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Trade: ICP/USDT/15/EMA/RMA/8682

Strategy
ICP/USDT/15/EMA/RMA/8682
Pair
ICP_USDT
Interval
15m
Score
393156
Daily Profit
0.216959
Profit Factor
2.250645
Profitability
72.222222
Streak
18.589240
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 11:08
Expiration Time
2025-12-14 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 36809.2312 -19691.1371 56500.3684 27413.841 -25198.2748 52612.1158
Total P&L (%) 36.8092 -19.6911 56.5004 27.4138 -25.1983 52.6121
Avg Daily Profit (%) 0.1413 -0.0756 0.217 0.0931 -0.1114 0.1625
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26135 -24897 -18067 -27877 -25822 -21630
Profit Factor 1.2702 0.7837 2.2506 1.189 0.737 2.0683
Total Trades 73 37 36 73 37 36
Winning Trades 46 20 26 46 20 26
Losing Trades 27 17 10 27 17 10
Profitability (%) 63.0137 54.0541 72.2222 63.0137 54.0541 72.2222
Ratio Avg Win / Avg Loss 0.7456 0.6661 0.8656 0.6979 0.6264 0.7955
Largest Winning Trade 10583 9010 10583 10065 8798 10065
Largest Losing Trade -17791 -16152 -17791 -20055 -16692 -20055
Avg Bars in Trades 331 370 291 331 370 291
Avg Bars in Winners 196 194 198 196 194 198
Avg Bars in Losers 562 578 536 562 578 536
Bars Traded 24222 13712 10510 24222 13712 10510
Profit Streak 0 0 18.5892 0 0 18.5892
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -84323 -581642 393156 -162048 -581642 354384
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736720100000,
    "first_datapoint_time": 1736989200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759219710374,
    "expiration_time": 1765699200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 86,
            "offset": 214
        }
    }
}
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": [
        [
            36809.2312278422,
            -19691.1371265571,
            56500.3683543994,
            27413.840993752,
            -25198.2748417424,
            52612.1158354944
        ],
        [
            36.809231,
            -19.691137,
            56.500368,
            27.413841,
            -25.198275,
            52.612116
        ],
        [
            0.141346,
            -0.075613,
            0.216959,
            0.093074,
            -0.111423,
            0.162458
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26135,
            -24897,
            -18067,
            -27877,
            -25822,
            -21630
        ],
        [
            1.270248,
            0.783681,
            2.250645,
            1.189002,
            0.736959,
            2.068285
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            46,
            20,
            26,
            46,
            20,
            26
        ],
        [
            27,
            17,
            10,
            27,
            17,
            10
        ],
        [
            63.013699,
            54.054054,
            72.222222,
            63.013699,
            54.054054,
            72.222222
        ],
        [
            0.74558,
            0.666129,
            0.865633,
            0.697893,
            0.626415,
            0.795494
        ],
        [
            10583,
            9010,
            10583,
            10065,
            8798,
            10065
        ],
        [
            -17791,
            -16152,
            -17791,
            -20055,
            -16692,
            -20055
        ],
        [
            331,
            370,
            291,
            331,
            370,
            291
        ],
        [
            196,
            194,
            198,
            196,
            194,
            198
        ],
        [
            562,
            578,
            536,
            562,
            578,
            536
        ],
        [
            24222,
            13712,
            10510,
            24222,
            13712,
            10510
        ],
        [
            0,
            0,
            18.58924,
            0,
            0,
            18.58924
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -84323,
            -581642,
            393156,
            -162048,
            -581642,
            354384
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736720100000,
    "first_datapoint_time": 1736989200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759219710374,
    "expiration_time": 1765699200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 86,
            "offset": 214
        }
    }
}

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)