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Trade: ICP/USDT/60/BBL/MIDPRICE/5125

Strategy
ICP/USDT/60/BBL/MIDPRICE/5125
Pair
ICP_USDT
Interval
1h
Score
397977
Daily Profit
0.215783
Profit Factor
1.645218
Profitability
53.684211
Streak
51.848310
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-02 19:21
Expiration Time
2025-12-16 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 224774.8755 188743.8096 36031.0659 196690.9304 95731.1284 100959.802
Total P&L (%) 224.7749 188.7438 36.0311 196.6909 95.7311 100.9598
Avg Daily Profit (%) 0.2158 0.1812 0.0346 0.1045 0.0645 0.067
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79346 -82526 -28099 -311195 -358483 -95930
Profit Factor 1.6452 1.7243 1.4105 1.2049 1.1311 1.4394
Total Trades 95 47 48 95 47 48
Winning Trades 51 24 27 51 24 27
Losing Trades 44 23 21 44 23 21
Profitability (%) 53.6842 51.0638 56.25 53.6842 51.0638 56.25
Ratio Avg Win / Avg Loss 1.4194 1.6524 1.097 1.0395 1.084 1.1196
Largest Winning Trade 119488 119488 9258 129967 129967 34488
Largest Losing Trade -36962 -36962 -18234 -157678 -157678 -85357
Avg Bars in Trades 242 460 29 242 460 29
Avg Bars in Winners 177 341 31 177 341 31
Avg Bars in Losers 318 584 27 318 584 27
Bars Traded 23062 21627 1435 23062 21627 1435
Profit Streak 51.8483 0 77.8483 51.8483 0 77.8483
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397977 394110 -145955 -52734 -182918 -99958
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669420800000,
    "first_datapoint_time": 1670173200000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759422093970,
    "expiration_time": 1765900800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 80,
            "offset": 0,
            "std": 2.2917
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 210,
            "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": [
        [
            224774.8754805056,
            188743.8096209082,
            36031.0658595975,
            196690.9303923605,
            95731.1284110887,
            100959.8019812718
        ],
        [
            224.774875,
            188.74381,
            36.031066,
            196.69093,
            95.731128,
            100.959802
        ],
        [
            0.215783,
            0.181193,
            0.03459,
            0.104456,
            0.064491,
            0.067024
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79346,
            -82526,
            -28099,
            -311195,
            -358483,
            -95930
        ],
        [
            1.645218,
            1.724284,
            1.410485,
            1.204892,
            1.131098,
            1.439435
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            53.684211,
            51.06383,
            56.25,
            53.684211,
            51.06383,
            56.25
        ],
        [
            1.419404,
            1.652439,
            1.097044,
            1.039514,
            1.083969,
            1.11956
        ],
        [
            119488,
            119488,
            9258,
            129967,
            129967,
            34488
        ],
        [
            -36962,
            -36962,
            -18234,
            -157678,
            -157678,
            -85357
        ],
        [
            242,
            460,
            29,
            242,
            460,
            29
        ],
        [
            177,
            341,
            31,
            177,
            341,
            31
        ],
        [
            318,
            584,
            27,
            318,
            584,
            27
        ],
        [
            23062,
            21627,
            1435,
            23062,
            21627,
            1435
        ],
        [
            51.84831,
            0,
            77.84831,
            51.84831,
            0,
            77.84831
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397977,
            394110,
            -145955,
            -52734,
            -182918,
            -99958
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669420800000,
    "first_datapoint_time": 1670173200000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759422093970,
    "expiration_time": 1765900800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 80,
            "offset": 0,
            "std": 2.2917
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 210,
            "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)