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Trade: ICP/USDT/15/DCU/SWMA/6601

Strategy
ICP/USDT/15/DCU/SWMA/6601
Pair
ICP_USDT
Interval
15m
Score
437193
Daily Profit
0.372379
Profit Factor
1.603354
Profitability
57.861635
Streak
8.764643
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 21:21
Expiration Time
2025-12-18 20:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 96975.0025 12892.455 84082.5474 130592.0327 14823.9016 115768.1311
Total P&L (%) 96.975 12.8925 84.0825 130.592 14.8239 115.7681
Avg Daily Profit (%) 0.3724 0.0495 0.3229 0.3213 0.0531 0.2957
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30427 -18006 -24715 -58013 -26515 -46026
Profit Factor 1.6034 1.1717 1.9819 1.4904 1.1268 1.7752
Total Trades 159 80 79 159 80 79
Winning Trades 92 44 48 92 44 48
Losing Trades 67 36 31 67 36 31
Profitability (%) 57.8616 55 60.7595 57.8616 55 60.7595
Ratio Avg Win / Avg Loss 1.1677 0.9586 1.28 1.0854 0.9219 1.1465
Largest Winning Trade 11416 11416 10016 17971 11704 17971
Largest Losing Trade -18573 -18006 -18573 -35674 -22140 -35674
Avg Bars in Trades 149 40 260 149 40 260
Avg Bars in Winners 140 34 238 140 34 238
Avg Bars in Losers 162 49 293 162 49 293
Bars Traded 23818 3266 20552 23818 3266 20552
Profit Streak 8.7646 8.7751 0 8.7646 8.7751 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 437193 -255474 -15355 397144 -240017 -15986
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737102600000,
    "first_datapoint_time": 1737317700000,
    "last_datapoint_time": 1759601700000,
    "evaluation_time": 1759602065193,
    "expiration_time": 1766081700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 240,
            "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": [
        [
            96975.0024578952,
            12892.455026356,
            84082.5474315392,
            130592.0326583323,
            14823.901568601,
            115768.1310897312
        ],
        [
            96.975002,
            12.892455,
            84.082547,
            130.592033,
            14.823902,
            115.768131
        ],
        [
            0.372379,
            0.049506,
            0.322873,
            0.321335,
            0.053094,
            0.295742
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30427,
            -18006,
            -24715,
            -58013,
            -26515,
            -46026
        ],
        [
            1.603354,
            1.171676,
            1.98194,
            1.490408,
            1.126752,
            1.775198
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            92,
            44,
            48,
            92,
            44,
            48
        ],
        [
            67,
            36,
            31,
            67,
            36,
            31
        ],
        [
            57.861635,
            55,
            60.759494,
            57.861635,
            55,
            60.759494
        ],
        [
            1.16766,
            0.958644,
            1.280003,
            1.085406,
            0.921888,
            1.146482
        ],
        [
            11416,
            11416,
            10016,
            17971,
            11704,
            17971
        ],
        [
            -18573,
            -18006,
            -18573,
            -35674,
            -22140,
            -35674
        ],
        [
            149,
            40,
            260,
            149,
            40,
            260
        ],
        [
            140,
            34,
            238,
            140,
            34,
            238
        ],
        [
            162,
            49,
            293,
            162,
            49,
            293
        ],
        [
            23818,
            3266,
            20552,
            23818,
            3266,
            20552
        ],
        [
            8.764643,
            8.77506,
            0,
            8.764643,
            8.77506,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437193,
            -255474,
            -15355,
            397144,
            -240017,
            -15986
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737102600000,
    "first_datapoint_time": 1737317700000,
    "last_datapoint_time": 1759601700000,
    "evaluation_time": 1759602065193,
    "expiration_time": 1766081700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 240,
            "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)