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Trade: ICP/USDT/15/BBU/SMA/9405

Strategy
ICP/USDT/15/BBU/SMA/9405
Pair
ICP_USDT
Interval
15m
Score
315214
Daily Profit
0.245049
Profit Factor
1.369607
Profitability
50.349650
Streak
9.820458
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 02:56
Expiration Time
2025-12-14 01:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 63815.6982 -8003.097 71818.7953 67164.4502 -13850.6044 81015.0546
Total P&L (%) 63.8157 -8.0031 71.8188 67.1645 -13.8506 81.0151
Avg Daily Profit (%) 0.245 -0.0307 0.2758 0.1975 -0.0572 0.2281
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57397 -22951 -38124 -102766 -38870 -69965
Profit Factor 1.3696 0.8902 1.72 1.2228 0.8844 1.4458
Total Trades 143 72 71 143 72 71
Winning Trades 72 35 37 72 35 37
Losing Trades 71 37 34 71 37 34
Profitability (%) 50.3497 48.6111 52.1127 50.3497 48.6111 52.1127
Ratio Avg Win / Avg Loss 1.3506 0.9411 1.5806 1.2058 0.9349 1.3286
Largest Winning Trade 16507 7314 16507 29842 9556 29842
Largest Losing Trade -16220 -5779 -16220 -31866 -8243 -31866
Avg Bars in Trades 168 30 308 168 30 308
Avg Bars in Winners 161 32 282 161 32 282
Avg Bars in Losers 175 28 337 175 28 337
Bars Traded 24087 2184 21903 24087 2184 21903
Profit Streak 9.8205 14.6538 9.8205 9.8205 14.6538 9.8205
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315214 -660621 -75167 276314 -660621 -77860
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736690400000,
    "first_datapoint_time": 1736886600000,
    "last_datapoint_time": 1759189500000,
    "evaluation_time": 1759190187574,
    "expiration_time": 1765669500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 61,
            "offset": 0,
            "std": 3.49612
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 219,
            "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": [
        [
            63815.6982174942,
            -8003.0970338407,
            71818.795251335,
            67164.4502007464,
            -13850.6043658109,
            81015.0545665573
        ],
        [
            63.815698,
            -8.003097,
            71.818795,
            67.16445,
            -13.850604,
            81.015055
        ],
        [
            0.245049,
            -0.030731,
            0.275781,
            0.197494,
            -0.057232,
            0.228126
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57397,
            -22951,
            -38124,
            -102766,
            -38870,
            -69965
        ],
        [
            1.369607,
            0.890235,
            1.720012,
            1.222767,
            0.88437,
            1.44583
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            72,
            35,
            37,
            72,
            35,
            37
        ],
        [
            71,
            37,
            34,
            71,
            37,
            34
        ],
        [
            50.34965,
            48.611111,
            52.112676,
            50.34965,
            48.611111,
            52.112676
        ],
        [
            1.350585,
            0.941106,
            1.580552,
            1.205784,
            0.934905,
            1.3286
        ],
        [
            16507,
            7314,
            16507,
            29842,
            9556,
            29842
        ],
        [
            -16220,
            -5779,
            -16220,
            -31866,
            -8243,
            -31866
        ],
        [
            168,
            30,
            308,
            168,
            30,
            308
        ],
        [
            161,
            32,
            282,
            161,
            32,
            282
        ],
        [
            175,
            28,
            337,
            175,
            28,
            337
        ],
        [
            24087,
            2184,
            21903,
            24087,
            2184,
            21903
        ],
        [
            9.820458,
            14.653791,
            9.820458,
            9.820458,
            14.653791,
            9.820458
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315214,
            -660621,
            -75167,
            276314,
            -660621,
            -77860
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736690400000,
    "first_datapoint_time": 1736886600000,
    "last_datapoint_time": 1759189500000,
    "evaluation_time": 1759190187574,
    "expiration_time": 1765669500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 61,
            "offset": 0,
            "std": 3.49612
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 219,
            "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)