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Trade: ICP/USDT/15/BBU/MIDPOINT/5638

Strategy
ICP/USDT/15/BBU/MIDPOINT/5638
Pair
ICP_USDT
Interval
15m
Score
333114
Daily Profit
0.216154
Profit Factor
1.523419
Profitability
58.333333
Streak
11.688574
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 20:16
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 33278.1245 -23012.6768 56290.8013 22606.5459 -34937.4414 57543.9873
Total P&L (%) 33.2781 -23.0127 56.2908 22.6065 -34.9374 57.544
Avg Daily Profit (%) 0.1278 -0.0884 0.2162 0.0783 -0.1649 0.1747
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47996 -31188 -29527 -73299 -42289 -44617
Profit Factor 1.1563 0.7817 1.5234 1.0831 0.7359 1.4114
Total Trades 191 95 96 191 95 96
Winning Trades 106 50 56 106 50 56
Losing Trades 85 45 40 85 45 40
Profitability (%) 55.4974 52.6316 58.3333 55.4974 52.6316 58.3333
Ratio Avg Win / Avg Loss 0.9272 0.7036 1.0882 0.8685 0.6623 1.0082
Largest Winning Trade 8728 8728 8376 13003 9896 13003
Largest Losing Trade -23730 -9465 -23730 -33093 -10895 -33093
Avg Bars in Trades 128 43 212 128 43 212
Avg Bars in Winners 113 43 177 113 43 177
Avg Bars in Losers 146 43 261 146 43 261
Bars Traded 24525 4124 20401 24525 4124 20401
Profit Streak 4.7094 0 11.6886 4.7094 0 11.6886
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -74802 -582132 333114 -223633 -582132 298722

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736459100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758906992780,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 56,
            "offset": 0,
            "std": 3.71244
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 215,
            "offset": 43
        }
    }
}
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": [
        [
            33278.1244982354,
            -23012.6768497098,
            56290.8013479451,
            22606.545868465,
            -34937.4414307944,
            57543.9872992596
        ],
        [
            33.278124,
            -23.012677,
            56.290801,
            22.606546,
            -34.937441,
            57.543987
        ],
        [
            0.127786,
            -0.088368,
            0.216154,
            0.078293,
            -0.164913,
            0.174691
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47996,
            -31188,
            -29527,
            -73299,
            -42289,
            -44617
        ],
        [
            1.15625,
            0.781737,
            1.523419,
            1.08306,
            0.735927,
            1.411411
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            106,
            50,
            56,
            106,
            50,
            56
        ],
        [
            85,
            45,
            40,
            85,
            45,
            40
        ],
        [
            55.497382,
            52.631579,
            58.333333,
            55.497382,
            52.631579,
            58.333333
        ],
        [
            0.927182,
            0.703563,
            1.088157,
            0.868491,
            0.662335,
            1.008151
        ],
        [
            8728,
            8728,
            8376,
            13003,
            9896,
            13003
        ],
        [
            -23730,
            -9465,
            -23730,
            -33093,
            -10895,
            -33093
        ],
        [
            128,
            43,
            212,
            128,
            43,
            212
        ],
        [
            113,
            43,
            177,
            113,
            43,
            177
        ],
        [
            146,
            43,
            261,
            146,
            43,
            261
        ],
        [
            24525,
            4124,
            20401,
            24525,
            4124,
            20401
        ],
        [
            4.709407,
            0,
            11.688574,
            4.709407,
            0,
            11.688574
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -74802,
            -582132,
            333114,
            -223633,
            -582132,
            298722
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736459100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758906992780,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 56,
            "offset": 0,
            "std": 3.71244
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 215,
            "offset": 43
        }
    }
}

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)