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Trade: ICP/USDT/480/HL2/SSF/4727

Strategy
ICP/USDT/480/HL2/SSF/4727
Pair
ICP_USDT
Interval
8h
Score
342147
Daily Profit
0.150493
Profit Factor
1.433275
Profitability
47.852761
Streak
0.000000
Best Strategy
Training Data Length
1606.670000
Evaluation Time
2025-10-03 15:53
Expiration Time
2025-11-20 14:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 241793.1033 132605.0707 109188.0326 10454.0917 -31395.5095 41849.6011
Total P&L (%) 241.7931 132.6051 109.188 10.4541 -31.3955 41.8496
Avg Daily Profit (%) 0.1505 0.0825 0.068 0.0062 -0.0235 0.0218
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126458 -150532 -67370 -124732 -114904 -44335
Profit Factor 1.4333 1.3889 1.503 1.0193 0.9049 1.1988
Total Trades 163 82 81 163 82 81
Winning Trades 78 36 42 78 36 42
Losing Trades 85 46 39 85 46 39
Profitability (%) 47.8528 43.9024 51.8519 47.8528 43.9024 51.8519
Ratio Avg Win / Avg Loss 1.5619 1.7747 1.3956 1.1108 1.1562 1.1131
Largest Winning Trade 256342 256342 49057 95310 95310 37318
Largest Losing Trade -35573 -34050 -35573 -50642 -50642 -25797
Avg Bars in Trades 27 23 31 27 23 31
Avg Bars in Winners 34 25 41 34 25 41
Avg Bars in Losers 21 22 20 21 22 20
Bars Traded 4504 1948 2556 4504 1948 2556
Profit Streak 0 0 38.2035 0 0 38.2035
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342147 -87574 -112042 -535164 -585662 -178914
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 1606.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624377600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759495984781,
    "expiration_time": 1763642880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 128
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 168,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            241793.1032542323,
            132605.0706987128,
            109188.0325555197,
            10454.0916515118,
            -31395.509489553,
            41849.6011410647
        ],
        [
            241.793103,
            132.605071,
            109.188033,
            10.454092,
            -31.395509,
            41.849601
        ],
        [
            0.150493,
            0.082534,
            0.067959,
            0.006189,
            -0.02345,
            0.021761
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126458,
            -150532,
            -67370,
            -124732,
            -114904,
            -44335
        ],
        [
            1.433275,
            1.3889,
            1.502975,
            1.019337,
            0.904885,
            1.198759
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            78,
            36,
            42,
            78,
            36,
            42
        ],
        [
            85,
            46,
            39,
            85,
            46,
            39
        ],
        [
            47.852761,
            43.902439,
            51.851852,
            47.852761,
            43.902439,
            51.851852
        ],
        [
            1.561902,
            1.774705,
            1.395619,
            1.110816,
            1.156242,
            1.113133
        ],
        [
            256342,
            256342,
            49057,
            95310,
            95310,
            37318
        ],
        [
            -35573,
            -34050,
            -35573,
            -50642,
            -50642,
            -25797
        ],
        [
            27,
            23,
            31,
            27,
            23,
            31
        ],
        [
            34,
            25,
            41,
            34,
            25,
            41
        ],
        [
            21,
            22,
            20,
            21,
            22,
            20
        ],
        [
            4504,
            1948,
            2556,
            4504,
            1948,
            2556
        ],
        [
            0,
            0,
            38.203527,
            0,
            0,
            38.203528
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342147,
            -87574,
            -112042,
            -535164,
            -585662,
            -178914
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4820,
    "evaluation_days": 1606.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624377600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759495984781,
    "expiration_time": 1763642880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 128
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 168,
            "offset": 0,
            "poles": 3
        }
    }
}

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)