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Trade: ICP/USDT/15/SSF/DCL/8541

Strategy
ICP/USDT/15/SSF/DCL/8541
Pair
ICP_USDT
Interval
15m
Score
426438
Daily Profit
0.347882
Profit Factor
1.690441
Profitability
67.326733
Streak
7.679006
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 16:47
Expiration Time
2025-12-15 15:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 90595.4086 6852.8451 83742.5635 119786.7013 5919.4378 113867.2636
Total P&L (%) 90.5954 6.8528 83.7426 119.7867 5.9194 113.8673
Avg Daily Profit (%) 0.3479 0.0263 0.3216 0.3028 0.0221 0.2923
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -19498 -26361 -18385 -33408 -38731 -32094
Profit Factor 1.6904 1.1148 2.1712 1.5863 1.0654 2.001
Total Trades 101 51 50 101 51 50
Winning Trades 68 31 37 68 31 37
Losing Trades 33 20 13 33 20 13
Profitability (%) 67.3267 60.7843 74 67.3267 60.7843 74
Ratio Avg Win / Avg Loss 0.8204 0.7192 0.7628 0.7698 0.6873 0.7031
Largest Winning Trade 8897 6691 8897 11192 9417 11192
Largest Losing Trade -17916 -15209 -17916 -31161 -21929 -31161
Avg Bars in Trades 238 111 367 238 111 367
Avg Bars in Winners 190 92 273 190 92 273
Avg Bars in Losers 335 140 635 335 140 635
Bars Traded 24048 5667 18381 24048 5667 18381
Profit Streak 7.679 7.679 50.2936 7.679 7.679 50.2936
Trades During Streak 2 1 8 2 1 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426438 -598821 -166698 403277 -658814 -167276
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736826300000,
    "first_datapoint_time": 1737131400000,
    "last_datapoint_time": 1759325400000,
    "evaluation_time": 1759326466156,
    "expiration_time": 1765805400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 121,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 182,
            "offset": 158
        }
    }
}
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": [
        [
            90595.4086372136,
            6852.8451350061,
            83742.5635022075,
            119786.7013383448,
            5919.437759295,
            113867.2635790498
        ],
        [
            90.595409,
            6.852845,
            83.742564,
            119.786701,
            5.919438,
            113.867264
        ],
        [
            0.347882,
            0.026315,
            0.321567,
            0.302849,
            0.022085,
            0.292334
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -19498,
            -26361,
            -18385,
            -33408,
            -38731,
            -32094
        ],
        [
            1.690441,
            1.114768,
            2.171168,
            1.586269,
            1.065357,
            2.001038
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            68,
            31,
            37,
            68,
            31,
            37
        ],
        [
            33,
            20,
            13,
            33,
            20,
            13
        ],
        [
            67.326733,
            60.784314,
            74,
            67.326733,
            60.784314,
            74
        ],
        [
            0.820361,
            0.719205,
            0.762843,
            0.769807,
            0.687327,
            0.703067
        ],
        [
            8897,
            6691,
            8897,
            11192,
            9417,
            11192
        ],
        [
            -17916,
            -15209,
            -17916,
            -31161,
            -21929,
            -31161
        ],
        [
            238,
            111,
            367,
            238,
            111,
            367
        ],
        [
            190,
            92,
            273,
            190,
            92,
            273
        ],
        [
            335,
            140,
            635,
            335,
            140,
            635
        ],
        [
            24048,
            5667,
            18381,
            24048,
            5667,
            18381
        ],
        [
            7.679006,
            7.679006,
            50.29359,
            7.679006,
            7.679006,
            50.29359
        ],
        [
            2,
            1,
            8,
            2,
            1,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426438,
            -598821,
            -166698,
            403277,
            -658814,
            -167276
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736826300000,
    "first_datapoint_time": 1737131400000,
    "last_datapoint_time": 1759325400000,
    "evaluation_time": 1759326466156,
    "expiration_time": 1765805400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 121,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 182,
            "offset": 158
        }
    }
}

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)