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Trade: ICP/USDT/360/DCM/SINWMA/3156

Strategy
ICP/USDT/360/DCM/SINWMA/3156
Pair
ICP_USDT
Interval
6h
Score
376507
Daily Profit
0.171971
Profit Factor
1.510538
Profitability
62.500000
Streak
58.681750
Best Strategy
Training Data Length
1608.500000
Evaluation Time
2025-10-05 13:21
Expiration Time
2025-11-22 14:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 276615.5603 99934.0583 176681.502 -857339.062 -438983.5658 -418355.4962
Total P&L (%) 276.6156 99.9341 176.6815 -857.3391 -438.9836 -418.3555
Avg Daily Profit (%) 0.172 0.0621 0.1098 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -231698 -37331 -216449 -1975067 -513537 -1508992
Profit Factor 1.5105 1.5385 1.496 0.7501 0.629 0.8139
Total Trades 112 56 56 112 56 56
Winning Trades 70 33 37 56 28 28
Losing Trades 42 23 19 56 28 28
Profitability (%) 62.5 58.9286 66.0714 50 50 50
Ratio Avg Win / Avg Loss 0.9063 1.0723 0.7682 0.7501 0.629 0.8139
Largest Winning Trade 37565 37565 34962 252377 186132 252377
Largest Losing Trade -143299 -30146 -143299 -565525 -196259 -565525
Avg Bars in Trades 52 30 75 52 30 75
Avg Bars in Winners 48 24 70 53 25 82
Avg Bars in Losers 60 39 85 52 35 69
Bars Traded 5930 1701 4229 5930 1701 4229
Profit Streak 58.6818 220.6818 58.6818 0 0 0
Trades During Streak 4 6 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376507 -285893 -223729 -580480 -760833 -760833
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6434,
    "evaluation_days": 1608.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624060800000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759659703238,
    "expiration_time": 1763813232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 157,
            "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": [
        [
            276615.5602835465,
            99934.0582685559,
            176681.5020149903,
            -857339.0619955483,
            -438983.565845104,
            -418355.4961504444
        ],
        [
            276.61556,
            99.934058,
            176.681502,
            -857.339062,
            -438.983566,
            -418.355496
        ],
        [
            0.171971,
            0.062129,
            0.109842,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -231698,
            -37331,
            -216449,
            -1975067,
            -513537,
            -1508992
        ],
        [
            1.510538,
            1.538487,
            1.495977,
            0.750095,
            0.62899,
            0.813853
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            70,
            33,
            37,
            56,
            28,
            28
        ],
        [
            42,
            23,
            19,
            56,
            28,
            28
        ],
        [
            62.5,
            58.928571,
            66.071429,
            50,
            50,
            50
        ],
        [
            0.906323,
            1.072279,
            0.768204,
            0.750095,
            0.62899,
            0.813853
        ],
        [
            37565,
            37565,
            34962,
            252377,
            186132,
            252377
        ],
        [
            -143299,
            -30146,
            -143299,
            -565525,
            -196259,
            -565525
        ],
        [
            52,
            30,
            75,
            52,
            30,
            75
        ],
        [
            48,
            24,
            70,
            53,
            25,
            82
        ],
        [
            60,
            39,
            85,
            52,
            35,
            69
        ],
        [
            5930,
            1701,
            4229,
            5930,
            1701,
            4229
        ],
        [
            58.68175,
            220.68175,
            58.68175,
            0,
            0,
            0
        ],
        [
            4,
            6,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376507,
            -285893,
            -223729,
            -580480,
            -760833,
            -760833
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6434,
    "evaluation_days": 1608.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624060800000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759659703238,
    "expiration_time": 1763813232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 157,
            "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)