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Trade: ICP/USDT/480/HILO/T3/2375

Strategy
ICP/USDT/480/HILO/T3/2375
Pair
ICP_USDT
Interval
8h
Score
327475
Daily Profit
0.190546
Profit Factor
1.278598
Profitability
43.511450
Streak
7.075998
Best Strategy
Training Data Length
1599.330000
Evaluation Time
2025-09-26 12:49
Expiration Time
2025-11-13 01:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 304746.1766 83209.6921 221536.4845 208286.4788 -28285.4153 236571.8941
Total P&L (%) 304.7462 83.2097 221.5365 208.2865 -28.2854 236.5719
Avg Daily Profit (%) 0.1905 0.052 0.1385 0.0704 -0.0208 0.0759
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113671 -111636 -69645 -234178 -271962 -128818
Profit Factor 1.2786 1.1301 1.4877 1.1075 0.9742 1.2809
Total Trades 393 196 197 393 196 197
Winning Trades 171 69 102 171 69 102
Losing Trades 222 127 95 222 127 95
Profitability (%) 43.5115 35.2041 51.7767 43.5115 35.2041 51.7767
Ratio Avg Win / Avg Loss 1.6599 2.08 1.3856 1.4378 1.793 1.193
Largest Winning Trade 100170 100170 46228 115815 115815 64867
Largest Losing Trade -36078 -36078 -14623 -46096 -46096 -41078
Avg Bars in Trades 12 14 9 12 14 9
Avg Bars in Winners 14 19 11 14 19 11
Avg Bars in Losers 10 11 7 10 11 7
Bars Traded 4757 2853 1904 4757 2853 1904
Profit Streak 7.076 0 8.076 7.076 0 8.076
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327475 -204755 -5226 -200666 -583005 -89963

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4798,
    "evaluation_days": 1599.33,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621296000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758880166241,
    "expiration_time": 1762990272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 15,
            "offset": 0,
            "a": 0.67656
        }
    }
}
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": [
        [
            304746.1765618461,
            83209.6920943939,
            221536.4844674519,
            208286.4787965628,
            -28285.415254767,
            236571.8940513299
        ],
        [
            304.746177,
            83.209692,
            221.536484,
            208.286479,
            -28.285415,
            236.571894
        ],
        [
            0.190546,
            0.052028,
            0.138518,
            0.07042,
            -0.020786,
            0.075913
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113671,
            -111636,
            -69645,
            -234178,
            -271962,
            -128818
        ],
        [
            1.278598,
            1.130093,
            1.487711,
            1.107529,
            0.974165,
            1.280901
        ],
        [
            393,
            196,
            197,
            393,
            196,
            197
        ],
        [
            171,
            69,
            102,
            171,
            69,
            102
        ],
        [
            222,
            127,
            95,
            222,
            127,
            95
        ],
        [
            43.51145,
            35.204082,
            51.77665,
            43.51145,
            35.204082,
            51.77665
        ],
        [
            1.659934,
            2.080026,
            1.385613,
            1.437844,
            1.793028,
            1.192996
        ],
        [
            100170,
            100170,
            46228,
            115815,
            115815,
            64867
        ],
        [
            -36078,
            -36078,
            -14623,
            -46096,
            -46096,
            -41078
        ],
        [
            12,
            14,
            9,
            12,
            14,
            9
        ],
        [
            14,
            19,
            11,
            14,
            19,
            11
        ],
        [
            10,
            11,
            7,
            10,
            11,
            7
        ],
        [
            4757,
            2853,
            1904,
            4757,
            2853,
            1904
        ],
        [
            7.075998,
            0,
            8.075998,
            7.075998,
            0,
            8.075998
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327475,
            -204755,
            -5226,
            -200666,
            -583005,
            -89963
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4798,
    "evaluation_days": 1599.33,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621296000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758880166241,
    "expiration_time": 1762990272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 15,
            "offset": 0,
            "a": 0.67656
        }
    }
}

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)