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Trade: ICP/USDT/60/MIDPOINT/PWMA/8672

Strategy
ICP/USDT/60/MIDPOINT/PWMA/8672
Pair
ICP_USDT
Interval
1h
Score
360914
Daily Profit
0.206007
Profit Factor
1.235642
Profitability
43.319838
Streak
7.149301
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-08 12:35
Expiration Time
2025-12-22 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 214591.0482 162931.146 51659.9021 210912.3678 58584.9512 152327.4165
Total P&L (%) 214.591 162.9311 51.6599 210.9124 58.585 152.3274
Avg Daily Profit (%) 0.206 0.1564 0.0496 0.109 0.0443 0.0889
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67192 -55442 -108070 -283788 -246520 -182560
Profit Factor 1.2356 1.3662 1.1109 1.085 1.0465 1.1249
Total Trades 494 247 247 494 247 247
Winning Trades 214 103 111 214 103 111
Losing Trades 280 144 136 280 144 136
Profitability (%) 43.3198 41.7004 44.9393 43.3198 41.7004 44.9393
Ratio Avg Win / Avg Loss 1.6167 1.91 1.3611 1.4197 1.463 1.3782
Largest Winning Trade 60608 60608 29061 120090 66822 120090
Largest Losing Trade -12944 -10561 -12944 -57839 -48611 -57839
Avg Bars in Trades 50 45 54 50 45 54
Avg Bars in Winners 68 62 74 68 62 74
Avg Bars in Losers 36 34 38 36 34 38
Bars Traded 24845 11333 13512 24845 11333 13512
Profit Streak 7.1493 7.566 7.1493 7.1493 7.566 7.1493
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360914 269916 -226960 -172982 -305299 -157988
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669914000000,
    "first_datapoint_time": 1670378400000,
    "last_datapoint_time": 1759914000000,
    "evaluation_time": 1759916099629,
    "expiration_time": 1766394000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 20,
            "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": [
        [
            214591.0481629533,
            162931.146013278,
            51659.9021496754,
            210912.3677802212,
            58584.9512305656,
            152327.4165496557
        ],
        [
            214.591048,
            162.931146,
            51.659902,
            210.912368,
            58.584951,
            152.327417
        ],
        [
            0.206007,
            0.156413,
            0.049593,
            0.108956,
            0.044277,
            0.088893
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67192,
            -55442,
            -108070,
            -283788,
            -246520,
            -182560
        ],
        [
            1.235642,
            1.366173,
            1.110928,
            1.085023,
            1.046463,
            1.124882
        ],
        [
            494,
            247,
            247,
            494,
            247,
            247
        ],
        [
            214,
            103,
            111,
            214,
            103,
            111
        ],
        [
            280,
            144,
            136,
            280,
            144,
            136
        ],
        [
            43.319838,
            41.700405,
            44.939271,
            43.319838,
            41.700405,
            44.939271
        ],
        [
            1.616728,
            1.90999,
            1.361136,
            1.419656,
            1.463016,
            1.378234
        ],
        [
            60608,
            60608,
            29061,
            120090,
            66822,
            120090
        ],
        [
            -12944,
            -10561,
            -12944,
            -57839,
            -48611,
            -57839
        ],
        [
            50,
            45,
            54,
            50,
            45,
            54
        ],
        [
            68,
            62,
            74,
            68,
            62,
            74
        ],
        [
            36,
            34,
            38,
            36,
            34,
            38
        ],
        [
            24845,
            11333,
            13512,
            24845,
            11333,
            13512
        ],
        [
            7.149301,
            7.565968,
            7.149301,
            7.149301,
            7.565968,
            7.149301
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360914,
            269916,
            -226960,
            -172982,
            -305299,
            -157988
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669914000000,
    "first_datapoint_time": 1670378400000,
    "last_datapoint_time": 1759914000000,
    "evaluation_time": 1759916099629,
    "expiration_time": 1766394000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 20,
            "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)