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Trade: ICP/USDT/360/SUPERTREND/SWMA/5772

Strategy
ICP/USDT/360/SUPERTREND/SWMA/5772
Pair
ICP_USDT
Interval
6h
Score
371399
Daily Profit
0.177364
Profit Factor
1.433393
Profitability
65.346535
Streak
57.486180
Best Strategy
Training Data Length
1615.000000
Evaluation Time
2025-10-12 02:40
Expiration Time
2025-11-29 06:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 286442.5703 156243.8487 130198.7216 -7757441.8194 -2971074.7766 -4786367.0428
Total P&L (%) 286.4426 156.2438 130.1987 -7757.4418 -2971.0748 -4786.367
Avg Daily Profit (%) 0.1774 0.0967 0.0806 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -317393 -65622 -283450 -8024765 -3132627 -5080402
Profit Factor 1.4334 1.7005 1.2973 0.3058 0.3836 0.2469
Total Trades 101 50 51 101 50 51
Winning Trades 66 35 31 40 21 19
Losing Trades 35 15 20 61 29 32
Profitability (%) 65.3465 70 60.7843 39.604 42 37.2549
Ratio Avg Win / Avg Loss 0.7601 0.7288 0.837 0.4664 0.5297 0.4158
Largest Winning Trade 42882 42882 41557 686745 686745 579012
Largest Losing Trade -250478 -51190 -250478 -1262622 -1262622 -1030649
Avg Bars in Trades 59 55 64 59 55 64
Avg Bars in Winners 49 38 62 48 43 53
Avg Bars in Losers 78 94 67 67 63 70
Bars Traded 6027 2755 3272 6027 2755 3272
Profit Streak 57.4862 57.4862 63.9862 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371399 -240270 -264599 -584552 -763944 -765789
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6460,
    "evaluation_days": 1615,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624233600000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760226005969,
    "expiration_time": 1764391680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 249,
            "offset": 0,
            "multiplier": 3.79507
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 165,
            "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": [
        [
            286442.5702726646,
            156243.8486898016,
            130198.7215828629,
            -7757441.819406258,
            -2971074.7765679434,
            -4786367.042838313
        ],
        [
            286.44257,
            156.243849,
            130.198722,
            -7757.441819,
            -2971.074777,
            -4786.367043
        ],
        [
            0.177364,
            0.096745,
            0.080618,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -317393,
            -65622,
            -283450,
            -8024765,
            -3132627,
            -5080402
        ],
        [
            1.433393,
            1.700548,
            1.297325,
            0.305822,
            0.383558,
            0.246869
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            66,
            35,
            31,
            40,
            21,
            19
        ],
        [
            35,
            15,
            20,
            61,
            29,
            32
        ],
        [
            65.346535,
            70,
            60.784314,
            39.60396,
            42,
            37.254902
        ],
        [
            0.760132,
            0.728806,
            0.836984,
            0.466378,
            0.529675,
            0.415779
        ],
        [
            42882,
            42882,
            41557,
            686745,
            686745,
            579012
        ],
        [
            -250478,
            -51190,
            -250478,
            -1262622,
            -1262622,
            -1030649
        ],
        [
            59,
            55,
            64,
            59,
            55,
            64
        ],
        [
            49,
            38,
            62,
            48,
            43,
            53
        ],
        [
            78,
            94,
            67,
            67,
            63,
            70
        ],
        [
            6027,
            2755,
            3272,
            6027,
            2755,
            3272
        ],
        [
            57.48618,
            57.48618,
            63.98618,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371399,
            -240270,
            -264599,
            -584552,
            -763944,
            -765789
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6460,
    "evaluation_days": 1615,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624233600000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760226005969,
    "expiration_time": 1764391680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 249,
            "offset": 0,
            "multiplier": 3.79507
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 165,
            "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)