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Trade: ICP/USDT/15/T3/BBL/5741

Strategy
ICP/USDT/15/T3/BBL/5741
Pair
ICP_USDT
Interval
15m
Score
345769
Daily Profit
0.284384
Profit Factor
1.332507
Profitability
46.524064
Streak
19.362426
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 23:56
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 74059.3541 7578.9328 66480.4213 79689.2251 4570.6201 75118.6049
Total P&L (%) 74.0594 7.5789 66.4804 79.6892 4.5706 75.1186
Avg Daily Profit (%) 0.2844 0.0291 0.2553 0.2253 0.0172 0.2154
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34282 -20887 -28931 -54210 -30622 -46908
Profit Factor 1.3325 1.0768 1.5357 1.2456 1.0318 1.4155
Total Trades 187 94 93 187 94 93
Winning Trades 87 43 44 87 43 44
Losing Trades 100 51 49 100 51 49
Profitability (%) 46.5241 45.7447 47.3118 46.5241 45.7447 47.3118
Ratio Avg Win / Avg Loss 1.5316 1.2772 1.7102 1.4317 1.2238 1.5764
Largest Winning Trade 24365 6516 24365 29182 8814 29182
Largest Losing Trade -14254 -4774 -14254 -24245 -6963 -24245
Avg Bars in Trades 128 40 217 128 40 217
Avg Bars in Winners 190 44 333 190 44 333
Avg Bars in Losers 73 36 112 73 36 112
Bars Traded 24002 3803 20199 24002 3803 20199
Profit Streak 19.3624 22.6541 19.3624 19.3624 22.6541 19.3624
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345769 -457345 331877 268460 -523095 301615
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": 1736391600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758920213629,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 183,
            "offset": 0,
            "a": 0.7468
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 246,
            "offset": 0,
            "std": 3.54199
        }
    }
}
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": [
        [
            74059.3541215728,
            7578.9327886089,
            66480.4213329639,
            79689.225053542,
            4570.6201104582,
            75118.6049430837
        ],
        [
            74.059354,
            7.578933,
            66.480421,
            79.689225,
            4.57062,
            75.118605
        ],
        [
            0.284384,
            0.029103,
            0.255282,
            0.225297,
            0.017163,
            0.215381
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34282,
            -20887,
            -28931,
            -54210,
            -30622,
            -46908
        ],
        [
            1.332507,
            1.076845,
            1.535686,
            1.245562,
            1.031797,
            1.415542
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            100,
            51,
            49,
            100,
            51,
            49
        ],
        [
            46.524064,
            45.744681,
            47.311828,
            46.524064,
            45.744681,
            47.311828
        ],
        [
            1.531617,
            1.277188,
            1.710196,
            1.431681,
            1.223759,
            1.5764
        ],
        [
            24365,
            6516,
            24365,
            29182,
            8814,
            29182
        ],
        [
            -14254,
            -4774,
            -14254,
            -24245,
            -6963,
            -24245
        ],
        [
            128,
            40,
            217,
            128,
            40,
            217
        ],
        [
            190,
            44,
            333,
            190,
            44,
            333
        ],
        [
            73,
            36,
            112,
            73,
            36,
            112
        ],
        [
            24002,
            3803,
            20199,
            24002,
            3803,
            20199
        ],
        [
            19.362426,
            22.654093,
            19.362426,
            19.362426,
            22.654093,
            19.362426
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345769,
            -457345,
            331877,
            268460,
            -523095,
            301615
        ]
    ]
}
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": 1736391600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758920213629,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 183,
            "offset": 0,
            "a": 0.7468
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 246,
            "offset": 0,
            "std": 3.54199
        }
    }
}

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)