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Trade: ICP/USDT/120/MIDPOINT/RMA/8028

Strategy
ICP/USDT/120/MIDPOINT/RMA/8028
Pair
ICP_USDT
Interval
2h
Score
338690
Daily Profit
0.174749
Profit Factor
1.339169
Profitability
53.711790
Streak
0.000000
Best Strategy
Training Data Length
1597.500000
Evaluation Time
2025-09-27 12:30
Expiration Time
2025-11-21 04:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 279161.6761 125790.7868 153370.8893 194476.9897 160053.2272 34423.7625
Total P&L (%) 279.1617 125.7908 153.3709 194.477 160.0532 34.4238
Avg Daily Profit (%) 0.1747 0.0787 0.096 0.0676 0.0598 0.0185
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90446 -102967 -73441 -323468 -270364 -267369
Profit Factor 1.3392 1.2688 1.432 1.1033 1.158 1.0396
Total Trades 229 115 114 229 115 114
Winning Trades 123 57 66 123 57 66
Losing Trades 106 58 48 106 58 48
Profitability (%) 53.7118 49.5652 57.8947 53.7118 49.5652 57.8947
Ratio Avg Win / Avg Loss 1.1541 1.291 1.0414 0.9509 1.1783 0.7561
Largest Winning Trade 65759 64156 65759 156380 156380 134558
Largest Losing Trade -27887 -25451 -27887 -109146 -79172 -109146
Avg Bars in Trades 80 63 98 80 63 98
Avg Bars in Winners 92 62 118 92 62 118
Avg Bars in Losers 67 64 70 67 64 70
Bars Traded 18510 7301 11209 18510 7301 11209
Profit Streak 0 0 14.6465 0 0 14.6465
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338690 -88341 -62544 -209465 -160128 -348086
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19170,
    "evaluation_days": 1597.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622138400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758965458493,
    "expiration_time": 1763691264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 40,
            "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": [
        [
            279161.6761363752,
            125790.7868302171,
            153370.8893061581,
            194476.9897458747,
            160053.2272059277,
            34423.7625399471
        ],
        [
            279.161676,
            125.790787,
            153.370889,
            194.47699,
            160.053227,
            34.423763
        ],
        [
            0.174749,
            0.078742,
            0.096007,
            0.06763,
            0.059844,
            0.01852
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90446,
            -102967,
            -73441,
            -323468,
            -270364,
            -267369
        ],
        [
            1.339169,
            1.268772,
            1.431963,
            1.103347,
            1.158028,
            1.039615
        ],
        [
            229,
            115,
            114,
            229,
            115,
            114
        ],
        [
            123,
            57,
            66,
            123,
            57,
            66
        ],
        [
            106,
            58,
            48,
            106,
            58,
            48
        ],
        [
            53.71179,
            49.565217,
            57.894737,
            53.71179,
            49.565217,
            57.894737
        ],
        [
            1.154081,
            1.291032,
            1.041427,
            0.950852,
            1.178344,
            0.756083
        ],
        [
            65759,
            64156,
            65759,
            156380,
            156380,
            134558
        ],
        [
            -27887,
            -25451,
            -27887,
            -109146,
            -79172,
            -109146
        ],
        [
            80,
            63,
            98,
            80,
            63,
            98
        ],
        [
            92,
            62,
            118,
            92,
            62,
            118
        ],
        [
            67,
            64,
            70,
            67,
            64,
            70
        ],
        [
            18510,
            7301,
            11209,
            18510,
            7301,
            11209
        ],
        [
            0,
            0,
            14.64651,
            0,
            0,
            14.64651
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338690,
            -88341,
            -62544,
            -209465,
            -160128,
            -348086
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19170,
    "evaluation_days": 1597.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622138400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758965458493,
    "expiration_time": 1763691264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 40,
            "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)