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Trade: ICP/USDT/120/T3/ZLMA/4508

Strategy
ICP/USDT/120/T3/ZLMA/4508
Pair
ICP_USDT
Interval
2h
Score
322834
Daily Profit
0.155640
Profit Factor
1.624834
Profitability
45.528455
Streak
12.481993
Best Strategy
Training Data Length
1604.330000
Evaluation Time
2025-10-01 14:34
Expiration Time
2025-11-28 06:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 359627.167 109928.5683 249698.5987 399298.3479 20356.1962 378942.1517
Total P&L (%) 359.6272 109.9286 249.6986 399.2983 20.3562 378.9422
Avg Daily Profit (%) 0.2242 0.0685 0.1556 0.1003 0.0116 0.0977
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123221 -93480 -99596 -275385 -296796 -244224
Profit Factor 1.3882 1.2087 1.6248 1.2026 1.0183 1.442
Total Trades 246 123 123 246 123 123
Winning Trades 100 44 56 100 44 56
Losing Trades 146 79 67 146 79 67
Profitability (%) 40.6504 35.7724 45.5285 40.6504 35.7724 45.5285
Ratio Avg Win / Avg Loss 2.0268 2.1702 1.944 1.7559 1.8283 1.7253
Largest Winning Trade 90066 90066 35598 134264 128734 134264
Largest Losing Trade -46164 -46164 -19816 -73028 -66747 -73028
Avg Bars in Trades 77 79 75 77 79 75
Avg Bars in Winners 118 121 116 118 121 116
Avg Bars in Losers 49 55 41 49 55 41
Bars Traded 19057 9769 9288 19057 9769 9288
Profit Streak 11.3987 0 12.482 11.3987 0 12.482
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 282481 -106569 322834 -60213 -389119 -61848
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19252,
    "evaluation_days": 1604.33,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621238400000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759318444201,
    "expiration_time": 1764302918400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 77,
            "offset": 0,
            "a": 0.9286
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 47,
            "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": [
        [
            359627.1670403524,
            109928.5683422714,
            249698.5986980814,
            399298.3479437312,
            20356.1962352182,
            378942.1517085129
        ],
        [
            359.627167,
            109.928568,
            249.698599,
            399.298348,
            20.356196,
            378.942152
        ],
        [
            0.22416,
            0.06852,
            0.15564,
            0.100281,
            0.01155,
            0.097684
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123221,
            -93480,
            -99596,
            -275385,
            -296796,
            -244224
        ],
        [
            1.388227,
            1.208708,
            1.624834,
            1.202639,
            1.018286,
            1.44202
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            100,
            44,
            56,
            100,
            44,
            56
        ],
        [
            146,
            79,
            67,
            146,
            79,
            67
        ],
        [
            40.650407,
            35.772358,
            45.528455,
            40.650407,
            35.772358,
            45.528455
        ],
        [
            2.026811,
            2.170181,
            1.943998,
            1.755853,
            1.828287,
            1.725274
        ],
        [
            90066,
            90066,
            35598,
            134264,
            128734,
            134264
        ],
        [
            -46164,
            -46164,
            -19816,
            -73028,
            -66747,
            -73028
        ],
        [
            77,
            79,
            75,
            77,
            79,
            75
        ],
        [
            118,
            121,
            116,
            118,
            121,
            116
        ],
        [
            49,
            55,
            41,
            49,
            55,
            41
        ],
        [
            19057,
            9769,
            9288,
            19057,
            9769,
            9288
        ],
        [
            11.39866,
            0,
            12.481993,
            11.39866,
            0,
            12.481993
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            282481,
            -106569,
            322834,
            -60213,
            -389119,
            -61848
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19252,
    "evaluation_days": 1604.33,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621238400000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759318444201,
    "expiration_time": 1764302918400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 77,
            "offset": 0,
            "a": 0.9286
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 47,
            "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)