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Trade: ICP/USDT/15/DCU/MIDPOINT/9389

Strategy
ICP/USDT/15/DCU/MIDPOINT/9389
Pair
ICP_USDT
Interval
15m
Score
432057
Daily Profit
0.227565
Profit Factor
2.034740
Profitability
65.517241
Streak
44.856807
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 06:18
Expiration Time
2025-12-17 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 54252.8862 -5009.6439 59262.5301 54423.9852 -9412.0918 63836.077
Total P&L (%) 54.2529 -5.0096 59.2625 54.424 -9.4121 63.8361
Avg Daily Profit (%) 0.2083 -0.0192 0.2276 0.167 -0.038 0.1898
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24688 -10211 -23254 -41557 -15389 -39448
Profit Factor 1.6605 0.7985 2.0347 1.4271 0.7445 1.7046
Total Trades 59 30 29 59 30 29
Winning Trades 35 16 19 35 16 19
Losing Trades 24 14 10 24 14 10
Profitability (%) 59.322 53.3333 65.5172 59.322 53.3333 65.5172
Ratio Avg Win / Avg Loss 1.1386 0.6987 1.0709 0.9786 0.6515 0.8972
Largest Winning Trade 24143 2783 24143 24764 3969 24764
Largest Losing Trade -17765 -4227 -17765 -29992 -5933 -29992
Avg Bars in Trades 400 72 739 400 72 739
Avg Bars in Winners 405 42 712 405 42 712
Avg Bars in Losers 393 107 793 393 107 793
Bars Traded 23634 2175 21459 23634 2175 21459
Profit Streak 0 0 44.8568 0 0 44.8568
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -171010 -581233 432057 -174192 -581511 348468
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736961300000,
    "first_datapoint_time": 1737163800000,
    "last_datapoint_time": 1759460400000,
    "evaluation_time": 1759461528172,
    "expiration_time": 1765940400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 226,
            "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": [
        [
            54252.8862238139,
            -5009.6438834206,
            59262.5301072345,
            54423.9852191886,
            -9412.091828692,
            63836.0770478806
        ],
        [
            54.252886,
            -5.009644,
            59.26253,
            54.423985,
            -9.412092,
            63.836077
        ],
        [
            0.208328,
            -0.019237,
            0.227565,
            0.166997,
            -0.03795,
            0.189757
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24688,
            -10211,
            -23254,
            -41557,
            -15389,
            -39448
        ],
        [
            1.6605,
            0.798536,
            2.03474,
            1.427078,
            0.744515,
            1.704644
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            24,
            14,
            10,
            24,
            14,
            10
        ],
        [
            59.322034,
            53.333333,
            65.517241,
            59.322034,
            53.333333,
            65.517241
        ],
        [
            1.138629,
            0.698719,
            1.070916,
            0.978567,
            0.651451,
            0.897181
        ],
        [
            24143,
            2783,
            24143,
            24764,
            3969,
            24764
        ],
        [
            -17765,
            -4227,
            -17765,
            -29992,
            -5933,
            -29992
        ],
        [
            400,
            72,
            739,
            400,
            72,
            739
        ],
        [
            405,
            42,
            712,
            405,
            42,
            712
        ],
        [
            393,
            107,
            793,
            393,
            107,
            793
        ],
        [
            23634,
            2175,
            21459,
            23634,
            2175,
            21459
        ],
        [
            0,
            0,
            44.856807,
            0,
            0,
            44.856808
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -171010,
            -581233,
            432057,
            -174192,
            -581511,
            348468
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736961300000,
    "first_datapoint_time": 1737163800000,
    "last_datapoint_time": 1759460400000,
    "evaluation_time": 1759461528172,
    "expiration_time": 1765940400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 226,
            "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)