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Trade: ICP/USDT/15/MIDPRICE/DCL/6323

Strategy
ICP/USDT/15/MIDPRICE/DCL/6323
Pair
ICP_USDT
Interval
15m
Score
312206
Daily Profit
0.272271
Profit Factor
1.336694
Profitability
55.629139
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 09:32
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 70904.7775 9551.6799 61353.0976 70563.2578 8129.8414 62433.4164
Total P&L (%) 70.9048 9.5517 61.3531 70.5633 8.1298 62.4334
Avg Daily Profit (%) 0.2723 0.0367 0.2356 0.2052 0.03 0.1864
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46281 -19827 -35083 -68057 -25828 -50434
Profit Factor 1.3367 1.1446 1.4245 1.251 1.0929 1.3224
Total Trades 151 76 75 151 76 75
Winning Trades 84 42 42 84 42 42
Losing Trades 67 34 33 67 34 33
Profitability (%) 55.6291 55.2632 56 55.6291 55.2632 56
Ratio Avg Win / Avg Loss 1.0662 0.9266 1.1192 0.9978 0.8847 1.039
Largest Winning Trade 24351 6897 24351 22782 9756 22782
Largest Losing Trade -15106 -5886 -15106 -19068 -7957 -19068
Avg Bars in Trades 157 39 277 157 39 277
Avg Bars in Winners 197 54 340 197 54 340
Avg Bars in Losers 106 20 196 106 20 196
Bars Traded 23777 2985 20793 23777 2985 20793
Profit Streak 0 0 22.8245 0 0 22.8245
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312206 -422707 -48065 212723 -488428 -49037

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": 1736351100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758868333796,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 61,
            "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": [
        [
            70904.7775485615,
            9551.6799424606,
            61353.0976061011,
            70563.257820592,
            8129.841371923,
            62433.4164486693
        ],
        [
            70.904778,
            9.55168,
            61.353098,
            70.563258,
            8.129841,
            62.433416
        ],
        [
            0.272271,
            0.036678,
            0.235593,
            0.205239,
            0.030019,
            0.186449
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46281,
            -19827,
            -35083,
            -68057,
            -25828,
            -50434
        ],
        [
            1.336694,
            1.1446,
            1.424484,
            1.250977,
            1.092925,
            1.322376
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            55.629139,
            55.263158,
            56,
            55.629139,
            55.263158,
            56
        ],
        [
            1.066172,
            0.926581,
            1.119238,
            0.997803,
            0.884749,
            1.039009
        ],
        [
            24351,
            6897,
            24351,
            22782,
            9756,
            22782
        ],
        [
            -15106,
            -5886,
            -15106,
            -19068,
            -7957,
            -19068
        ],
        [
            157,
            39,
            277,
            157,
            39,
            277
        ],
        [
            197,
            54,
            340,
            197,
            54,
            340
        ],
        [
            106,
            20,
            196,
            106,
            20,
            196
        ],
        [
            23777,
            2985,
            20793,
            23777,
            2985,
            20793
        ],
        [
            0,
            0,
            22.824465,
            0,
            0,
            22.824465
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312206,
            -422707,
            -48065,
            212723,
            -488428,
            -49037
        ]
    ]
}
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": 1736351100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758868333796,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 61,
            "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)