835
Largest Winning Trade 97785 97785 37826 267423 267423 195964
Largest Losing Trade -33107 -24353 -33107 -179079 -102403 -179079
Avg Bars in Trades 52 54 51 52 54 51
Avg Bars in Winners 74 75 72 74 75 72
Avg Bars in Losers 35 40 30 35 40 30
Bars Traded 9453 4868 4585 9453 4868 4585
Profit Streak 26.0262 26.0262 94.5262 26.0262 26.0262 94.5262
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338649 -96460 -21698 -139821 -232390 -135134
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9688,
    "evaluation_days": 1614.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623196800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760200663994,
    "expiration_time": 1764369216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 45,
            "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": [
        [
            322623.0745329816,
            120109.3078351165,
            202513.7666978653,
            412439.5741559045,
            158465.2448373901,
            253974.3293185143
        ],
        [
            322.623075,
            120.109308,
            202.513767,
            412.439574,
            158.465245,
            253.974329
        ],
        [
            0.199807,
            0.074386,
            0.125421,
            0.101249,
            0.058828,
            0.078316
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128161,
            -75133,
            -109089,
            -844992,
            -495445,
            -623348
        ],
        [
            1.45008,
            1.310226,
            1.614338,
            1.126216,
            1.095898,
            1.157231
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            79,
            35,
            44,
            79,
            35,
            44
        ],
        [
            100,
            55,
            45,
            100,
            55,
            45
        ],
        [
            44.134078,
            38.888889,
            49.438202,
            44.134078,
            38.888889,
            49.438202
        ],
        [
            1.835544,
            2.058927,
            1.651027,
            1.42559,
            1.722126,
            1.183532
        ],
        [
            97785,
            97785,
            37826,
            267423,
            267423,
            195964
        ],
        [
            -33107,
            -24353,
            -33107,
            -179079,
            -102403,
            -179079
        ],
        [
            52,
            54,
            51,
            52,
            54,
            51
        ],
        [
            74,
            75,
            72,
            74,
            75,
            72
        ],
        [
            35,
            40,
            30,
            35,
            40,
            30
        ],
        [
            9453,
            4868,
            4585,
            9453,
            4868,
            4585
        ],
        [
            26.026203,
            26.026204,
            94.526204,
            26.026204,
            26.026204,
            94.526204
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338649,
            -96460,
            -21698,
            -139821,
            -232390,
            -135134
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9688,
    "evaluation_days": 1614.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623196800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760200663994,
    "expiration_time": 1764369216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 45,
            "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)