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Trade: ICP/USDT/480/MIDPOINT/HMA/2735

Strategy
ICP/USDT/480/MIDPOINT/HMA/2735
Pair
ICP_USDT
Interval
8h
Score
449108
Daily Profit
0.158519
Profit Factor
1.720679
Profitability
62.222222
Streak
78.982174
Best Strategy
Training Data Length
1616.000000
Evaluation Time
2025-10-13 02:34
Expiration Time
2025-11-30 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 386769.7607 130603.8165 256165.9442 651378.8409 163626.1052 487752.7357
Total P&L (%) 386.7698 130.6038 256.1659 651.3788 163.6261 487.7527
Avg Daily Profit (%) 0.2393 0.0808 0.1585 0.1249 0.06 0.1097
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74529 -60593 -97013 -318258 -238408 -374194
Profit Factor 1.558 1.3868 1.7207 1.2926 1.1556 1.4152
Total Trades 180 90 90 180 90 90
Winning Trades 111 55 56 111 55 56
Losing Trades 69 35 34 69 35 34
Profitability (%) 61.6667 61.1111 62.2222 61.6667 61.1111 62.2222
Ratio Avg Win / Avg Loss 0.9685 0.8825 1.0447 0.8035 0.7354 0.8592
Largest Winning Trade 39156 37092 39156 161415 99163 161415
Largest Losing Trade -53680 -41208 -53680 -171335 -112703 -171335
Avg Bars in Trades 25 17 32 25 17 32
Avg Bars in Winners 22 13 31 22 13 31
Avg Bars in Losers 29 24 35 29 24 35
Bars Traded 4556 1606 2950 4556 1606 2950
Profit Streak 15.9822 0 78.9822 15.9822 0 78.9822
Trades During Streak 1 0 6 1 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405441 -84695 449108 -24205 -162386 -44413
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4848,
    "evaluation_days": 1616,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1625212800000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760312059880,
    "expiration_time": 1764473472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 147,
            "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": [
        [
            386769.7607190779,
            130603.8165465374,
            256165.9441725406,
            651378.8408767591,
            163626.1052003953,
            487752.735676364
        ],
        [
            386.769761,
            130.603817,
            256.165944,
            651.378841,
            163.626105,
            487.752736
        ],
        [
            0.239338,
            0.080819,
            0.158519,
            0.124876,
            0.060003,
            0.10966
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74529,
            -60593,
            -97013,
            -318258,
            -238408,
            -374194
        ],
        [
            1.558041,
            1.386821,
            1.720679,
            1.292606,
            1.155641,
            1.41517
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            61.666667,
            61.111111,
            62.222222,
            61.666667,
            61.111111,
            62.222222
        ],
        [
            0.968512,
            0.882522,
            1.044698,
            0.803512,
            0.735408,
            0.85921
        ],
        [
            39156,
            37092,
            39156,
            161415,
            99163,
            161415
        ],
        [
            -53680,
            -41208,
            -53680,
            -171335,
            -112703,
            -171335
        ],
        [
            25,
            17,
            32,
            25,
            17,
            32
        ],
        [
            22,
            13,
            31,
            22,
            13,
            31
        ],
        [
            29,
            24,
            35,
            29,
            24,
            35
        ],
        [
            4556,
            1606,
            2950,
            4556,
            1606,
            2950
        ],
        [
            15.982174,
            0,
            78.982174,
            15.982175,
            0,
            78.982175
        ],
        [
            1,
            0,
            6,
            1,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405441,
            -84695,
            449108,
            -24205,
            -162386,
            -44413
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4848,
    "evaluation_days": 1616,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1625212800000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760312059880,
    "expiration_time": 1764473472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 147,
            "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)