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Trade: ICP/USDT/15/DCM/DCL/7776

Strategy
ICP/USDT/15/DCM/DCL/7776
Pair
ICP_USDT
Interval
15m
Score
323380
Daily Profit
0.306928
Profit Factor
1.445107
Profitability
53.691275
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 15:02
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 79930.1843 9109.8149 70820.3694 93051.4384 9686.7794 83364.6591
Total P&L (%) 79.9302 9.1098 70.8204 93.0514 9.6868 83.3647
Avg Daily Profit (%) 0.3069 0.035 0.2719 0.2529 0.0355 0.2331
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43869 -33073 -22996 -55932 -42925 -44953
Profit Factor 1.4451 1.0975 1.822 1.3497 1.0722 1.6315
Total Trades 149 74 75 149 74 75
Winning Trades 80 34 46 80 34 46
Losing Trades 69 40 29 69 40 29
Profitability (%) 53.6913 45.9459 61.3333 53.6913 45.9459 61.3333
Ratio Avg Win / Avg Loss 1.2464 1.2912 1.1487 1.1641 1.2615 1.0286
Largest Winning Trade 23153 23153 13783 31808 31808 13771
Largest Losing Trade -15045 -15045 -14594 -30224 -21284 -30224
Avg Bars in Trades 163 130 194 163 130 194
Avg Bars in Winners 162 151 171 162 151 171
Avg Bars in Losers 163 113 231 163 113 231
Bars Traded 24288 9689 14599 24288 9689 14599
Profit Streak 0 20.8144 0 0 20.8144 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323380 -492083 -46025 285770 -519168 -46724
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": 1736469900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758974565839,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 37,
            "offset": 233
        }
    }
}
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": [
        [
            79930.1842839781,
            9109.814877132,
            70820.369406846,
            93051.4384207908,
            9686.7793706806,
            83364.6590501103
        ],
        [
            79.930184,
            9.109815,
            70.820369,
            93.051438,
            9.686779,
            83.364659
        ],
        [
            0.306928,
            0.034981,
            0.271947,
            0.252906,
            0.03551,
            0.23309
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43869,
            -33073,
            -22996,
            -55932,
            -42925,
            -44953
        ],
        [
            1.445107,
            1.097513,
            1.822022,
            1.349713,
            1.072249,
            1.631526
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            80,
            34,
            46,
            80,
            34,
            46
        ],
        [
            69,
            40,
            29,
            69,
            40,
            29
        ],
        [
            53.691275,
            45.945946,
            61.333333,
            53.691275,
            45.945946,
            61.333333
        ],
        [
            1.246405,
            1.291192,
            1.148666,
            1.164128,
            1.26147,
            1.028571
        ],
        [
            23153,
            23153,
            13783,
            31808,
            31808,
            13771
        ],
        [
            -15045,
            -15045,
            -14594,
            -30224,
            -21284,
            -30224
        ],
        [
            163,
            130,
            194,
            163,
            130,
            194
        ],
        [
            162,
            151,
            171,
            162,
            151,
            171
        ],
        [
            163,
            113,
            231,
            163,
            113,
            231
        ],
        [
            24288,
            9689,
            14599,
            24288,
            9689,
            14599
        ],
        [
            0,
            20.814419,
            0,
            0,
            20.814419,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323380,
            -492083,
            -46025,
            285770,
            -519168,
            -46724
        ]
    ]
}
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": 1736469900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758974565839,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 37,
            "offset": 233
        }
    }
}

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)