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Trade: ICP/USDT/60/BBM/RMA/5431

Strategy
ICP/USDT/60/BBM/RMA/5431
Pair
ICP_USDT
Interval
1h
Score
302773
Daily Profit
0.183558
Profit Factor
1.258496
Profitability
45.291480
Streak
10.473315
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 191207.1651 155449.1037 35758.0614 108908.0005 -27020.2853 135928.2858
Total P&L (%) 191.2072 155.4491 35.7581 108.908 -27.0203 135.9283
Avg Daily Profit (%) 0.1836 0.1492 0.0343 0.0708 -0.0302 0.0824
Buy And Hold Return (%) 10.1121 10.1121 10.1121 10.1121 10.1121 10.1121
Max Trade Drawdown -123907 -66005 -105420 -345564 -251934 -252122
Profit Factor 1.2585 1.4097 1.0993 1.0704 0.9692 1.2033
Total Trades 223 111 112 223 111 112
Winning Trades 101 44 57 101 44 57
Losing Trades 122 67 55 122 67 55
Profitability (%) 45.2915 39.6396 50.8929 45.2915 39.6396 50.8929
Ratio Avg Win / Avg Loss 1.5202 2.1466 1.0607 1.293 1.4758 1.1611
Largest Winning Trade 60452 60452 24088 72832 70820 72832
Largest Losing Trade -22992 -20766 -22992 -72735 -65813 -72735
Avg Bars in Trades 110 115 104 110 115 104
Avg Bars in Winners 150 172 133 150 172 133
Avg Bars in Losers 77 78 75 77 78 75
Bars Traded 24589 12845 11744 24589 12845 11744
Profit Streak 10.4733 0 19.265 10.4733 0 19.265
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302773 134849 -260092 -241531 -583399 -82474
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": 1669924800000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759422094418,
    "expiration_time": 1765900800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 141,
            "offset": 0,
            "std": 3.27782
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 77,
            "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": [
        [
            191207.1650716853,
            155449.1036867011,
            35758.0613849842,
            108908.0004829249,
            -27020.2852684085,
            135928.2857513336
        ],
        [
            191.207165,
            155.449104,
            35.758061,
            108.908,
            -27.020285,
            135.928286
        ],
        [
            0.183558,
            0.149231,
            0.034328,
            0.07075,
            -0.030234,
            0.082436
        ],
        [
            10.112086,
            10.112086,
            10.112086,
            10.112086,
            10.112086,
            10.112086
        ],
        [
            -123907,
            -66005,
            -105420,
            -345564,
            -251934,
            -252122
        ],
        [
            1.258496,
            1.409696,
            1.099255,
            1.070437,
            0.96921,
            1.203301
        ],
        [
            223,
            111,
            112,
            223,
            111,
            112
        ],
        [
            101,
            44,
            57,
            101,
            44,
            57
        ],
        [
            122,
            67,
            55,
            122,
            67,
            55
        ],
        [
            45.29148,
            39.63964,
            50.892857,
            45.29148,
            39.63964,
            50.892857
        ],
        [
            1.520164,
            2.146582,
            1.060685,
            1.293003,
            1.475843,
            1.16108
        ],
        [
            60452,
            60452,
            24088,
            72832,
            70820,
            72832
        ],
        [
            -22992,
            -20766,
            -22992,
            -72735,
            -65813,
            -72735
        ],
        [
            110,
            115,
            104,
            110,
            115,
            104
        ],
        [
            150,
            172,
            133,
            150,
            172,
            133
        ],
        [
            77,
            78,
            75,
            77,
            78,
            75
        ],
        [
            24589,
            12845,
            11744,
            24589,
            12845,
            11744
        ],
        [
            10.473315,
            0,
            19.264982,
            10.473315,
            0,
            19.264982
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302773,
            134849,
            -260092,
            -241531,
            -583399,
            -82474
        ]
    ]
}
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": 1669924800000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759422094418,
    "expiration_time": 1765900800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 141,
            "offset": 0,
            "std": 3.27782
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 77,
            "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)