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Trade: ICP/USDT/720/TEMA/DCL/3008

Strategy
ICP/USDT/720/TEMA/DCL/3008
Pair
ICP_USDT
Interval
12h
Score
510231
Daily Profit
0.218880
Profit Factor
2.007347
Profitability
57.142857
Streak
161.133634
Best Strategy
Training Data Length
1606.000000
Evaluation Time
2025-10-02 18:12
Expiration Time
2025-11-19 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -149250.6021 89358.6101 -238609.2122 -5646202.1658 3249409.0844 -8895611.2503
Total P&L (%) -149.2506 89.3586 -238.6092 -5646.2022 3249.4091 -8895.6113
Avg Daily Profit (%) -0.0929 0.0556 -0.1486 0 0.2189 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -522869 -58720 -513974 -9888740 -1923868 -10054875
Profit Factor 0.789 1.6449 0.5804 0.6285 2.0073 0.2569
Total Trades 69 35 34 69 35 34
Winning Trades 28 13 15 39 20 19
Losing Trades 41 22 19 30 15 15
Profitability (%) 40.5797 37.1429 44.1176 56.5217 57.1429 55.8824
Ratio Avg Win / Avg Loss 1.1553 2.7837 0.7352 0.4834 1.5055 0.2028
Largest Winning Trade 100077 100077 76421 1279380 1279380 545315
Largest Losing Trade -513974 -15127 -513974 -6209037 -1639945 -6209037
Avg Bars in Trades 39 9 71 39 9 71
Avg Bars in Winners 61 11 105 33 10 57
Avg Bars in Losers 24 7 45 48 7 89
Bars Traded 2758 320 2438 2758 320 2438
Profit Streak 0 0 160.6336 155.6336 161.1336 0
Trades During Streak 0 0 1 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -689052 -120236 -582505 -685356 510231 -580032
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3212,
    "evaluation_days": 1606,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1625054400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759417945956,
    "expiration_time": 1763569152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 15,
            "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": [
        [
            -149250.6020569436,
            89358.6101243481,
            -238609.2121812916,
            -5646202.165847037,
            3249409.0844075354,
            -8895611.250254573
        ],
        [
            -149.250602,
            89.35861,
            -238.609212,
            -5646.202166,
            3249.409084,
            -8895.61125
        ],
        [
            -0.092933,
            0.05564,
            -0.148574,
            0,
            0.21888,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -522869,
            -58720,
            -513974,
            -9888740,
            -1923868,
            -10054875
        ],
        [
            0.788973,
            1.6449,
            0.580427,
            0.628456,
            2.007347,
            0.256896
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            28,
            13,
            15,
            39,
            20,
            19
        ],
        [
            41,
            22,
            19,
            30,
            15,
            15
        ],
        [
            40.57971,
            37.142857,
            44.117647,
            56.521739,
            57.142857,
            55.882353
        ],
        [
            1.155281,
            2.783676,
            0.735207,
            0.483428,
            1.50551,
            0.202813
        ],
        [
            100077,
            100077,
            76421,
            1279380,
            1279380,
            545315
        ],
        [
            -513974,
            -15127,
            -513974,
            -6209037,
            -1639945,
            -6209037
        ],
        [
            39,
            9,
            71,
            39,
            9,
            71
        ],
        [
            61,
            11,
            105,
            33,
            10,
            57
        ],
        [
            24,
            7,
            45,
            48,
            7,
            89
        ],
        [
            2758,
            320,
            2438,
            2758,
            320,
            2438
        ],
        [
            0,
            0,
            160.633634,
            155.633634,
            161.133634,
            0
        ],
        [
            0,
            0,
            1,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -689052,
            -120236,
            -582505,
            -685356,
            510231,
            -580032
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3212,
    "evaluation_days": 1606,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1625054400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759417945956,
    "expiration_time": 1763569152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 15,
            "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)