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Trade: ICP/USDT/60/MIDPOINT/JMA/7707

Strategy
ICP/USDT/60/MIDPOINT/JMA/7707
Pair
ICP_USDT
Interval
1h
Score
346622
Daily Profit
0.153069
Profit Factor
1.204651
Profitability
49.190939
Streak
11.944696
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-04 14:40
Expiration Time
2025-12-18 13:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 159447.4315 135700.6799 23746.7516 75900.169 71925.5488 3974.6202
Total P&L (%) 159.4474 135.7007 23.7468 75.9002 71.9255 3.9746
Avg Daily Profit (%) 0.1531 0.1303 0.0228 0.0542 0.052 0.0037
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143321 -93688 -64717 -670830 -377905 -369573
Profit Factor 1.2047 1.3409 1.0623 1.0312 1.0603 1.0032
Total Trades 309 154 155 309 154 155
Winning Trades 152 73 79 152 73 79
Losing Trades 157 81 76 157 81 76
Profitability (%) 49.1909 47.4026 50.9677 49.1909 47.4026 50.9677
Ratio Avg Win / Avg Loss 1.2443 1.4878 1.022 1.0651 1.1765 0.9651
Largest Winning Trade 69034 69034 28197 108508 88353 108508
Largest Losing Trade -22798 -17513 -22798 -107025 -75839 -107025
Avg Bars in Trades 79 73 86 79 73 86
Avg Bars in Winners 84 80 88 84 80 88
Avg Bars in Losers 75 66 84 75 66 84
Bars Traded 24683 11283 13398 24683 11283 13398
Profit Streak 11.9447 11.9447 14.4447 11.9447 11.9447 14.4447
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346622 -18448 -316897 -303828 -277314 -570392
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669575600000,
    "first_datapoint_time": 1670133600000,
    "last_datapoint_time": 1759575600000,
    "evaluation_time": 1759578021728,
    "expiration_time": 1766055600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 156,
            "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": [
        [
            159447.4315022426,
            135700.6798848462,
            23746.7516173964,
            75900.1690160407,
            71925.5487830081,
            3974.6202330326
        ],
        [
            159.447432,
            135.70068,
            23.746752,
            75.900169,
            71.925549,
            3.97462
        ],
        [
            0.153069,
            0.130272,
            0.022797,
            0.05423,
            0.052035,
            0.003742
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143321,
            -93688,
            -64717,
            -670830,
            -377905,
            -369573
        ],
        [
            1.204651,
            1.340873,
            1.062324,
            1.031174,
            1.060283,
            1.003201
        ],
        [
            309,
            154,
            155,
            309,
            154,
            155
        ],
        [
            152,
            73,
            79,
            152,
            73,
            79
        ],
        [
            157,
            81,
            76,
            157,
            81,
            76
        ],
        [
            49.190939,
            47.402597,
            50.967742,
            49.190939,
            47.402597,
            50.967742
        ],
        [
            1.244277,
            1.487818,
            1.021982,
            1.065094,
            1.176478,
            0.965105
        ],
        [
            69034,
            69034,
            28197,
            108508,
            88353,
            108508
        ],
        [
            -22798,
            -17513,
            -22798,
            -107025,
            -75839,
            -107025
        ],
        [
            79,
            73,
            86,
            79,
            73,
            86
        ],
        [
            84,
            80,
            88,
            84,
            80,
            88
        ],
        [
            75,
            66,
            84,
            75,
            66,
            84
        ],
        [
            24683,
            11283,
            13398,
            24683,
            11283,
            13398
        ],
        [
            11.944696,
            11.944696,
            14.444696,
            11.944696,
            11.944696,
            14.444696
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346622,
            -18448,
            -316897,
            -303828,
            -277314,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669575600000,
    "first_datapoint_time": 1670133600000,
    "last_datapoint_time": 1759575600000,
    "evaluation_time": 1759578021728,
    "expiration_time": 1766055600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 156,
            "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)