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Trade: ICP/USDT/120/SUPERTREND/SUPERTREND/5517

Strategy
ICP/USDT/120/SUPERTREND/SUPERTREND/5517
Pair
ICP_USDT
Interval
2h
Score
403959
Daily Profit
0.238185
Profit Factor
1.243755
Profitability
55.210238
Streak
0.000000
Best Strategy
Training Data Length
1608.170000
Evaluation Time
2025-10-05 11:17
Expiration Time
2025-12-02 05:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 383042.4741 164526.7054 218515.7687 88425.8991 329661.6328 -241235.7338
Total P&L (%) 383.0425 164.5267 218.5158 88.4259 329.6616 -241.2357
Avg Daily Profit (%) 0.2382 0.1023 0.1359 0.0394 0.0907 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103655 -113801 -116706 -889931 -681678 -1032714
Profit Factor 1.2438 1.2117 1.2751 1.0133 1.1079 0.9327
Total Trades 547 273 274 547 273 274
Winning Trades 302 146 156 302 146 156
Losing Trades 245 127 118 245 127 118
Profitability (%) 55.2102 53.4799 56.9343 55.2102 53.4799 56.9343
Ratio Avg Win / Avg Loss 1.009 1.054 0.9645 0.8221 0.9637 0.7055
Largest Winning Trade 66012 37158 66012 165589 105689 165589
Largest Losing Trade -83647 -32002 -83647 -750906 -209244 -750906
Avg Bars in Trades 34 34 35 34 34 35
Avg Bars in Winners 31 29 32 31 29 32
Avg Bars in Losers 39 40 38 39 40 38
Bars Traded 19077 9464 9613 19077 9464 9613
Profit Streak 0 4.6791 0 0 4.6791 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403959 -55113 -11592 -344278 -173627 -579001
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19298,
    "evaluation_days": 1608.17,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621526400000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759652278448,
    "expiration_time": 1764646041600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 116,
            "offset": 0,
            "multiplier": 2.75311
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 58,
            "offset": 0,
            "multiplier": 2.87092
        }
    }
}
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": [
        [
            383042.4740980999,
            164526.7053857961,
            218515.768712304,
            88425.8990556759,
            329661.6328152087,
            -241235.7337595325
        ],
        [
            383.042474,
            164.526705,
            218.515769,
            88.425899,
            329.661633,
            -241.235734
        ],
        [
            0.238185,
            0.102307,
            0.135879,
            0.039403,
            0.090692,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103655,
            -113801,
            -116706,
            -889931,
            -681678,
            -1032714
        ],
        [
            1.243755,
            1.211741,
            1.275068,
            1.013319,
            1.107919,
            0.932693
        ],
        [
            547,
            273,
            274,
            547,
            273,
            274
        ],
        [
            302,
            146,
            156,
            302,
            146,
            156
        ],
        [
            245,
            127,
            118,
            245,
            127,
            118
        ],
        [
            55.210238,
            53.479853,
            56.934307,
            55.210238,
            53.479853,
            56.934307
        ],
        [
            1.009006,
            1.054048,
            0.964475,
            0.822064,
            0.963738,
            0.705499
        ],
        [
            66012,
            37158,
            66012,
            165589,
            105689,
            165589
        ],
        [
            -83647,
            -32002,
            -83647,
            -750906,
            -209244,
            -750906
        ],
        [
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            34,
            35,
            34,
            34,
            35
        ],
        [
            31,
            29,
            32,
            31,
            29,
            32
        ],
        [
            39,
            40,
            38,
            39,
            40,
            38
        ],
        [
            19077,
            9464,
            9613,
            19077,
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            9613
        ],
        [
            0,
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            0,
            0,
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            0
        ],
        [
            0,
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            0,
            0,
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            0
        ],
        [
            0.8,
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            1.45,
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        ],
        [
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            -11592,
            -344278,
            -173627,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19298,
    "evaluation_days": 1608.17,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621526400000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759652278448,
    "expiration_time": 1764646041600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 116,
            "offset": 0,
            "multiplier": 2.75311
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 58,
            "offset": 0,
            "multiplier": 2.87092
        }
    }
}

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)