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Trade: ICP/USDT/60/BBL/MIDPOINT/7102

Strategy
ICP/USDT/60/BBL/MIDPOINT/7102
Pair
ICP_USDT
Interval
1h
Score
461053
Daily Profit
0.301478
Profit Factor
1.874313
Profitability
57.943925
Streak
46.250685
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 19:00
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 314025.2775 244678.9208 69346.3567 476181.7375 79453.2274 396728.5102
Total P&L (%) 314.0253 244.6789 69.3464 476.1817 79.4532 396.7285
Avg Daily Profit (%) 0.3015 0.2349 0.0666 0.1683 0.0562 0.154
Buy And Hold Return (%) 12.8278 12.8278 12.8278 12.8278 12.8278 12.8278
Max Trade Drawdown -74237 -72095 -9099 -608683 -656218 -45740
Profit Factor 1.8743 1.8616 1.9224 1.2613 1.051 2.5088
Total Trades 107 53 54 107 53 54
Winning Trades 62 30 32 62 30 32
Losing Trades 45 23 22 45 23 22
Profitability (%) 57.9439 56.6038 59.2593 57.9439 56.6038 59.2593
Ratio Avg Win / Avg Loss 1.3604 1.4272 1.3216 0.9155 0.8057 1.7248
Largest Winning Trade 97230 97230 11379 245738 245738 89411
Largest Losing Trade -50054 -50054 -8828 -477095 -477095 -42026
Avg Bars in Trades 215 405 28 215 405 28
Avg Bars in Winners 154 280 36 154 280 36
Avg Bars in Losers 299 568 18 299 568 18
Bars Traded 23053 21490 1563 23053 21490 1563
Profit Streak 46.2507 0 72.084 46.2507 0 72.084
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461053 -168857 -280173 266494 -463817 -165600

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669410000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758902459233,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 178,
            "offset": 0,
            "std": 2.26589
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 190,
            "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": [
        [
            314025.2775161915,
            244678.9207773434,
            69346.356738848,
            476181.7375297344,
            79453.2273538745,
            396728.5101758598
        ],
        [
            314.025278,
            244.678921,
            69.346357,
            476.181738,
            79.453227,
            396.72851
        ],
        [
            0.301478,
            0.234902,
            0.066575,
            0.168269,
            0.056154,
            0.154001
        ],
        [
            12.827763,
            12.827763,
            12.827763,
            12.827763,
            12.827763,
            12.827763
        ],
        [
            -74237,
            -72095,
            -9099,
            -608683,
            -656218,
            -45740
        ],
        [
            1.874313,
            1.861585,
            1.922393,
            1.261305,
            1.050952,
            2.508758
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            57.943925,
            56.603774,
            59.259259,
            57.943925,
            56.603774,
            59.259259
        ],
        [
            1.360389,
            1.427215,
            1.321645,
            0.915463,
            0.80573,
            1.724771
        ],
        [
            97230,
            97230,
            11379,
            245738,
            245738,
            89411
        ],
        [
            -50054,
            -50054,
            -8828,
            -477095,
            -477095,
            -42026
        ],
        [
            215,
            405,
            28,
            215,
            405,
            28
        ],
        [
            154,
            280,
            36,
            154,
            280,
            36
        ],
        [
            299,
            568,
            18,
            299,
            568,
            18
        ],
        [
            23053,
            21490,
            1563,
            23053,
            21490,
            1563
        ],
        [
            46.250685,
            0,
            72.084019,
            46.250686,
            0,
            72.084019
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461053,
            -168857,
            -280173,
            266494,
            -463817,
            -165600
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669410000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758902459233,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 178,
            "offset": 0,
            "std": 2.26589
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 190,
            "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)