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Trade: ICP/USDT/15/SWMA/BBL/2508

Strategy
ICP/USDT/15/SWMA/BBL/2508
Pair
ICP_USDT
Interval
15m
Score
345336
Daily Profit
0.228683
Profit Factor
1.752980
Profitability
53.191489
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 09:22
Expiration Time
2025-12-24 08:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 64676.7636 5123.0276 59553.7361 69648.411 4240.4675 65407.9435
Total P&L (%) 64.6768 5.123 59.5537 69.6484 4.2405 65.4079
Avg Daily Profit (%) 0.2484 0.0197 0.2287 0.2032 0.0159 0.1934
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28333 -11872 -25582 -44540 -17098 -38391
Profit Factor 1.4974 1.1006 1.753 1.3671 1.0579 1.5613
Total Trades 95 48 47 95 48 47
Winning Trades 52 27 25 52 27 25
Losing Trades 43 21 22 43 21 22
Profitability (%) 54.7368 56.25 53.1915 54.7368 56.25 53.1915
Ratio Avg Win / Avg Loss 1.2383 0.856 1.5426 1.1305 0.8228 1.3739
Largest Winning Trade 25523 6441 25523 27461 8984 27461
Largest Losing Trade -8338 -5846 -8338 -15324 -8363 -15324
Avg Bars in Trades 250 31 472 250 31 472
Avg Bars in Winners 329 35 647 329 35 647
Avg Bars in Losers 153 27 274 153 27 274
Bars Traded 23758 1530 22228 23758 1530 22228
Profit Streak 7.8701 12.4951 0 7.8701 12.4951 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328230 -443307 345336 297577 -495208 289393
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737577800000,
    "first_datapoint_time": 1737765900000,
    "last_datapoint_time": 1760076900000,
    "evaluation_time": 1760077373686,
    "expiration_time": 1766556900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 79,
            "offset": 0,
            "std": 2.58417
        }
    }
}
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": [
        [
            64676.76364001,
            5123.0275761635,
            59553.7360638466,
            69648.4110237537,
            4240.4674781884,
            65407.9435455655
        ],
        [
            64.676764,
            5.123028,
            59.553736,
            69.648411,
            4.240467,
            65.407944
        ],
        [
            0.248356,
            0.019672,
            0.228683,
            0.20317,
            0.015949,
            0.19343
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28333,
            -11872,
            -25582,
            -44540,
            -17098,
            -38391
        ],
        [
            1.497446,
            1.100595,
            1.75298,
            1.367074,
            1.057925,
            1.561284
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            54.736842,
            56.25,
            53.191489,
            54.736842,
            56.25,
            53.191489
        ],
        [
            1.238272,
            0.856019,
            1.542623,
            1.130465,
            0.82283,
            1.37393
        ],
        [
            25523,
            6441,
            25523,
            27461,
            8984,
            27461
        ],
        [
            -8338,
            -5846,
            -8338,
            -15324,
            -8363,
            -15324
        ],
        [
            250,
            31,
            472,
            250,
            31,
            472
        ],
        [
            329,
            35,
            647,
            329,
            35,
            647
        ],
        [
            153,
            27,
            274,
            153,
            27,
            274
        ],
        [
            23758,
            1530,
            22228,
            23758,
            1530,
            22228
        ],
        [
            7.870066,
            12.495066,
            0,
            7.870066,
            12.495066,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328230,
            -443307,
            345336,
            297577,
            -495208,
            289393
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737577800000,
    "first_datapoint_time": 1737765900000,
    "last_datapoint_time": 1760076900000,
    "evaluation_time": 1760077373686,
    "expiration_time": 1766556900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 79,
            "offset": 0,
            "std": 2.58417
        }
    }
}

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)