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Trade: ICP/USDT/15/DCM/EMA/4840

Strategy
ICP/USDT/15/DCM/EMA/4840
Pair
ICP_USDT
Interval
15m
Score
410723
Daily Profit
0.218885
Profit Factor
2.158772
Profitability
67.500000
Streak
14.019315
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 11:27
Expiration Time
2025-12-19 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 49784.114 -7217.9772 57002.0912 47052.8159 -13764.561 60817.3769
Total P&L (%) 49.7841 -7.218 57.0021 47.0528 -13.7646 60.8174
Avg Daily Profit (%) 0.1912 -0.0277 0.2189 0.1482 -0.0568 0.1826
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25721 -27838 -14425 -28861 -29898 -16413
Profit Factor 1.37 0.9154 2.1588 1.3003 0.8637 2.0928
Total Trades 80 40 40 80 40 40
Winning Trades 51 24 27 51 24 27
Losing Trades 29 16 13 29 16 13
Profitability (%) 63.75 60 67.5 63.75 60 67.5
Ratio Avg Win / Avg Loss 0.779 0.6103 1.0394 0.7394 0.5758 1.0077
Largest Winning Trade 10123 10123 9884 10317 10317 9884
Largest Losing Trade -15689 -15689 -14425 -17240 -17240 -14530
Avg Bars in Trades 291 337 246 291 337 246
Avg Bars in Winners 194 203 185 194 203 185
Avg Bars in Losers 464 538 373 464 538 373
Bars Traded 23359 13502 9857 23359 13502 9857
Profit Streak 6.436 6.436 14.0193 6.436 6.436 14.0193
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -16909 -580158 410723 -20349 -580158 404135
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737153000000,
    "first_datapoint_time": 1737488700000,
    "last_datapoint_time": 1759652100000,
    "evaluation_time": 1759652868851,
    "expiration_time": 1766132100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 228,
            "offset": 146
        }
    }
}
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": [
        [
            49784.1140204032,
            -7217.9772151718,
            57002.091235575,
            47052.8158631849,
            -13764.5610369237,
            60817.3769001086
        ],
        [
            49.784114,
            -7.217977,
            57.002091,
            47.052816,
            -13.764561,
            60.817377
        ],
        [
            0.191169,
            -0.027717,
            0.218885,
            0.148186,
            -0.056849,
            0.182602
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25721,
            -27838,
            -14425,
            -28861,
            -29898,
            -16413
        ],
        [
            1.370048,
            0.915423,
            2.158772,
            1.30034,
            0.863736,
            2.092827
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            63.75,
            60,
            67.5,
            63.75,
            60,
            67.5
        ],
        [
            0.779047,
            0.610282,
            1.039409,
            0.739409,
            0.575824,
            1.007657
        ],
        [
            10123,
            10123,
            9884,
            10317,
            10317,
            9884
        ],
        [
            -15689,
            -15689,
            -14425,
            -17240,
            -17240,
            -14530
        ],
        [
            291,
            337,
            246,
            291,
            337,
            246
        ],
        [
            194,
            203,
            185,
            194,
            203,
            185
        ],
        [
            464,
            538,
            373,
            464,
            538,
            373
        ],
        [
            23359,
            13502,
            9857,
            23359,
            13502,
            9857
        ],
        [
            6.435982,
            6.435982,
            14.019315,
            6.435982,
            6.435982,
            14.019315
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -16909,
            -580158,
            410723,
            -20349,
            -580158,
            404135
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737153000000,
    "first_datapoint_time": 1737488700000,
    "last_datapoint_time": 1759652100000,
    "evaluation_time": 1759652868851,
    "expiration_time": 1766132100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 228,
            "offset": 146
        }
    }
}

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)