← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ICP/USDT/15/BBU/SINWMA/2897

Strategy
ICP/USDT/15/BBU/SINWMA/2897
Pair
ICP_USDT
Interval
15m
Score
361200
Daily Profit
0.277598
Profit Factor
1.593009
Profitability
61.627907
Streak
17.868334
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 07:20
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 70519.5437 -1772.5786 72292.1223 70315.5716 -22500.335 92815.9066
Total P&L (%) 70.5195 -1.7726 72.2921 70.3156 -22.5003 92.8159
Avg Daily Profit (%) 0.2708 -0.0068 0.2776 0.2047 -0.0978 0.2524
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61958 -36111 -33875 -109244 -66563 -55412
Profit Factor 1.2958 0.9848 1.593 1.1895 0.8791 1.5015
Total Trades 172 86 86 172 86 86
Winning Trades 100 47 53 100 47 53
Losing Trades 72 39 33 72 39 33
Profitability (%) 58.1395 54.6512 61.6279 58.1395 54.6512 61.6279
Ratio Avg Win / Avg Loss 0.933 0.8172 0.9919 0.8564 0.7294 0.9349
Largest Winning Trade 9103 5851 9103 14577 9149 14577
Largest Losing Trade -21473 -15130 -21473 -37634 -32412 -37634
Avg Bars in Trades 143 85 201 143 85 201
Avg Bars in Winners 105 54 150 105 54 150
Avg Bars in Losers 196 122 283 196 122 283
Bars Traded 24634 7324 17310 24634 7324 17310
Profit Streak 11.3892 11.3892 17.8683 11.3892 11.3892 17.8683
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315067 -580803 361200 -3981 -580803 333320
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": 1736424900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759033224068,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 71,
            "offset": 0,
            "std": 1.28258
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 220,
            "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": [
        [
            70519.5437192673,
            -1772.5785907175,
            72292.1223099848,
            70315.5716281077,
            -22500.3349580867,
            92815.9065861944
        ],
        [
            70.519544,
            -1.772579,
            72.292122,
            70.315572,
            -22.500335,
            92.815907
        ],
        [
            0.270792,
            -0.006807,
            0.277598,
            0.20468,
            -0.097831,
            0.252436
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61958,
            -36111,
            -33875,
            -109244,
            -66563,
            -55412
        ],
        [
            1.295805,
            0.984784,
            1.593009,
            1.18947,
            0.879051,
            1.501474
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            100,
            47,
            53,
            100,
            47,
            53
        ],
        [
            72,
            39,
            33,
            72,
            39,
            33
        ],
        [
            58.139535,
            54.651163,
            61.627907,
            58.139535,
            54.651163,
            61.627907
        ],
        [
            0.93298,
            0.817161,
            0.991874,
            0.856418,
            0.729425,
            0.93488
        ],
        [
            9103,
            5851,
            9103,
            14577,
            9149,
            14577
        ],
        [
            -21473,
            -15130,
            -21473,
            -37634,
            -32412,
            -37634
        ],
        [
            143,
            85,
            201,
            143,
            85,
            201
        ],
        [
            105,
            54,
            150,
            105,
            54,
            150
        ],
        [
            196,
            122,
            283,
            196,
            122,
            283
        ],
        [
            24634,
            7324,
            17310,
            24634,
            7324,
            17310
        ],
        [
            11.389167,
            11.389167,
            17.868334,
            11.389167,
            11.389167,
            17.868334
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315067,
            -580803,
            361200,
            -3981,
            -580803,
            333320
        ]
    ]
}
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": 1736424900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759033224068,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 71,
            "offset": 0,
            "std": 1.28258
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 220,
            "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)