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Trade: ICP/USDT/15/SMA/ALMA/8222

Strategy
ICP/USDT/15/SMA/ALMA/8222
Pair
ICP_USDT
Interval
15m
Score
321133
Daily Profit
0.195373
Profit Factor
1.493130
Profitability
72.093023
Streak
14.301292
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 07:13
Expiration Time
2025-12-16 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 29358.0849 -21521.0246 50879.1096 10109.101 -38096.2643 48205.3653
Total P&L (%) 29.3581 -21.521 50.8791 10.1091 -38.0963 48.2054
Avg Daily Profit (%) 0.1127 -0.0826 0.1954 0.037 -0.184 0.1512
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59924 -37046 -33071 -76920 -48828 -39355
Profit Factor 1.1105 0.8676 1.4931 1.0324 0.8026 1.4047
Total Trades 173 87 86 173 87 86
Winning Trades 115 53 62 115 53 62
Losing Trades 58 34 24 58 34 24
Profitability (%) 66.474 60.9195 72.093 66.474 60.9195 72.093
Ratio Avg Win / Avg Loss 0.5601 0.5566 0.578 0.5207 0.5149 0.5437
Largest Winning Trade 8497 8497 7905 9871 9871 9218
Largest Losing Trade -21157 -17693 -21157 -25686 -20284 -25686
Avg Bars in Trades 142 146 139 142 146 139
Avg Bars in Winners 97 94 101 97 94 101
Avg Bars in Losers 231 227 237 231 227 237
Bars Traded 24704 12720 11984 24704 12720 11984
Profit Streak 5.3117 5.3117 14.3013 5.3117 5.3117 14.3013
Trades During Streak 4 2 5 4 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -143013 -579622 321133 -489124 -579622 280223
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736878500000,
    "first_datapoint_time": 1737007200000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759378431677,
    "expiration_time": 1765857600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 144,
            "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": [
        [
            29358.0849211015,
            -21521.0246436818,
            50879.1095647832,
            10109.1009929433,
            -38096.264297097,
            48205.3652900403
        ],
        [
            29.358085,
            -21.521025,
            50.87911,
            10.109101,
            -38.096264,
            48.205365
        ],
        [
            0.112734,
            -0.08264,
            0.195373,
            0.036986,
            -0.183991,
            0.151189
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59924,
            -37046,
            -33071,
            -76920,
            -48828,
            -39355
        ],
        [
            1.110482,
            0.867604,
            1.49313,
            1.032393,
            0.802566,
            1.404666
        ],
        [
            173,
            87,
            86,
            173,
            87,
            86
        ],
        [
            115,
            53,
            62,
            115,
            53,
            62
        ],
        [
            58,
            34,
            24,
            58,
            34,
            24
        ],
        [
            66.473988,
            60.91954,
            72.093023,
            66.473988,
            60.91954,
            72.093023
        ],
        [
            0.560069,
            0.556576,
            0.577986,
            0.520685,
            0.514853,
            0.543742
        ],
        [
            8497,
            8497,
            7905,
            9871,
            9871,
            9218
        ],
        [
            -21157,
            -17693,
            -21157,
            -25686,
            -20284,
            -25686
        ],
        [
            142,
            146,
            139,
            142,
            146,
            139
        ],
        [
            97,
            94,
            101,
            97,
            94,
            101
        ],
        [
            231,
            227,
            237,
            231,
            227,
            237
        ],
        [
            24704,
            12720,
            11984,
            24704,
            12720,
            11984
        ],
        [
            5.311709,
            5.311709,
            14.301292,
            5.311709,
            5.311709,
            14.301293
        ],
        [
            4,
            2,
            5,
            4,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -143013,
            -579622,
            321133,
            -489124,
            -579622,
            280223
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736878500000,
    "first_datapoint_time": 1737007200000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759378431677,
    "expiration_time": 1765857600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 144,
            "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)