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Trade: ICP/USDT/15/BBU/RMA/4479

Strategy
ICP/USDT/15/BBU/RMA/4479
Pair
ICP_USDT
Interval
15m
Score
453856
Daily Profit
0.343076
Profit Factor
1.737014
Profitability
63.207547
Streak
10.370968
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 11:54
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 102227.8831 12884.0498 89343.8333 136960.1285 5336.3582 131623.7704
Total P&L (%) 102.2279 12.8841 89.3438 136.9601 5.3364 131.6238
Avg Daily Profit (%) 0.3926 0.0495 0.3431 0.3318 0.02 0.3231
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41080 -15243 -32210 -118134 -41574 -91458
Profit Factor 1.453 1.1233 1.737 1.2577 1.0228 1.4429
Total Trades 213 107 106 213 107 106
Winning Trades 123 56 67 123 56 67
Losing Trades 90 51 39 90 51 39
Profitability (%) 57.7465 52.3364 63.2075 57.7465 52.3364 63.2075
Ratio Avg Win / Avg Loss 1.0631 1.023 1.0111 0.9203 0.9315 0.8399
Largest Winning Trade 15320 15320 15185 28741 25320 28741
Largest Losing Trade -22839 -7876 -22839 -65256 -13404 -65256
Avg Bars in Trades 116 51 182 116 51 182
Avg Bars in Winners 88 45 123 88 45 123
Avg Bars in Losers 156 58 283 156 58 283
Bars Traded 24868 5498 19370 24868 5498 19370
Profit Streak 0 0 10.371 0 0 10.371
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 396321 -289121 453856 274686 -530459 343608

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736301600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758790451656,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 56,
            "offset": 0,
            "std": 1.34126
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 83,
            "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": [
        [
            102227.8830991682,
            12884.0497869515,
            89343.8333122168,
            136960.1285488851,
            5336.3581882426,
            131623.7703606423
        ],
        [
            102.227883,
            12.88405,
            89.343833,
            136.960129,
            5.336358,
            131.62377
        ],
        [
            0.39255,
            0.049474,
            0.343076,
            0.33183,
            0.019965,
            0.323055
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41080,
            -15243,
            -32210,
            -118134,
            -41574,
            -91458
        ],
        [
            1.45295,
            1.123328,
            1.737014,
            1.257712,
            1.022782,
            1.44287
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            123,
            56,
            67,
            123,
            56,
            67
        ],
        [
            90,
            51,
            39,
            90,
            51,
            39
        ],
        [
            57.746479,
            52.336449,
            63.207547,
            57.746479,
            52.336449,
            63.207547
        ],
        [
            1.063134,
            1.023031,
            1.011098,
            0.920277,
            0.931462,
            0.83988
        ],
        [
            15320,
            15320,
            15185,
            28741,
            25320,
            28741
        ],
        [
            -22839,
            -7876,
            -22839,
            -65256,
            -13404,
            -65256
        ],
        [
            116,
            51,
            182,
            116,
            51,
            182
        ],
        [
            88,
            45,
            123,
            88,
            45,
            123
        ],
        [
            156,
            58,
            283,
            156,
            58,
            283
        ],
        [
            24868,
            5498,
            19370,
            24868,
            5498,
            19370
        ],
        [
            0,
            0,
            10.370968,
            0,
            0,
            10.370968
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396321,
            -289121,
            453856,
            274686,
            -530459,
            343608
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736301600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758790451656,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 56,
            "offset": 0,
            "std": 1.34126
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 83,
            "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)