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Trade: ICP/USDT/360/SSF/HWMA/9466

Strategy
ICP/USDT/360/SSF/HWMA/9466
Pair
ICP_USDT
Interval
6h
Score
334139
Daily Profit
0.177334
Profit Factor
1.206784
Profitability
56.125356
Streak
10.345341
Best Strategy
Training Data Length
1615.500000
Evaluation Time
2025-10-12 11:17
Expiration Time
2025-11-29 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 286482.5805 49929.8556 236552.7249 43437.2639 -4518.2146 47955.4784
Total P&L (%) 286.4826 49.9299 236.5527 43.4373 -4.5182 47.9555
Avg Daily Profit (%) 0.1773 0.0309 0.1464 0.0223 -0.0029 0.0243
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157420 -146308 -85316 -192703 -127863 -167946
Profit Factor 1.2068 1.0669 1.3701 1.0286 0.9941 1.0642
Total Trades 351 175 176 351 175 176
Winning Trades 197 89 108 197 89 108
Losing Trades 154 86 68 154 86 68
Profitability (%) 56.1254 50.8571 61.3636 56.1254 50.8571 61.3636
Ratio Avg Win / Avg Loss 0.9434 1.0309 0.8627 0.8041 0.9606 0.6701
Largest Winning Trade 47327 47327 29803 61975 61975 42714
Largest Losing Trade -40573 -39404 -40573 -58361 -45468 -58361
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 6438 3219 3218 6438 3219 3218
Profit Streak 10.3453 14.8453 10.3453 10.3453 14.8453 10.3453
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334139 -298533 145725 -351627 -579440 -310737
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6462,
    "evaluation_days": 1615.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1620691200000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760257037462,
    "expiration_time": 1764436176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 241,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08031,
            "nb": 0.1,
            "nc": 0.78572
        }
    }
}
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": [
        [
            286482.5805293546,
            49929.855630669,
            236552.7248986858,
            43437.2638543397,
            -4518.2145673397,
            47955.4784216794
        ],
        [
            286.482581,
            49.929856,
            236.552725,
            43.437264,
            -4.518215,
            47.955478
        ],
        [
            0.177334,
            0.030907,
            0.146427,
            0.022332,
            -0.002862,
            0.024252
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157420,
            -146308,
            -85316,
            -192703,
            -127863,
            -167946
        ],
        [
            1.206784,
            1.066902,
            1.370132,
            1.028642,
            0.994133,
            1.064245
        ],
        [
            351,
            175,
            176,
            351,
            175,
            176
        ],
        [
            197,
            89,
            108,
            197,
            89,
            108
        ],
        [
            154,
            86,
            68,
            154,
            86,
            68
        ],
        [
            56.125356,
            50.857143,
            61.363636,
            56.125356,
            50.857143,
            61.363636
        ],
        [
            0.943374,
            1.030939,
            0.862676,
            0.804116,
            0.960623,
            0.67008
        ],
        [
            47327,
            47327,
            29803,
            61975,
            61975,
            42714
        ],
        [
            -40573,
            -39404,
            -40573,
            -58361,
            -45468,
            -58361
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            6438,
            3219,
            3218,
            6438,
            3219,
            3218
        ],
        [
            10.345341,
            14.845341,
            10.345341,
            10.345341,
            14.845341,
            10.345341
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334139,
            -298533,
            145725,
            -351627,
            -579440,
            -310737
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6462,
    "evaluation_days": 1615.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1620691200000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760257037462,
    "expiration_time": 1764436176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 241,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08031,
            "nb": 0.1,
            "nc": 0.78572
        }
    }
}

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)