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Trade: ICP/USDT/15/ZLMA/MIDPOINT/1757

Strategy
ICP/USDT/15/ZLMA/MIDPOINT/1757
Pair
ICP_USDT
Interval
15m
Score
389931
Daily Profit
0.201959
Profit Factor
2.155201
Profitability
72.500000
Streak
16.178357
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 04:31
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 33408.8781 -19185.2673 52594.1454 25923.3894 -19567.4615 45490.8509
Total P&L (%) 33.4089 -19.1853 52.5941 25.9234 -19.5675 45.4909
Avg Daily Profit (%) 0.1283 -0.0737 0.202 0.0886 -0.0836 0.1441
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28683 -27943 -17152 -27852 -25710 -16564
Profit Factor 1.2638 0.7635 2.1552 1.218 0.7411 2.0491
Total Trades 79 39 40 79 39 40
Winning Trades 53 24 29 53 24 29
Losing Trades 26 15 11 26 15 11
Profitability (%) 67.0886 61.5385 72.5 67.0886 61.5385 72.5
Ratio Avg Win / Avg Loss 0.62 0.4772 0.8175 0.5975 0.4632 0.7773
Largest Winning Trade 9957 9957 8020 8835 8835 7912
Largest Losing Trade -16053 -16001 -16053 -15716 -15536 -15716
Avg Bars in Trades 301 340 263 301 340 263
Avg Bars in Winners 198 202 195 198 202 195
Avg Bars in Losers 510 560 441 510 560 441
Bars Traded 23789 13268 10522 23789 13268 10522
Profit Streak 16.1784 24.6367 16.1784 16.1784 24.6367 16.1784
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -54930 -579112 389931 -108858 -579112 61759
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": 1736608500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759023110090,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 199,
            "offset": 225
        }
    }
}
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": [
        [
            33408.8780793945,
            -19185.2673458509,
            52594.1454252454,
            25923.3894285615,
            -19567.461509129,
            45490.8509376904
        ],
        [
            33.408878,
            -19.185267,
            52.594145,
            25.923389,
            -19.567462,
            45.490851
        ],
        [
            0.128288,
            -0.07367,
            0.201959,
            0.088551,
            -0.083581,
            0.14408
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28683,
            -27943,
            -17152,
            -27852,
            -25710,
            -16564
        ],
        [
            1.263768,
            0.763531,
            2.155201,
            1.217978,
            0.741054,
            2.049122
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            67.088608,
            61.538462,
            72.5,
            67.088608,
            61.538462,
            72.5
        ],
        [
            0.619961,
            0.477207,
            0.81749,
            0.597499,
            0.463159,
            0.777253
        ],
        [
            9957,
            9957,
            8020,
            8835,
            8835,
            7912
        ],
        [
            -16053,
            -16001,
            -16053,
            -15716,
            -15536,
            -15716
        ],
        [
            301,
            340,
            263,
            301,
            340,
            263
        ],
        [
            198,
            202,
            195,
            198,
            202,
            195
        ],
        [
            510,
            560,
            441,
            510,
            560,
            441
        ],
        [
            23789,
            13268,
            10522,
            23789,
            13268,
            10522
        ],
        [
            16.178357,
            24.636691,
            16.178357,
            16.178357,
            24.636691,
            16.178358
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -54930,
            -579112,
            389931,
            -108858,
            -579112,
            61759
        ]
    ]
}
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": 1736608500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759023110090,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 199,
            "offset": 225
        }
    }
}

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)