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Trade: ICP/USDT/360/HMA/HWMA/9973

Strategy
ICP/USDT/360/HMA/HWMA/9973
Pair
ICP_USDT
Interval
6h
Score
383555
Daily Profit
0.165385
Profit Factor
1.565709
Profitability
45.714286
Streak
40.123008
Best Strategy
Training Data Length
1605.000000
Evaluation Time
2025-10-01 23:57
Expiration Time
2025-11-18 23:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 424797.1026 159354.3874 265442.7153 1060925.6955 95610.3982 965315.2972
Total P&L (%) 424.7971 159.3544 265.4427 1060.9257 95.6104 965.3153
Avg Daily Profit (%) 0.2647 0.0993 0.1654 0.1529 0.0418 0.1475
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112129 -95959 -105282 -406200 -514754 -366710
Profit Factor 1.4156 1.2882 1.5657 1.2429 1.0415 1.4678
Total Trades 349 174 175 349 174 175
Winning Trades 144 64 80 144 64 80
Losing Trades 205 110 95 205 110 95
Profitability (%) 41.2607 36.7816 45.7143 41.2607 36.7816 45.7143
Ratio Avg Win / Avg Loss 2.0152 2.2141 1.8593 1.7694 1.7901 1.743
Largest Winning Trade 69029 69029 41675 186868 186868 183924
Largest Losing Trade -27385 -27385 -17883 -127612 -116777 -127612
Avg Bars in Trades 18 18 17 18 18 17
Avg Bars in Winners 28 28 28 28 28 28
Avg Bars in Losers 10 12 9 10 12 9
Bars Traded 6292 3158 3134 6292 3158 3134
Profit Streak 12.123 0 40.123 12.123 0 40.123
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338415 -63809 383555 281031 -315333 252952
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6420,
    "evaluation_days": 1605,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622980800000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759352227923,
    "expiration_time": 1763501760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.6058,
            "nc": 0.03144
        }
    }
}
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": [
        [
            424797.1026468946,
            159354.3873968734,
            265442.7152500213,
            1060925.695473705,
            95610.3982405998,
            965315.2972331045
        ],
        [
            424.797103,
            159.354387,
            265.442715,
            1060.925695,
            95.610398,
            965.315297
        ],
        [
            0.264671,
            0.099286,
            0.165385,
            0.152877,
            0.041813,
            0.147514
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112129,
            -95959,
            -105282,
            -406200,
            -514754,
            -366710
        ],
        [
            1.415572,
            1.288176,
            1.565709,
            1.242908,
            1.041496,
            1.467797
        ],
        [
            349,
            174,
            175,
            349,
            174,
            175
        ],
        [
            144,
            64,
            80,
            144,
            64,
            80
        ],
        [
            205,
            110,
            95,
            205,
            110,
            95
        ],
        [
            41.260745,
            36.781609,
            45.714286,
            41.260745,
            36.781609,
            45.714286
        ],
        [
            2.015224,
            2.214052,
            1.859279,
            1.769418,
            1.790072,
            1.743009
        ],
        [
            69029,
            69029,
            41675,
            186868,
            186868,
            183924
        ],
        [
            -27385,
            -27385,
            -17883,
            -127612,
            -116777,
            -127612
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            10,
            12,
            9,
            10,
            12,
            9
        ],
        [
            6292,
            3158,
            3134,
            6292,
            3158,
            3134
        ],
        [
            12.123008,
            0,
            40.123008,
            12.123008,
            0,
            40.123008
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338415,
            -63809,
            383555,
            281031,
            -315333,
            252952
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6420,
    "evaluation_days": 1605,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622980800000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759352227923,
    "expiration_time": 1763501760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.6058,
            "nc": 0.03144
        }
    }
}

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)