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Trade: ICP/USDT/60/BBL/MIDPOINT/4960

Strategy
ICP/USDT/60/BBL/MIDPOINT/4960
Pair
ICP_USDT
Interval
1h
Score
432027
Daily Profit
0.222412
Profit Factor
1.922518
Profitability
62.500000
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-12 12:50
Expiration Time
2025-12-26 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 275937.5966 231679.75 44257.8466 198744.065 36377.9208 162366.1442
Total P&L (%) 275.9376 231.6798 44.2578 198.7441 36.3779 162.3661
Avg Daily Profit (%) 0.2649 0.2224 0.0425 0.1051 0.0298 0.0926
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71542 -75396 -8089 -504544 -538591 -46860
Profit Factor 1.9282 1.9225 1.9594 1.1508 1.0321 1.8711
Total Trades 81 40 41 81 40 41
Winning Trades 52 25 27 52 25 27
Losing Trades 29 15 14 29 15 14
Profitability (%) 64.1975 62.5 65.8537 64.1975 62.5 65.8537
Ratio Avg Win / Avg Loss 1.0754 1.1535 1.016 0.6418 0.6193 0.9702
Largest Winning Trade 173162 173162 6697 236804 236804 31681
Largest Losing Trade -55730 -55730 -7591 -374591 -374591 -46860
Avg Bars in Trades 299 588 17 299 588 17
Avg Bars in Winners 191 374 22 191 374 22
Avg Bars in Losers 493 945 8 493 945 8
Bars Traded 24260 23543 717 24260 23543 717
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3432 432027 -133021 -123174 -340826 -66142
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670259600000,
    "first_datapoint_time": 1671066000000,
    "last_datapoint_time": 1760259600000,
    "evaluation_time": 1760262653754,
    "expiration_time": 1766739600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 237,
            "offset": 0,
            "std": 4.54801
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 225,
            "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": [
        [
            275937.5966351411,
            231679.7500139527,
            44257.8466211884,
            198744.0649526091,
            36377.9207872701,
            162366.1441653389
        ],
        [
            275.937597,
            231.67975,
            44.257847,
            198.744065,
            36.377921,
            162.366144
        ],
        [
            0.264899,
            0.222412,
            0.042487,
            0.105119,
            0.029789,
            0.092641
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71542,
            -75396,
            -8089,
            -504544,
            -538591,
            -46860
        ],
        [
            1.928238,
            1.922518,
            1.959376,
            1.150751,
            1.032137,
            1.871052
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            64.197531,
            62.5,
            65.853659,
            64.197531,
            62.5,
            65.853659
        ],
        [
            1.075364,
            1.153511,
            1.015973,
            0.641765,
            0.619282,
            0.970175
        ],
        [
            173162,
            173162,
            6697,
            236804,
            236804,
            31681
        ],
        [
            -55730,
            -55730,
            -7591,
            -374591,
            -374591,
            -46860
        ],
        [
            299,
            588,
            17,
            299,
            588,
            17
        ],
        [
            191,
            374,
            22,
            191,
            374,
            22
        ],
        [
            493,
            945,
            8,
            493,
            945,
            8
        ],
        [
            24260,
            23543,
            717,
            24260,
            23543,
            717
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3432,
            432027,
            -133021,
            -123174,
            -340826,
            -66142
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670259600000,
    "first_datapoint_time": 1671066000000,
    "last_datapoint_time": 1760259600000,
    "evaluation_time": 1760262653754,
    "expiration_time": 1766739600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 237,
            "offset": 0,
            "std": 4.54801
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 225,
            "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)