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Trade: ICP/USDT/15/SUPERTREND/BBL/1272

Strategy
ICP/USDT/15/SUPERTREND/BBL/1272
Pair
ICP_USDT
Interval
15m
Score
518200
Daily Profit
0.340706
Profit Factor
2.426048
Profitability
59.523810
Streak
18.357507
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 15:49
Expiration Time
2025-12-17 14:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 89057.2284 330.6162 88726.6122 118553.3135 1981.2181 116572.0954
Total P&L (%) 89.0572 0.3306 88.7266 118.5533 1.9812 116.5721
Avg Daily Profit (%) 0.342 0.0013 0.3407 0.3007 0.0075 0.2972
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28378 -5818 -23926 -57815 -11067 -49273
Profit Factor 2.0871 1.0168 2.426 1.8118 1.061 2.0265
Total Trades 84 42 42 84 42 42
Winning Trades 51 26 25 51 26 25
Losing Trades 33 16 17 33 16 17
Profitability (%) 60.7143 61.9048 59.5238 60.7143 61.9048 59.5238
Ratio Avg Win / Avg Loss 1.3505 0.6257 1.6497 1.1724 0.6529 1.378
Largest Winning Trade 22088 2114 22088 24649 3190 24649
Largest Losing Trade -15116 -2774 -15116 -28012 -4805 -28012
Avg Bars in Trades 289 12 565 289 12 565
Avg Bars in Winners 303 12 606 303 12 606
Avg Bars in Losers 266 11 505 266 11 505
Bars Traded 24277 506 23771 24277 506 23771
Profit Streak 0 0 18.3575 0 0 18.3575
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 438747 -559602 518200 406917 -502588 437046
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736996400000,
    "first_datapoint_time": 1737120600000,
    "last_datapoint_time": 1759495500000,
    "evaluation_time": 1759495788591,
    "expiration_time": 1765975500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 138,
            "offset": 0,
            "multiplier": 3.67155
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 171,
            "offset": 0,
            "std": 3.47295
        }
    }
}
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": [
        [
            89057.228383292,
            330.6162113008,
            88726.6121719912,
            118553.3134639939,
            1981.2180563305,
            116572.0954076634
        ],
        [
            89.057228,
            0.330616,
            88.726612,
            118.553313,
            1.981218,
            116.572095
        ],
        [
            0.341975,
            0.00127,
            0.340706,
            0.300681,
            0.007534,
            0.297174
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28378,
            -5818,
            -23926,
            -57815,
            -11067,
            -49273
        ],
        [
            2.087111,
            1.01678,
            2.426048,
            1.811829,
            1.061018,
            2.026499
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            60.714286,
            61.904762,
            59.52381,
            60.714286,
            61.904762,
            59.52381
        ],
        [
            1.350484,
            0.625711,
            1.649712,
            1.17236,
            0.652934,
            1.37802
        ],
        [
            22088,
            2114,
            22088,
            24649,
            3190,
            24649
        ],
        [
            -15116,
            -2774,
            -15116,
            -28012,
            -4805,
            -28012
        ],
        [
            289,
            12,
            565,
            289,
            12,
            565
        ],
        [
            303,
            12,
            606,
            303,
            12,
            606
        ],
        [
            266,
            11,
            505,
            266,
            11,
            505
        ],
        [
            24277,
            506,
            23771,
            24277,
            506,
            23771
        ],
        [
            0,
            0,
            18.357507,
            0,
            0,
            18.357507
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            438747,
            -559602,
            518200,
            406917,
            -502588,
            437046
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736996400000,
    "first_datapoint_time": 1737120600000,
    "last_datapoint_time": 1759495500000,
    "evaluation_time": 1759495788591,
    "expiration_time": 1765975500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 138,
            "offset": 0,
            "multiplier": 3.67155
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 171,
            "offset": 0,
            "std": 3.47295
        }
    }
}

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)