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Trade: ICP/USDT/15/ZLMA/WMA/3740

Strategy
ICP/USDT/15/ZLMA/WMA/3740
Pair
ICP_USDT
Interval
15m
Score
341640
Daily Profit
0.200533
Profit Factor
1.584127
Profitability
71.428571
Streak
7.332278
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 03:43
Expiration Time
2025-12-26 02:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 50927.1687 -1295.649 52222.8177 37930.6845 -14944.4943 52875.1788
Total P&L (%) 50.9272 -1.2956 52.2228 37.9307 -14.9445 52.8752
Avg Daily Profit (%) 0.1956 -0.005 0.2005 0.1236 -0.0621 0.1631
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42533 -32842 -21772 -51358 -41336 -25496
Profit Factor 1.2222 0.9907 1.5841 1.1493 0.9059 1.555
Total Trades 168 84 84 168 84 84
Winning Trades 117 57 60 117 57 60
Losing Trades 51 27 24 51 27 24
Profitability (%) 69.6429 67.8571 71.4286 69.6429 67.8571 71.4286
Ratio Avg Win / Avg Loss 0.5327 0.4693 0.6337 0.501 0.4291 0.622
Largest Winning Trade 8773 8773 7659 9075 9075 7966
Largest Losing Trade -22825 -22825 -20835 -25198 -25198 -21158
Avg Bars in Trades 145 155 136 145 155 136
Avg Bars in Winners 92 83 101 92 83 101
Avg Bars in Losers 267 307 222 267 307 222
Bars Traded 24519 13066 11453 24519 13066 11453
Profit Streak 7.3323 14.8219 7.3323 7.3323 14.8219 7.3323
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 287768 -578318 341640 -84720 -578318 325292
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737729900000,
    "first_datapoint_time": 1737869400000,
    "last_datapoint_time": 1760229000000,
    "evaluation_time": 1760229808869,
    "expiration_time": 1766709000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 100,
            "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": [
        [
            50927.1686984659,
            -1295.6490374519,
            52222.8177359177,
            37930.6844643636,
            -14944.4942955237,
            52875.1787598871
        ],
        [
            50.927169,
            -1.295649,
            52.222818,
            37.930684,
            -14.944494,
            52.875179
        ],
        [
            0.195558,
            -0.004975,
            0.200533,
            0.123562,
            -0.062136,
            0.16312
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42533,
            -32842,
            -21772,
            -51358,
            -41336,
            -25496
        ],
        [
            1.222169,
            0.990734,
            1.584127,
            1.149269,
            0.905917,
            1.555034
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            117,
            57,
            60,
            117,
            57,
            60
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            69.642857,
            67.857143,
            71.428571,
            69.642857,
            67.857143,
            71.428571
        ],
        [
            0.532741,
            0.469295,
            0.633651,
            0.500963,
            0.429119,
            0.622014
        ],
        [
            8773,
            8773,
            7659,
            9075,
            9075,
            7966
        ],
        [
            -22825,
            -22825,
            -20835,
            -25198,
            -25198,
            -21158
        ],
        [
            145,
            155,
            136,
            145,
            155,
            136
        ],
        [
            92,
            83,
            101,
            92,
            83,
            101
        ],
        [
            267,
            307,
            222,
            267,
            307,
            222
        ],
        [
            24519,
            13066,
            11453,
            24519,
            13066,
            11453
        ],
        [
            7.332278,
            14.821862,
            7.332278,
            7.332279,
            14.821862,
            7.332279
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            287768,
            -578318,
            341640,
            -84720,
            -578318,
            325292
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737729900000,
    "first_datapoint_time": 1737869400000,
    "last_datapoint_time": 1760229000000,
    "evaluation_time": 1760229808869,
    "expiration_time": 1766709000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 100,
            "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)