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Trade: ICP/USDT/5/T3/RMA/2077

Strategy
ICP/USDT/5/T3/RMA/2077
Pair
ICP_USDT
Interval
5m
Score
318148
Daily Profit
0.348751
Profit Factor
1.710083
Profitability
51.515152
Streak
8.677126
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-26 17:00
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 50247.3687 23150.1483 27097.2203 58496.258 23209.7929 35286.4651
Total P&L (%) 50.2474 23.1501 27.0972 58.4963 23.2098 35.2865
Avg Daily Profit (%) 0.5788 0.2667 0.3121 0.5319 0.2407 0.3488
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -15060 -14233 -11550 -23687 -22227 -15622
Profit Factor 1.7431 1.7366 1.7488 1.6065 1.4964 1.7101
Total Trades 66 33 33 66 33 33
Winning Trades 33 16 17 33 16 17
Losing Trades 33 17 16 33 17 16
Profitability (%) 50 48.4848 51.5152 50 48.4848 51.5152
Ratio Avg Win / Avg Loss 1.7431 1.8452 1.646 1.6065 1.59 1.6095
Largest Winning Trade 7726 7726 7006 10377 9758 10377
Largest Losing Trade -10414 -6688 -10414 -15622 -11022 -15622
Avg Bars in Trades 362 363 361 362 363 361
Avg Bars in Winners 374 383 366 374 383 366
Avg Bars in Losers 349 344 355 349 344 355
Bars Traded 23911 11996 11915 23911 11996 11915
Profit Streak 4.882 0 8.6771 4.882 0 8.6771
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -116993 148803 283369 -117108 109971 318148

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751284500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758895203679,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 192,
            "offset": 0,
            "a": 0.72657
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 179,
            "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": [
        [
            50247.3686812749,
            23150.1483451394,
            27097.2203361355,
            58496.2579847372,
            23209.7928978723,
            35286.4650868648
        ],
        [
            50.247369,
            23.150148,
            27.09722,
            58.496258,
            23.209793,
            35.286465
        ],
        [
            0.57882,
            0.266676,
            0.312144,
            0.531949,
            0.24072,
            0.348751
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -15060,
            -14233,
            -11550,
            -23687,
            -22227,
            -15622
        ],
        [
            1.743146,
            1.736611,
            1.748822,
            1.606513,
            1.496429,
            1.710083
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            50,
            48.484848,
            51.515152,
            50,
            48.484848,
            51.515152
        ],
        [
            1.743146,
            1.84515,
            1.64595,
            1.606513,
            1.589956,
            1.60949
        ],
        [
            7726,
            7726,
            7006,
            10377,
            9758,
            10377
        ],
        [
            -10414,
            -6688,
            -10414,
            -15622,
            -11022,
            -15622
        ],
        [
            362,
            363,
            361,
            362,
            363,
            361
        ],
        [
            374,
            383,
            366,
            374,
            383,
            366
        ],
        [
            349,
            344,
            355,
            349,
            344,
            355
        ],
        [
            23911,
            11996,
            11915,
            23911,
            11996,
            11915
        ],
        [
            4.881987,
            0,
            8.677126,
            4.881987,
            0,
            8.677126
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -116993,
            148803,
            283369,
            -117108,
            109971,
            318148
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751284500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758895203679,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 192,
            "offset": 0,
            "a": 0.72657
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 179,
            "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)