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Trade: ICP/USDT/15/DCU/MIDPRICE/1237

Strategy
ICP/USDT/15/DCU/MIDPRICE/1237
Pair
ICP_USDT
Interval
15m
Score
455101
Daily Profit
0.314607
Profit Factor
2.059788
Profitability
70.212766
Streak
43.209230
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 19:46
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 89441.8644 7511.9744 81929.8899 114179.0518 7745.3142 106433.7375
Total P&L (%) 89.4419 7.512 81.9299 114.1791 7.7453 106.4337
Avg Daily Profit (%) 0.3435 0.0288 0.3146 0.2929 0.0287 0.2787
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23785 -9913 -24089 -51576 -19084 -49933
Profit Factor 1.8166 1.2332 2.0598 1.582 1.1396 1.7565
Total Trades 94 47 47 94 47 47
Winning Trades 56 23 33 56 23 33
Losing Trades 38 24 14 38 24 14
Profitability (%) 59.5745 48.9362 70.2128 59.5745 48.9362 70.2128
Ratio Avg Win / Avg Loss 1.2327 1.2868 0.8738 1.0735 1.1891 0.7452
Largest Winning Trade 24505 4400 24505 28774 7390 28774
Largest Losing Trade -19112 -4052 -19112 -35041 -6960 -35041
Avg Bars in Trades 263 31 494 263 31 494
Avg Bars in Winners 275 27 447 275 27 447
Avg Bars in Losers 245 35 604 245 35 604
Bars Traded 24731 1497 23234 24731 1497 23234
Profit Streak 6.6467 6.6467 43.2092 6.6467 6.6467 43.2092
Trades During Streak 2 1 7 2 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 447892 -320931 455101 413328 -388427 422989
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": 1736392500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758991577516,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 184,
            "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": [
        [
            89441.8643833587,
            7511.9744412184,
            81929.8899421403,
            114179.0517708558,
            7745.3142233508,
            106433.737547505
        ],
        [
            89.441864,
            7.511974,
            81.92989,
            114.179052,
            7.745314,
            106.433738
        ],
        [
            0.343452,
            0.028846,
            0.314607,
            0.292895,
            0.02865,
            0.278711
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23785,
            -9913,
            -24089,
            -51576,
            -19084,
            -49933
        ],
        [
            1.81664,
            1.233172,
            2.059788,
            1.582012,
            1.139567,
            1.756542
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            56,
            23,
            33,
            56,
            23,
            33
        ],
        [
            38,
            24,
            14,
            38,
            24,
            14
        ],
        [
            59.574468,
            48.93617,
            70.212766,
            59.574468,
            48.93617,
            70.212766
        ],
        [
            1.23272,
            1.286788,
            0.873849,
            1.073508,
            1.189113,
            0.7452
        ],
        [
            24505,
            4400,
            24505,
            28774,
            7390,
            28774
        ],
        [
            -19112,
            -4052,
            -19112,
            -35041,
            -6960,
            -35041
        ],
        [
            263,
            31,
            494,
            263,
            31,
            494
        ],
        [
            275,
            27,
            447,
            275,
            27,
            447
        ],
        [
            245,
            35,
            604,
            245,
            35,
            604
        ],
        [
            24731,
            1497,
            23234,
            24731,
            1497,
            23234
        ],
        [
            6.64673,
            6.64673,
            43.20923,
            6.64673,
            6.64673,
            43.20923
        ],
        [
            2,
            1,
            7,
            2,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447892,
            -320931,
            455101,
            413328,
            -388427,
            422989
        ]
    ]
}
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": 1736392500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758991577516,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 184,
            "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)