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Trade: ICP/USDT/360/HMA/LINREG/3200

Strategy
ICP/USDT/360/HMA/LINREG/3200
Pair
ICP_USDT
Interval
6h
Score
396201
Daily Profit
0.222184
Profit Factor
1.512272
Profitability
45.859873
Streak
66.558860
Best Strategy
Training Data Length
1607.500000
Evaluation Time
2025-10-04 16:24
Expiration Time
2025-11-21 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 357160.531 166353.0399 190807.4911 405729.0982 214292.6595 191436.4387
Total P&L (%) 357.1605 166.353 190.8075 405.7291 214.2927 191.4364
Avg Daily Profit (%) 0.2222 0.1035 0.1187 0.1009 0.0713 0.0666
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135885 -70428 -85183 -250603 -201921 -182644
Profit Factor 1.5123 1.5683 1.4717 1.2812 1.3319 1.2401
Total Trades 157 78 79 157 78 79
Winning Trades 72 31 41 72 31 41
Losing Trades 85 47 38 85 47 38
Profitability (%) 45.8599 39.7436 51.8987 45.8599 39.7436 51.8987
Ratio Avg Win / Avg Loss 1.7853 2.3777 1.364 1.5125 2.0194 1.1494
Largest Winning Trade 106844 106844 43651 166292 166292 92968
Largest Losing Trade -44054 -30173 -44054 -136735 -136735 -113113
Avg Bars in Trades 39 37 41 39 37 41
Avg Bars in Winners 52 51 53 52 51 53
Avg Bars in Losers 28 28 27 28 28 27
Bars Traded 6206 2952 3254 6206 2952 3254
Profit Streak 66.5589 66.5589 69.8089 66.5589 66.5589 69.8089
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 396201 -89466 -58742 -56516 -133873 -129671
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6430,
    "evaluation_days": 1607.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1625184000000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759584285518,
    "expiration_time": 1763724240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 150,
            "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": [
        [
            357160.5309912737,
            166353.0398931611,
            190807.4910981124,
            405729.0981546026,
            214292.6594693491,
            191436.4386852534
        ],
        [
            357.160531,
            166.35304,
            190.807491,
            405.729098,
            214.292659,
            191.436439
        ],
        [
            0.222184,
            0.103486,
            0.118698,
            0.10088,
            0.071264,
            0.066563
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135885,
            -70428,
            -85183,
            -250603,
            -201921,
            -182644
        ],
        [
            1.512272,
            1.568294,
            1.471729,
            1.281196,
            1.331916,
            1.240121
        ],
        [
            157,
            78,
            79,
            157,
            78,
            79
        ],
        [
            72,
            31,
            41,
            72,
            31,
            41
        ],
        [
            85,
            47,
            38,
            85,
            47,
            38
        ],
        [
            45.859873,
            39.74359,
            51.898734,
            45.859873,
            39.74359,
            51.898734
        ],
        [
            1.785321,
            2.377736,
            1.364041,
            1.512523,
            2.019357,
            1.149381
        ],
        [
            106844,
            106844,
            43651,
            166292,
            166292,
            92968
        ],
        [
            -44054,
            -30173,
            -44054,
            -136735,
            -136735,
            -113113
        ],
        [
            39,
            37,
            41,
            39,
            37,
            41
        ],
        [
            52,
            51,
            53,
            52,
            51,
            53
        ],
        [
            28,
            28,
            27,
            28,
            28,
            27
        ],
        [
            6206,
            2952,
            3254,
            6206,
            2952,
            3254
        ],
        [
            66.55886,
            66.55886,
            69.80886,
            66.55886,
            66.55886,
            69.80886
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396201,
            -89466,
            -58742,
            -56516,
            -133873,
            -129671
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6430,
    "evaluation_days": 1607.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1625184000000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759584285518,
    "expiration_time": 1763724240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 150,
            "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)