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Trade: ICP/USDT/15/BBU/PWMA/6993

Strategy
ICP/USDT/15/BBU/PWMA/6993
Pair
ICP_USDT
Interval
15m
Score
304368
Daily Profit
0.297730
Profit Factor
1.489737
Profitability
66.055046
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 20:50
Expiration Time
2025-12-15 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 82320.6447 4785.8985 77534.7462 86244.0409 -11295.0013 97539.0423
Total P&L (%) 82.3206 4.7859 77.5347 86.244 -11.295 97.539
Avg Daily Profit (%) 0.3161 0.0184 0.2977 0.2391 -0.046 0.2618
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57018 -22052 -40937 -149019 -56510 -106229
Profit Factor 1.3021 1.0419 1.4897 1.1377 0.9552 1.2607
Total Trades 219 110 109 219 110 109
Winning Trades 130 58 72 130 58 72
Losing Trades 89 52 37 89 52 37
Profitability (%) 59.3607 52.7273 66.055 59.3607 52.7273 66.055
Ratio Avg Win / Avg Loss 0.8915 0.9341 0.7656 0.7789 0.8564 0.6479
Largest Winning Trade 11931 8969 11931 26690 15562 26690
Largest Losing Trade -25091 -11015 -25091 -73515 -18906 -73515
Avg Bars in Trades 111 40 184 111 40 184
Avg Bars in Winners 98 38 147 98 38 147
Avg Bars in Losers 130 42 255 130 42 255
Bars Traded 24497 4414 20083 24497 4414 20083
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 288280 -511458 304368 -61757 -582081 242908
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736841600000,
    "first_datapoint_time": 1737032400000,
    "last_datapoint_time": 1759340700000,
    "evaluation_time": 1759341012261,
    "expiration_time": 1765820700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 191,
            "offset": 0,
            "std": 2.31373
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 213,
            "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": [
        [
            82320.644746693,
            4785.8985238808,
            77534.7462228123,
            86244.040931315,
            -11295.0013484337,
            97539.0422797487
        ],
        [
            82.320645,
            4.785899,
            77.534746,
            86.244041,
            -11.295001,
            97.539042
        ],
        [
            0.316107,
            0.018378,
            0.29773,
            0.239087,
            -0.046013,
            0.261753
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57018,
            -22052,
            -40937,
            -149019,
            -56510,
            -106229
        ],
        [
            1.302126,
            1.041926,
            1.489737,
            1.137743,
            0.955172,
            1.260688
        ],
        [
            219,
            110,
            109,
            219,
            110,
            109
        ],
        [
            130,
            58,
            72,
            130,
            58,
            72
        ],
        [
            89,
            52,
            37,
            89,
            52,
            37
        ],
        [
            59.360731,
            52.727273,
            66.055046,
            59.360731,
            52.727273,
            66.055046
        ],
        [
            0.891456,
            0.93414,
            0.765559,
            0.778916,
            0.856361,
            0.647853
        ],
        [
            11931,
            8969,
            11931,
            26690,
            15562,
            26690
        ],
        [
            -25091,
            -11015,
            -25091,
            -73515,
            -18906,
            -73515
        ],
        [
            111,
            40,
            184,
            111,
            40,
            184
        ],
        [
            98,
            38,
            147,
            98,
            38,
            147
        ],
        [
            130,
            42,
            255,
            130,
            42,
            255
        ],
        [
            24497,
            4414,
            20083,
            24497,
            4414,
            20083
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            288280,
            -511458,
            304368,
            -61757,
            -582081,
            242908
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736841600000,
    "first_datapoint_time": 1737032400000,
    "last_datapoint_time": 1759340700000,
    "evaluation_time": 1759341012261,
    "expiration_time": 1765820700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 191,
            "offset": 0,
            "std": 2.31373
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 213,
            "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)