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Trade: ICP/USDT/120/MIDPRICE/TEMA/2604

Strategy
ICP/USDT/120/MIDPRICE/TEMA/2604
Pair
ICP_USDT
Interval
2h
Score
320297
Daily Profit
0.217446
Profit Factor
1.497176
Profitability
44.262295
Streak
0.000000
Best Strategy
Training Data Length
1597.500000
Evaluation Time
2025-09-26 19:43
Expiration Time
2025-11-21 04:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 347369.8086 170799.4096 176570.399 290617.4122 111253.7785 179363.6336
Total P&L (%) 347.3698 170.7994 176.5704 290.6174 111.2538 179.3636
Avg Daily Profit (%) 0.2174 0.1069 0.1105 0.0853 0.0468 0.0643
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78932 -58811 -67769 -503501 -372494 -247749
Profit Factor 1.4972 1.4385 1.5712 1.132 1.0965 1.1711
Total Trades 183 92 91 183 92 91
Winning Trades 81 36 45 81 36 45
Losing Trades 102 56 46 102 56 46
Profitability (%) 44.2623 39.1304 49.4505 44.2623 39.1304 49.4505
Ratio Avg Win / Avg Loss 1.8853 2.2376 1.6061 1.4255 1.7056 1.1971
Largest Winning Trade 173112 173112 56977 349111 349111 226464
Largest Losing Trade -29775 -29775 -20486 -170160 -120869 -170160
Avg Bars in Trades 100 83 118 100 83 118
Avg Bars in Winners 145 117 168 145 117 168
Avg Bars in Losers 65 62 68 65 62 68
Bars Traded 18464 7720 10744 18464 7720 10744
Profit Streak 0 0 48.2802 0 0 48.2802
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320297 -52744 -42545 -155647 -248217 -139346

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19170,
    "evaluation_days": 1597.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621958400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758905012898,
    "expiration_time": 1763691264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 81,
            "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": [
        [
            347369.8085797314,
            170799.4096035692,
            176570.3989761622,
            290617.4121666198,
            111253.7785364548,
            179363.6336301649
        ],
        [
            347.369809,
            170.79941,
            176.570399,
            290.617412,
            111.253779,
            179.363634
        ],
        [
            0.217446,
            0.106917,
            0.110529,
            0.08533,
            0.046827,
            0.06433
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78932,
            -58811,
            -67769,
            -503501,
            -372494,
            -247749
        ],
        [
            1.497176,
            1.438464,
            1.571155,
            1.131987,
            1.096459,
            1.17107
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            81,
            36,
            45,
            81,
            36,
            45
        ],
        [
            102,
            56,
            46,
            102,
            56,
            46
        ],
        [
            44.262295,
            39.130435,
            49.450549,
            44.262295,
            39.130435,
            49.450549
        ],
        [
            1.885332,
            2.23761,
            1.60607,
            1.425466,
            1.705603,
            1.197094
        ],
        [
            173112,
            173112,
            56977,
            349111,
            349111,
            226464
        ],
        [
            -29775,
            -29775,
            -20486,
            -170160,
            -120869,
            -170160
        ],
        [
            100,
            83,
            118,
            100,
            83,
            118
        ],
        [
            145,
            117,
            168,
            145,
            117,
            168
        ],
        [
            65,
            62,
            68,
            65,
            62,
            68
        ],
        [
            18464,
            7720,
            10744,
            18464,
            7720,
            10744
        ],
        [
            0,
            0,
            48.280242,
            0,
            0,
            48.280242
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320297,
            -52744,
            -42545,
            -155647,
            -248217,
            -139346
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19170,
    "evaluation_days": 1597.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621958400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758905012898,
    "expiration_time": 1763691264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 81,
            "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)