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Trade: ICP/USDT/15/BBU/SMA/5768

Strategy
ICP/USDT/15/BBU/SMA/5768
Pair
ICP_USDT
Interval
15m
Score
524720
Daily Profit
0.306849
Profit Factor
2.457811
Profitability
59.375000
Streak
43.896006
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 00:00
Expiration Time
2025-12-15 22:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 79876.7579 -32.9213 79909.6792 97500.6273 2664.2231 94836.4042
Total P&L (%) 79.8768 -0.0329 79.9097 97.5006 2.6642 94.8364
Avg Daily Profit (%) 0.3067 -0.0001 0.3068 0.2617 0.0101 0.2564
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30956 -11424 -22635 -60014 -18853 -46267
Profit Factor 1.9821 0.9988 2.4578 1.6767 1.0641 1.925
Total Trades 65 33 32 65 33 32
Winning Trades 39 20 19 39 20 19
Losing Trades 26 13 13 26 13 13
Profitability (%) 60 60.6061 59.375 60 60.6061 59.375
Ratio Avg Win / Avg Loss 1.3214 0.6492 1.6817 1.1178 0.6917 1.3171
Largest Winning Trade 30787 7998 30787 32340 11965 32340
Largest Losing Trade -18018 -5243 -18018 -36521 -5430 -36521
Avg Bars in Trades 370 26 724 370 26 724
Avg Bars in Winners 382 25 758 382 25 758
Avg Bars in Losers 351 28 675 351 28 675
Bars Traded 24060 872 23188 24060 872 23188
Profit Streak 43.7085 43.7085 43.896 43.7085 43.7085 43.896
Trades During Streak 12 6 6 12 6 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -123185 -578975 524720 -124159 -495009 432200
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736852400000,
    "first_datapoint_time": 1737056700000,
    "last_datapoint_time": 1759351500000,
    "evaluation_time": 1759352414918,
    "expiration_time": 1765831500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 90,
            "offset": 0,
            "std": 3.22548
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 228,
            "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": [
        [
            79876.7578837545,
            -32.92131601,
            79909.6791997644,
            97500.627261621,
            2664.2230943632,
            94836.4041672578
        ],
        [
            79.876758,
            -0.032921,
            79.909679,
            97.500627,
            2.664223,
            94.836404
        ],
        [
            0.306723,
            -0.000126,
            0.306849,
            0.261678,
            0.010097,
            0.256449
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30956,
            -11424,
            -22635,
            -60014,
            -18853,
            -46267
        ],
        [
            1.982093,
            0.998759,
            2.457811,
            1.676673,
            1.064094,
            1.925048
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            60,
            60.606061,
            59.375,
            60,
            60.606061,
            59.375
        ],
        [
            1.321395,
            0.649193,
            1.68166,
            1.117782,
            0.691661,
            1.317138
        ],
        [
            30787,
            7998,
            30787,
            32340,
            11965,
            32340
        ],
        [
            -18018,
            -5243,
            -18018,
            -36521,
            -5430,
            -36521
        ],
        [
            370,
            26,
            724,
            370,
            26,
            724
        ],
        [
            382,
            25,
            758,
            382,
            25,
            758
        ],
        [
            351,
            28,
            675,
            351,
            28,
            675
        ],
        [
            24060,
            872,
            23188,
            24060,
            872,
            23188
        ],
        [
            43.708506,
            43.708506,
            43.896006,
            43.708506,
            43.708506,
            43.896006
        ],
        [
            12,
            6,
            6,
            12,
            6,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -123185,
            -578975,
            524720,
            -124159,
            -495009,
            432200
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736852400000,
    "first_datapoint_time": 1737056700000,
    "last_datapoint_time": 1759351500000,
    "evaluation_time": 1759352414918,
    "expiration_time": 1765831500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 90,
            "offset": 0,
            "std": 3.22548
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 228,
            "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)