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Trade: ICP/USDT/15/SMA/RMA/7274

Strategy
ICP/USDT/15/SMA/RMA/7274
Pair
ICP_USDT
Interval
15m
Score
328900
Daily Profit
0.174622
Profit Factor
2.079415
Profitability
70.270270
Streak
21.053568
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 04:17
Expiration Time
2025-12-20 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 27373.2391 -18101.7635 45475.0026 18526.3537 -24680.1089 43206.4625
Total P&L (%) 27.3732 -18.1018 45.475 18.5264 -24.6801 43.2065
Avg Daily Profit (%) 0.1051 -0.0695 0.1746 0.0653 -0.1088 0.138
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21930 -21179 -13208 -23050 -27468 -16323
Profit Factor 1.2118 0.7922 2.0794 1.1292 0.7465 1.9382
Total Trades 74 37 37 74 37 37
Winning Trades 47 21 26 47 21 26
Losing Trades 27 16 11 27 16 11
Profitability (%) 63.5135 56.7568 70.2703 63.5135 56.7568 70.2703
Ratio Avg Win / Avg Loss 0.6962 0.6036 0.8798 0.6487 0.5687 0.82
Largest Winning Trade 10088 9065 10088 9770 8547 9770
Largest Losing Trade -17582 -17582 -12359 -18882 -18882 -12363
Avg Bars in Trades 316 362 269 316 362 269
Avg Bars in Winners 202 179 221 202 179 221
Avg Bars in Losers 514 603 384 514 603 384
Bars Traded 23403 13421 9982 23403 13421 9982
Profit Streak 6.6161 6.6161 21.0536 6.6161 6.6161 21.0536
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125103 -580603 328900 -260688 -580603 -7556
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737213300000,
    "first_datapoint_time": 1737366300000,
    "last_datapoint_time": 1759712400000,
    "evaluation_time": 1759713428252,
    "expiration_time": 1766192400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 171,
            "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": [
        [
            27373.2391228869,
            -18101.7634922767,
            45475.0026151636,
            18526.3536669644,
            -24680.1088614581,
            43206.4625284224
        ],
        [
            27.373239,
            -18.101763,
            45.475003,
            18.526354,
            -24.680109,
            43.206463
        ],
        [
            0.105112,
            -0.06951,
            0.174622,
            0.065287,
            -0.108775,
            0.137994
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21930,
            -21179,
            -13208,
            -23050,
            -27468,
            -16323
        ],
        [
            1.211822,
            0.792168,
            2.079415,
            1.129195,
            0.746464,
            1.938155
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            27,
            16,
            11,
            27,
            16,
            11
        ],
        [
            63.513514,
            56.756757,
            70.27027,
            63.513514,
            56.756757,
            70.27027
        ],
        [
            0.696153,
            0.603557,
            0.879752,
            0.648686,
            0.568735,
            0.819989
        ],
        [
            10088,
            9065,
            10088,
            9770,
            8547,
            9770
        ],
        [
            -17582,
            -17582,
            -12359,
            -18882,
            -18882,
            -12363
        ],
        [
            316,
            362,
            269,
            316,
            362,
            269
        ],
        [
            202,
            179,
            221,
            202,
            179,
            221
        ],
        [
            514,
            603,
            384,
            514,
            603,
            384
        ],
        [
            23403,
            13421,
            9982,
            23403,
            13421,
            9982
        ],
        [
            6.616068,
            6.616068,
            21.053568,
            6.616068,
            6.616068,
            21.053568
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125103,
            -580603,
            328900,
            -260688,
            -580603,
            -7556
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737213300000,
    "first_datapoint_time": 1737366300000,
    "last_datapoint_time": 1759712400000,
    "evaluation_time": 1759713428252,
    "expiration_time": 1766192400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 171,
            "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)