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Trade: ICP/USDT/3/DCU/VWAP/8830

Strategy
ICP/USDT/3/DCU/VWAP/8830
Pair
ICP_USDT
Interval
3m
Score
322254
Daily Profit
0.417258
Profit Factor
1.879077
Profitability
62.500000
Streak
7.388864
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-09-29 02:01
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 17497.5814 -5489.7946 22987.376 17337.8116 -6878.663 24216.4746
Total P&L (%) 17.4976 -5.4898 22.9874 17.3378 -6.8787 24.2165
Avg Daily Profit (%) 0.336 -0.1054 0.4414 0.3075 -0.1367 0.4173
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -12724 -9161 -7731 -14860 -10628 -9070
Profit Factor 1.4194 0.6847 1.9457 1.3673 0.6501 1.8791
Total Trades 65 33 32 65 33 32
Winning Trades 34 14 20 34 14 20
Losing Trades 31 19 12 31 19 12
Profitability (%) 52.3077 42.4242 62.5 52.3077 42.4242 62.5
Ratio Avg Win / Avg Loss 1.2942 0.9292 1.1674 1.2466 0.8823 1.1274
Largest Winning Trade 8076 2282 8076 8567 2380 8567
Largest Losing Trade -4787 -3329 -4787 -5403 -3853 -5403
Avg Bars in Trades 343 90 604 343 90 604
Avg Bars in Winners 282 69 431 282 69 431
Avg Bars in Losers 410 105 892 410 105 892
Bars Traded 22320 2978 19342 22320 2978 19342
Profit Streak 0 0 7.3889 0 0 7.3889
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -136440 -585250 314809 -137386 -585250 322254
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": 1754563500000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759100517847,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            17497.5813687402,
            -5489.7946284782,
            22987.3759972183,
            17337.811569415,
            -6878.6630490596,
            24216.4746184746
        ],
        [
            17.497581,
            -5.489795,
            22.987376,
            17.337812,
            -6.878663,
            24.216475
        ],
        [
            0.335975,
            -0.105411,
            0.441386,
            0.307474,
            -0.136748,
            0.417258
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -12724,
            -9161,
            -7731,
            -14860,
            -10628,
            -9070
        ],
        [
            1.419422,
            0.684704,
            1.94572,
            1.367255,
            0.650148,
            1.879077
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            34,
            14,
            20,
            34,
            14,
            20
        ],
        [
            31,
            19,
            12,
            31,
            19,
            12
        ],
        [
            52.307692,
            42.424242,
            62.5,
            52.307692,
            42.424242,
            62.5
        ],
        [
            1.294179,
            0.929241,
            1.167432,
            1.246615,
            0.882343,
            1.127446
        ],
        [
            8076,
            2282,
            8076,
            8567,
            2380,
            8567
        ],
        [
            -4787,
            -3329,
            -4787,
            -5403,
            -3853,
            -5403
        ],
        [
            343,
            90,
            604,
            343,
            90,
            604
        ],
        [
            282,
            69,
            431,
            282,
            69,
            431
        ],
        [
            410,
            105,
            892,
            410,
            105,
            892
        ],
        [
            22320,
            2978,
            19342,
            22320,
            2978,
            19342
        ],
        [
            0,
            0,
            7.388864,
            0,
            0,
            7.388864
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -136440,
            -585250,
            314809,
            -137386,
            -585250,
            322254
        ]
    ]
}
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": 1754563500000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759100517847,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)