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Trade: ICP/USDT/15/MIDPRICE/RMA/7853

Strategy
ICP/USDT/15/MIDPRICE/RMA/7853
Pair
ICP_USDT
Interval
15m
Score
396479
Daily Profit
0.235046
Profit Factor
2.350357
Profitability
62.790698
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 02:18
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 50059.607 -11151.0163 61210.6233 49205.72 -16967.6384 66173.3584
Total P&L (%) 50.0596 -11.151 61.2106 49.2057 -16.9676 66.1734
Avg Daily Profit (%) 0.1922 -0.0428 0.235 0.1538 -0.0714 0.1952
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24772 -21982 -16439 -32896 -29031 -24650
Profit Factor 1.4167 0.8509 2.3504 1.2868 0.8377 1.9866
Total Trades 85 42 43 85 42 43
Winning Trades 51 24 27 51 24 27
Losing Trades 34 18 16 34 18 16
Profitability (%) 60 57.1429 62.7907 60 57.1429 62.7907
Ratio Avg Win / Avg Loss 0.9445 0.6382 1.3928 0.8578 0.6283 1.1772
Largest Winning Trade 15089 8664 15089 15442 11593 15442
Largest Losing Trade -14937 -12303 -14937 -23872 -17789 -23872
Avg Bars in Trades 280 334 228 280 334 228
Avg Bars in Winners 202 220 186 202 220 186
Avg Bars in Losers 397 485 298 397 485 298
Bars Traded 23855 14040 9815 23855 14040 9815
Profit Streak 0 10.4608 0 0 10.4608 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 207410 -580551 396479 164303 -580551 370861

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": 1736449200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758842310097,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 247,
            "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": [
        [
            50059.607022755,
            -11151.0163163221,
            61210.623339077,
            49205.7199829046,
            -16967.638429284,
            66173.3584121884
        ],
        [
            50.059607,
            -11.151016,
            61.210623,
            49.20572,
            -16.967638,
            66.173358
        ],
        [
            0.192226,
            -0.042819,
            0.235046,
            0.153776,
            -0.071374,
            0.195207
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24772,
            -21982,
            -16439,
            -32896,
            -29031,
            -24650
        ],
        [
            1.416709,
            0.850926,
            2.350357,
            1.28675,
            0.837671,
            1.986606
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            60,
            57.142857,
            62.790698,
            60,
            57.142857,
            62.790698
        ],
        [
            0.944473,
            0.638194,
            1.392804,
            0.857833,
            0.628253,
            1.177248
        ],
        [
            15089,
            8664,
            15089,
            15442,
            11593,
            15442
        ],
        [
            -14937,
            -12303,
            -14937,
            -23872,
            -17789,
            -23872
        ],
        [
            280,
            334,
            228,
            280,
            334,
            228
        ],
        [
            202,
            220,
            186,
            202,
            220,
            186
        ],
        [
            397,
            485,
            298,
            397,
            485,
            298
        ],
        [
            23855,
            14040,
            9815,
            23855,
            14040,
            9815
        ],
        [
            0,
            10.460765,
            0,
            0,
            10.460765,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            207410,
            -580551,
            396479,
            164303,
            -580551,
            370861
        ]
    ]
}
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": 1736449200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758842310097,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 247,
            "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)