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Trade: ICP/USDT/15/DEMA/BBM/2739

Strategy
ICP/USDT/15/DEMA/BBM/2739
Pair
ICP_USDT
Interval
15m
Score
396438
Daily Profit
0.317780
Profit Factor
1.830940
Profitability
54.639175
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 12:23
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 98972.0988 16215.8192 82756.2796 120892.0885 10777.2912 110114.7973
Total P&L (%) 98.9721 16.2158 82.7563 120.8921 10.7773 110.1148
Avg Daily Profit (%) 0.38 0.0623 0.3178 0.3048 0.0393 0.2855
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22919 -25074 -16281 -31922 -39303 -34717
Profit Factor 1.4 1.1097 1.8309 1.3085 1.0458 1.7045
Total Trades 194 97 97 194 97 97
Winning Trades 104 51 53 104 51 53
Losing Trades 90 46 44 90 46 44
Profitability (%) 53.6082 52.5773 54.6392 53.6082 52.5773 54.6392
Ratio Avg Win / Avg Loss 1.2116 1.0009 1.52 1.1324 0.9432 1.4151
Largest Winning Trade 21727 17951 21727 30451 30451 23394
Largest Losing Trade -11358 -11358 -10708 -25513 -25513 -13380
Avg Bars in Trades 126 147 105 126 147 105
Avg Bars in Winners 121 121 122 121 121 122
Avg Bars in Losers 131 175 86 131 175 86
Bars Traded 24532 14277 10255 24532 14277 10255
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 357951 -220403 396438 314657 -455210 337729

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": 1736423100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758878631722,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 159,
            "offset": 0,
            "std": 1.30631
        }
    }
}
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": [
        [
            98972.098765592,
            16215.8192116095,
            82756.2795539825,
            120892.0885082419,
            10777.2911697837,
            110114.7973384581
        ],
        [
            98.972099,
            16.215819,
            82.75628,
            120.892089,
            10.777291,
            110.114797
        ],
        [
            0.380048,
            0.062268,
            0.31778,
            0.304781,
            0.03931,
            0.285517
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22919,
            -25074,
            -16281,
            -31922,
            -39303,
            -34717
        ],
        [
            1.400037,
            1.109704,
            1.83094,
            1.308515,
            1.045753,
            1.704529
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            104,
            51,
            53,
            104,
            51,
            53
        ],
        [
            90,
            46,
            44,
            90,
            46,
            44
        ],
        [
            53.608247,
            52.57732,
            54.639175,
            53.608247,
            52.57732,
            54.639175
        ],
        [
            1.211571,
            1.00091,
            1.520025,
            1.132369,
            0.943228,
            1.415081
        ],
        [
            21727,
            17951,
            21727,
            30451,
            30451,
            23394
        ],
        [
            -11358,
            -11358,
            -10708,
            -25513,
            -25513,
            -13380
        ],
        [
            126,
            147,
            105,
            126,
            147,
            105
        ],
        [
            121,
            121,
            122,
            121,
            121,
            122
        ],
        [
            131,
            175,
            86,
            131,
            175,
            86
        ],
        [
            24532,
            14277,
            10255,
            24532,
            14277,
            10255
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357951,
            -220403,
            396438,
            314657,
            -455210,
            337729
        ]
    ]
}
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": 1736423100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758878631722,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 159,
            "offset": 0,
            "std": 1.30631
        }
    }
}

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)