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Trade: ICP/USDT/15/T3/EMA/6335

Strategy
ICP/USDT/15/T3/EMA/6335
Pair
ICP_USDT
Interval
15m
Score
394271
Daily Profit
0.435126
Profit Factor
1.502413
Profitability
48.684211
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 00:31
Expiration Time
2025-12-21 23:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 113315.5218 28024.8226 85290.6992 158452.5294 34129.3933 124323.1361
Total P&L (%) 113.3155 28.0248 85.2907 158.4525 34.1294 124.3231
Avg Daily Profit (%) 0.4351 0.1076 0.3275 0.3653 0.1128 0.3107
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34821 -22957 -21509 -57070 -39723 -35462
Profit Factor 1.5024 1.2419 1.7777 1.3653 1.1523 1.5932
Total Trades 152 76 76 152 76 76
Winning Trades 74 36 38 74 36 38
Losing Trades 78 40 38 78 40 38
Profitability (%) 48.6842 47.3684 50 48.6842 47.3684 50
Ratio Avg Win / Avg Loss 1.5836 1.3799 1.7777 1.4391 1.2803 1.5932
Largest Winning Trade 23017 13419 23017 28202 23939 28202
Largest Losing Trade -11176 -9731 -11176 -20507 -17930 -20507
Avg Bars in Trades 163 174 151 163 174 151
Avg Bars in Winners 182 178 187 182 178 187
Avg Bars in Losers 144 171 115 144 171 115
Bars Traded 24779 13281 11499 24779 13281 11499
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394271 -104756 -38771 302620 -150042 -39299
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737373500000,
    "first_datapoint_time": 1737513900000,
    "last_datapoint_time": 1759872600000,
    "evaluation_time": 1759872707019,
    "expiration_time": 1766352600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 106,
            "offset": 0,
            "a": 0.75036
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 157,
            "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": [
        [
            113315.5218145108,
            28024.822584457,
            85290.6992300538,
            158452.5294030503,
            34129.3932844457,
            124323.1361186047
        ],
        [
            113.315522,
            28.024823,
            85.290699,
            158.452529,
            34.129393,
            124.323136
        ],
        [
            0.435126,
            0.107614,
            0.327512,
            0.365285,
            0.112818,
            0.310718
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34821,
            -22957,
            -21509,
            -57070,
            -39723,
            -35462
        ],
        [
            1.502413,
            1.241873,
            1.777657,
            1.365313,
            1.152262,
            1.593157
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
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            38,
            74,
            36,
            38
        ],
        [
            78,
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            78,
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        ],
        [
            48.684211,
            47.368421,
            50,
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            47.368421,
            50
        ],
        [
            1.583625,
            1.379859,
            1.777657,
            1.439114,
            1.280291,
            1.593157
        ],
        [
            23017,
            13419,
            23017,
            28202,
            23939,
            28202
        ],
        [
            -11176,
            -9731,
            -11176,
            -20507,
            -17930,
            -20507
        ],
        [
            163,
            174,
            151,
            163,
            174,
            151
        ],
        [
            182,
            178,
            187,
            182,
            178,
            187
        ],
        [
            144,
            171,
            115,
            144,
            171,
            115
        ],
        [
            24779,
            13281,
            11499,
            24779,
            13281,
            11499
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394271,
            -104756,
            -38771,
            302620,
            -150042,
            -39299
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737373500000,
    "first_datapoint_time": 1737513900000,
    "last_datapoint_time": 1759872600000,
    "evaluation_time": 1759872707019,
    "expiration_time": 1766352600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 106,
            "offset": 0,
            "a": 0.75036
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 157,
            "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)