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Trade: ICP/USDT/15/ZLMA/DCM/7791

Strategy
ICP/USDT/15/ZLMA/DCM/7791
Pair
ICP_USDT
Interval
15m
Score
432936
Daily Profit
0.231847
Profit Factor
1.948327
Profitability
78.260870
Streak
22.044440
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 19:19
Expiration Time
2025-12-17 18:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 59679.6268 -698.0737 60377.7006 61176.4175 -3876.215 65052.6325
Total P&L (%) 59.6796 -0.6981 60.3777 61.1764 -3.8762 65.0526
Avg Daily Profit (%) 0.2292 -0.0027 0.2318 0.1835 -0.0152 0.1926
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30378 -24392 -18832 -39879 -28908 -23923
Profit Factor 1.4083 0.9915 1.9483 1.3398 0.9619 1.8302
Total Trades 92 46 46 92 46 46
Winning Trades 64 28 36 64 28 36
Losing Trades 28 18 10 28 18 10
Profitability (%) 69.5652 60.8696 78.2609 69.5652 60.8696 78.2609
Ratio Avg Win / Avg Loss 0.6161 0.6374 0.5412 0.5862 0.6184 0.5084
Largest Winning Trade 10251 10251 8701 11280 11280 9957
Largest Losing Trade -18832 -13318 -18832 -22516 -18916 -22516
Avg Bars in Trades 258 287 229 258 287 229
Avg Bars in Winners 165 160 170 165 160 170
Avg Bars in Losers 470 484 445 470 484 445
Bars Traded 23779 13203 10577 23779 13203 10577
Profit Streak 4.8986 4.8986 22.0444 4.8986 4.8986 22.0444
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324511 -580069 432936 298970 -580069 423877
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737009000000,
    "first_datapoint_time": 1737357300000,
    "last_datapoint_time": 1759508100000,
    "evaluation_time": 1759508339623,
    "expiration_time": 1765988100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 184,
            "offset": 204
        }
    }
}
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": [
        [
            59679.6268477889,
            -698.0737254282,
            60377.700573217,
            61176.4174572219,
            -3876.2149932464,
            65052.6324504683
        ],
        [
            59.679627,
            -0.698074,
            60.377701,
            61.176417,
            -3.876215,
            65.052632
        ],
        [
            0.229167,
            -0.002681,
            0.231847,
            0.18346,
            -0.015179,
            0.192603
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30378,
            -24392,
            -18832,
            -39879,
            -28908,
            -23923
        ],
        [
            1.408303,
            0.991538,
            1.948327,
            1.339811,
            0.961877,
            1.830249
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            64,
            28,
            36,
            64,
            28,
            36
        ],
        [
            28,
            18,
            10,
            28,
            18,
            10
        ],
        [
            69.565217,
            60.869565,
            78.26087,
            69.565217,
            60.869565,
            78.26087
        ],
        [
            0.616133,
            0.637417,
            0.541202,
            0.586167,
            0.61835,
            0.508402
        ],
        [
            10251,
            10251,
            8701,
            11280,
            11280,
            9957
        ],
        [
            -18832,
            -13318,
            -18832,
            -22516,
            -18916,
            -22516
        ],
        [
            258,
            287,
            229,
            258,
            287,
            229
        ],
        [
            165,
            160,
            170,
            165,
            160,
            170
        ],
        [
            470,
            484,
            445,
            470,
            484,
            445
        ],
        [
            23779,
            13203,
            10577,
            23779,
            13203,
            10577
        ],
        [
            4.898607,
            4.898607,
            22.04444,
            4.898607,
            4.898607,
            22.04444
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324511,
            -580069,
            432936,
            298970,
            -580069,
            423877
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737009000000,
    "first_datapoint_time": 1737357300000,
    "last_datapoint_time": 1759508100000,
    "evaluation_time": 1759508339623,
    "expiration_time": 1765988100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 184,
            "offset": 204
        }
    }
}

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)