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Trade: ICP/USDT/360/OHLC4/VWMA/2159

Strategy
ICP/USDT/360/OHLC4/VWMA/2159
Pair
ICP_USDT
Interval
6h
Score
343720
Daily Profit
0.215480
Profit Factor
1.804113
Profitability
44.827586
Streak
0.000000
Best Strategy
Training Data Length
1615.750000
Evaluation Time
2025-10-12 20:33
Expiration Time
2025-11-30 01:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348162.149 189522.6399 158639.5091 210383.0101 -1213.0361 211596.0462
Total P&L (%) 348.1621 189.5226 158.6395 210.383 -1.213 211.596
Avg Daily Profit (%) 0.2155 0.1173 0.0982 0.0701 -0.0008 0.0704
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110489 -150755 -72596 -154519 -159599 -82986
Profit Factor 1.8041 1.7265 1.9217 1.3234 0.997 1.8422
Total Trades 145 73 72 145 73 72
Winning Trades 65 25 40 65 25 40
Losing Trades 80 48 32 80 48 32
Profitability (%) 44.8276 34.2466 55.5556 44.8276 34.2466 55.5556
Ratio Avg Win / Avg Loss 2.2204 3.3149 1.5374 1.6288 1.9142 1.4738
Largest Winning Trade 259825 259825 48225 120177 120177 100175
Largest Losing Trade -48013 -28829 -48013 -55278 -55278 -47676
Avg Bars in Trades 41 37 45 41 37 45
Avg Bars in Winners 62 50 69 62 50 69
Avg Bars in Losers 24 30 15 24 30 15
Bars Traded 6014 2730 3284 6014 2730 3284
Profit Streak 0 0 46.4818 0 0 46.4818
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343720 -111222 -136148 -99597 -656084 -174502
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6463,
    "evaluation_days": 1615.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624428000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760290423897,
    "expiration_time": 1764458424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 173
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 116,
            "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": [
        [
            348162.1489829166,
            189522.6399265162,
            158639.5090564006,
            210383.0101433119,
            -1213.0360738373,
            211596.0462171492
        ],
        [
            348.162149,
            189.52264,
            158.639509,
            210.38301,
            -1.213036,
            211.596046
        ],
        [
            0.21548,
            0.117297,
            0.098183,
            0.070124,
            -0.000755,
            0.070366
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110489,
            -150755,
            -72596,
            -154519,
            -159599,
            -82986
        ],
        [
            1.804113,
            1.726523,
            1.921712,
            1.323361,
            0.996963,
            1.842218
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            65,
            25,
            40,
            65,
            25,
            40
        ],
        [
            80,
            48,
            32,
            80,
            48,
            32
        ],
        [
            44.827586,
            34.246575,
            55.555556,
            44.827586,
            34.246575,
            55.555556
        ],
        [
            2.220447,
            3.314924,
            1.537369,
            1.628753,
            1.914168,
            1.473774
        ],
        [
            259825,
            259825,
            48225,
            120177,
            120177,
            100175
        ],
        [
            -48013,
            -28829,
            -48013,
            -55278,
            -55278,
            -47676
        ],
        [
            41,
            37,
            45,
            41,
            37,
            45
        ],
        [
            62,
            50,
            69,
            62,
            50,
            69
        ],
        [
            24,
            30,
            15,
            24,
            30,
            15
        ],
        [
            6014,
            2730,
            3284,
            6014,
            2730,
            3284
        ],
        [
            0,
            0,
            46.481758,
            0,
            0,
            46.481758
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343720,
            -111222,
            -136148,
            -99597,
            -656084,
            -174502
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6463,
    "evaluation_days": 1615.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624428000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760290423897,
    "expiration_time": 1764458424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 173
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 116,
            "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)