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Trade: ICP/USDT/3/DCU/MIDPRICE/2855

Strategy
ICP/USDT/3/DCU/MIDPRICE/2855
Pair
ICP_USDT
Interval
3m
Score
347813
Daily Profit
0.558548
Profit Factor
2.281402
Profitability
56.521739
Streak
2.524549
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-09-29 20:20
Expiration Time
2025-12-12 10:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 31273.4775 2184.2963 29089.1812 34395.4795 -345.254 34740.7335
Total P&L (%) 31.2735 2.1843 29.0892 34.3955 -0.3453 34.7407
Avg Daily Profit (%) 0.6005 0.0419 0.5585 0.5692 -0.0066 0.5742
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -13002 -12923 -6866 -19134 -18998 -10283
Profit Factor 1.6791 1.0935 2.2814 1.5437 0.9894 2.132
Total Trades 92 46 46 92 46 46
Winning Trades 50 24 26 50 24 26
Losing Trades 42 22 20 42 22 20
Profitability (%) 54.3478 52.1739 56.5217 54.3478 52.1739 56.5217
Ratio Avg Win / Avg Loss 1.4104 1.0024 1.7549 1.2967 0.907 1.64
Largest Winning Trade 5466 5466 4645 5792 5792 5615
Largest Losing Trade -7264 -7264 -4437 -10886 -10886 -6577
Avg Bars in Trades 254 150 358 254 150 358
Avg Bars in Winners 261 237 284 261 237 284
Avg Bars in Losers 245 54 454 245 54 454
Bars Traded 23383 6904 16479 23383 6904 16479
Profit Streak 2.5225 0 2.5245 2.5225 0 2.5245
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 261832 -422000 347813 244326 -582479 340332
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754584200000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759166421005,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 204,
            "offset": 0
        }
    }
}
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": [
        [
            31273.4774506688,
            2184.2962724099,
            29089.181178259,
            34395.479511426,
            -345.2540238128,
            34740.7335352386
        ],
        [
            31.273477,
            2.184296,
            29.089181,
            34.39548,
            -0.345254,
            34.740734
        ],
        [
            0.600489,
            0.041941,
            0.558548,
            0.569234,
            -0.006641,
            0.574189
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -13002,
            -12923,
            -6866,
            -19134,
            -18998,
            -10283
        ],
        [
            1.679073,
            1.093537,
            2.281402,
            1.543694,
            0.989401,
            2.132019
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            54.347826,
            52.173913,
            56.521739,
            54.347826,
            52.173913,
            56.521739
        ],
        [
            1.410422,
            1.002409,
            1.754925,
            1.296703,
            0.906951,
            1.640014
        ],
        [
            5466,
            5466,
            4645,
            5792,
            5792,
            5615
        ],
        [
            -7264,
            -7264,
            -4437,
            -10886,
            -10886,
            -6577
        ],
        [
            254,
            150,
            358,
            254,
            150,
            358
        ],
        [
            261,
            237,
            284,
            261,
            237,
            284
        ],
        [
            245,
            54,
            454,
            245,
            54,
            454
        ],
        [
            23383,
            6904,
            16479,
            23383,
            6904,
            16479
        ],
        [
            2.522465,
            0,
            2.524549,
            2.522465,
            0,
            2.524549
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            261832,
            -422000,
            347813,
            244326,
            -582479,
            340332
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754584200000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759166421005,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 204,
            "offset": 0
        }
    }
}

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)