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Trade: ICP/USDT/120/T3/SSF/2364

Strategy
ICP/USDT/120/T3/SSF/2364
Pair
ICP_USDT
Interval
2h
Score
314575
Daily Profit
0.149930
Profit Factor
1.199375
Profitability
52.459016
Streak
12.194218
Best Strategy
Training Data Length
1597.500000
Evaluation Time
2025-09-26 13:39
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 239513.4138 53741.0152 185772.3986 -87563.5821 -141498.2656 53934.6835
Total P&L (%) 239.5134 53.741 185.7724 -87.5636 -141.4983 53.9347
Avg Daily Profit (%) 0.1499 0.0336 0.1163 -0.1304 0 0.027
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161215 -115382 -158274 -226398 -217344 -132421
Profit Factor 1.1994 1.0791 1.3558 0.9208 0.7792 1.116
Total Trades 366 183 183 366 183 183
Winning Trades 192 88 104 192 88 104
Losing Trades 174 95 79 174 95 79
Profitability (%) 52.459 48.0874 56.8306 52.459 48.0874 56.8306
Ratio Avg Win / Avg Loss 1.0869 1.165 1.0299 0.8345 0.8412 0.8478
Largest Winning Trade 52975 52975 33678 71577 71577 32799
Largest Losing Trade -97105 -36698 -97105 -92270 -53357 -92270
Avg Bars in Trades 51 53 49 51 53 49
Avg Bars in Winners 49 52 46 49 52 46
Avg Bars in Losers 54 55 53 54 55 53
Bars Traded 18975 9860 9115 18975 9860 9115
Profit Streak 12.1942 0 12.9442 12.1942 0 12.9442
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314575 -282860 -35431 -577925 -581118 -250522

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": 1621533600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758883180464,
    "expiration_time": 1763691264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 91,
            "offset": 0,
            "a": 0.28023
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 29,
            "offset": 117,
            "poles": 2
        }
    }
}
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": [
        [
            239513.4137615176,
            53741.0152033389,
            185772.398558179,
            -87563.582068491,
            -141498.2656061375,
            53934.6835376464
        ],
        [
            239.513414,
            53.741015,
            185.772399,
            -87.563582,
            -141.498266,
            53.934684
        ],
        [
            0.14993,
            0.033641,
            0.116289,
            -0.130403,
            0,
            0.027006
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161215,
            -115382,
            -158274,
            -226398,
            -217344,
            -132421
        ],
        [
            1.199375,
            1.07913,
            1.35577,
            0.920803,
            0.779201,
            1.116039
        ],
        [
            366,
            183,
            183,
            366,
            183,
            183
        ],
        [
            192,
            88,
            104,
            192,
            88,
            104
        ],
        [
            174,
            95,
            79,
            174,
            95,
            79
        ],
        [
            52.459016,
            48.087432,
            56.830601,
            52.459016,
            48.087432,
            56.830601
        ],
        [
            1.086934,
            1.16497,
            1.029864,
            0.834478,
            0.841183,
            0.84776
        ],
        [
            52975,
            52975,
            33678,
            71577,
            71577,
            32799
        ],
        [
            -97105,
            -36698,
            -97105,
            -92270,
            -53357,
            -92270
        ],
        [
            51,
            53,
            49,
            51,
            53,
            49
        ],
        [
            49,
            52,
            46,
            49,
            52,
            46
        ],
        [
            54,
            55,
            53,
            54,
            55,
            53
        ],
        [
            18975,
            9860,
            9115,
            18975,
            9860,
            9115
        ],
        [
            12.194218,
            0,
            12.944218,
            12.194218,
            0,
            12.944218
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314575,
            -282860,
            -35431,
            -577925,
            -581118,
            -250522
        ]
    ]
}
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": 1621533600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758883180464,
    "expiration_time": 1763691264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 91,
            "offset": 0,
            "a": 0.28023
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 29,
            "offset": 117,
            "poles": 2
        }
    }
}

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)