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Trade: ICP/USDT/120/SMA/SUPERTREND/4456

Strategy
ICP/USDT/120/SMA/SUPERTREND/4456
Pair
ICP_USDT
Interval
2h
Score
320121
Daily Profit
0.157045
Profit Factor
1.224996
Profitability
44.533333
Streak
17.391416
Best Strategy
Training Data Length
1612.250000
Evaluation Time
2025-10-09 12:23
Expiration Time
2025-12-06 10:59

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 253195.684 59578.1432 193617.5408 102249.566 3146.2406 99103.3254
Total P&L (%) 253.1957 59.5781 193.6175 102.2496 3.1462 99.1033
Avg Daily Profit (%) 0.157 0.037 0.1201 0.0437 0.0019 0.0427
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117558 -72719 -89177 -235342 -207395 -182301
Profit Factor 1.225 1.1001 1.3653 1.0499 1.003 1.0988
Total Trades 375 188 187 375 188 187
Winning Trades 167 79 88 167 79 88
Losing Trades 208 109 99 208 109 99
Profitability (%) 44.5333 42.0213 47.0588 44.5333 42.0213 47.0588
Ratio Avg Win / Avg Loss 1.5257 1.5178 1.536 1.3076 1.3839 1.2362
Largest Winning Trade 72000 72000 47366 95588 95588 60519
Largest Losing Trade -34126 -34126 -31874 -50295 -50295 -48428
Avg Bars in Trades 51 48 53 51 48 53
Avg Bars in Winners 68 58 77 68 58 77
Avg Bars in Losers 37 41 32 37 41 32
Bars Traded 19160 9087 10073 19160 9087 10073
Profit Streak 17.3914 17.3914 19.8081 17.3914 17.3914 19.8081
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320121 -255664 -31253 -299300 -575351 -247805
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19347,
    "evaluation_days": 1612.25,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621648800000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760001818368,
    "expiration_time": 1765011542400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 99,
            "offset": 0,
            "multiplier": 2.85573
        }
    }
}
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": [
        [
            253195.6839895822,
            59578.1431886659,
            193617.5408009163,
            102249.5659896522,
            3146.2405743107,
            99103.3254153413
        ],
        [
            253.195684,
            59.578143,
            193.617541,
            102.249566,
            3.146241,
            99.103325
        ],
        [
            0.157045,
            0.036953,
            0.120092,
            0.043696,
            0.001921,
            0.042723
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117558,
            -72719,
            -89177,
            -235342,
            -207395,
            -182301
        ],
        [
            1.224996,
            1.10008,
            1.365294,
            1.049882,
            1.003004,
            1.098844
        ],
        [
            375,
            188,
            187,
            375,
            188,
            187
        ],
        [
            167,
            79,
            88,
            167,
            79,
            88
        ],
        [
            208,
            109,
            99,
            208,
            109,
            99
        ],
        [
            44.533333,
            42.021277,
            47.058824,
            44.533333,
            42.021277,
            47.058824
        ],
        [
            1.525743,
            1.517832,
            1.535955,
            1.307638,
            1.383892,
            1.2362
        ],
        [
            72000,
            72000,
            47366,
            95588,
            95588,
            60519
        ],
        [
            -34126,
            -34126,
            -31874,
            -50295,
            -50295,
            -48428
        ],
        [
            51,
            48,
            53,
            51,
            48,
            53
        ],
        [
            68,
            58,
            77,
            68,
            58,
            77
        ],
        [
            37,
            41,
            32,
            37,
            41,
            32
        ],
        [
            19160,
            9087,
            10073,
            19160,
            9087,
            10073
        ],
        [
            17.391416,
            17.391416,
            19.808083,
            17.391416,
            17.391416,
            19.808083
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320121,
            -255664,
            -31253,
            -299300,
            -575351,
            -247805
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19347,
    "evaluation_days": 1612.25,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621648800000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760001818368,
    "expiration_time": 1765011542400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 99,
            "offset": 0,
            "multiplier": 2.85573
        }
    }
}

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)