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Trade: ICP/USDT/60/BBL/RMA/4476

Strategy
ICP/USDT/60/BBL/RMA/4476
Pair
ICP_USDT
Interval
1h
Score
383159
Daily Profit
0.184478
Profit Factor
1.503058
Profitability
63.865546
Streak
66.084767
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 07:02
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 192156.2388 150282.9529 41873.2859 191931.204 76533.4994 115397.7047
Total P&L (%) 192.1562 150.283 41.8733 191.9312 76.5335 115.3977
Avg Daily Profit (%) 0.1845 0.1443 0.0402 0.1029 0.0546 0.0737
Buy And Hold Return (%) 18.0156 18.0156 18.0156 18.0156 18.0156 18.0156
Max Trade Drawdown -79427 -74823 -47798 -352704 -303442 -140706
Profit Factor 1.5031 1.6748 1.2629 1.1917 1.1165 1.335
Total Trades 119 59 60 119 59 60
Winning Trades 76 39 37 76 39 37
Losing Trades 43 20 23 43 20 23
Profitability (%) 63.8655 66.1017 61.6667 63.8655 66.1017 61.6667
Ratio Avg Win / Avg Loss 0.8504 0.8589 0.7851 0.6742 0.5726 0.8298
Largest Winning Trade 47525 47525 12460 127728 127728 49664
Largest Losing Trade -44185 -44185 -30327 -170969 -170969 -88799
Avg Bars in Trades 198 330 68 198 330 68
Avg Bars in Winners 127 188 62 127 188 62
Avg Bars in Losers 324 605 79 324 605 79
Bars Traded 23617 19481 4136 23617 19481 4136
Profit Streak 66.0848 66.0848 66.9598 66.0848 66.0848 66.9598
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383159 -174075 -312440 -63432 -390077 -263012

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": 1669129200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758859323858,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 174,
            "offset": 0,
            "std": 1.33995
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 112,
            "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": [
        [
            192156.2388091126,
            150282.9528854411,
            41873.2859236714,
            191931.2040345506,
            76533.4993543075,
            115397.7046802431
        ],
        [
            192.156239,
            150.282953,
            41.873286,
            191.931204,
            76.533499,
            115.397705
        ],
        [
            0.184478,
            0.144278,
            0.0402,
            0.102907,
            0.054578,
            0.073693
        ],
        [
            18.015596,
            18.015596,
            18.015596,
            18.015596,
            18.015596,
            18.015596
        ],
        [
            -79427,
            -74823,
            -47798,
            -352704,
            -303442,
            -140706
        ],
        [
            1.503058,
            1.674804,
            1.262907,
            1.191692,
            1.116535,
            1.334964
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            76,
            39,
            37,
            76,
            39,
            37
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            63.865546,
            66.101695,
            61.666667,
            63.865546,
            66.101695,
            61.666667
        ],
        [
            0.850414,
            0.858874,
            0.78505,
            0.674247,
            0.572582,
            0.829842
        ],
        [
            47525,
            47525,
            12460,
            127728,
            127728,
            49664
        ],
        [
            -44185,
            -44185,
            -30327,
            -170969,
            -170969,
            -88799
        ],
        [
            198,
            330,
            68,
            198,
            330,
            68
        ],
        [
            127,
            188,
            62,
            127,
            188,
            62
        ],
        [
            324,
            605,
            79,
            324,
            605,
            79
        ],
        [
            23617,
            19481,
            4136,
            23617,
            19481,
            4136
        ],
        [
            66.084767,
            66.084767,
            66.959767,
            66.084767,
            66.084767,
            66.959767
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383159,
            -174075,
            -312440,
            -63432,
            -390077,
            -263012
        ]
    ]
}
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": 1669129200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758859323858,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 174,
            "offset": 0,
            "std": 1.33995
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 112,
            "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)