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Trade: ICP/USDT/3/DCM/DCM/6531

Strategy
ICP/USDT/3/DCM/DCM/6531
Pair
ICP_USDT
Interval
3m
Score
388704
Daily Profit
0.577501
Profit Factor
2.209345
Profitability
51.219512
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-11 20:44
Expiration Time
2025-12-12 10:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 38459.8508 9574.4586 28885.3922 42829.0349 7857.0081 34972.0268
Total P&L (%) 38.4599 9.5745 28.8854 42.829 7.857 34.972
Avg Daily Profit (%) 0.7385 0.1838 0.5546 0.6868 0.1453 0.5775
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -12574 -11379 -3900 -16196 -14625 -4767
Profit Factor 1.7722 1.3731 2.1965 1.6977 1.242 2.2093
Total Trades 82 41 41 82 41 41
Winning Trades 43 22 21 43 22 21
Losing Trades 39 19 20 39 19 20
Profitability (%) 52.439 53.6585 51.2195 52.439 53.6585 51.2195
Ratio Avg Win / Avg Loss 1.6073 1.1858 2.0919 1.5398 1.0726 2.1041
Largest Winning Trade 9027 9027 8217 10456 9683 10456
Largest Losing Trade -9123 -9123 -2945 -11808 -11808 -3740
Avg Bars in Trades 301 271 330 301 271 330
Avg Bars in Winners 330 263 399 330 263 399
Avg Bars in Losers 269 280 257 269 280 257
Bars Traded 24686 11141 13545 24686 11141 13545
Profit Streak 0 15.8849 0 0 15.8849 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 97439 -158732 361299 90354 -166041 388704
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754563140000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1760204654179,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 87,
            "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": [
        [
            38459.8508226536,
            9574.4585875318,
            28885.3922351217,
            42829.0348590283,
            7857.008081675,
            34972.0267773533
        ],
        [
            38.459851,
            9.574459,
            28.885392,
            42.829035,
            7.857008,
            34.972027
        ],
        [
            0.738476,
            0.183841,
            0.554635,
            0.68683,
            0.145336,
            0.577501
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -12574,
            -11379,
            -3900,
            -16196,
            -14625,
            -4767
        ],
        [
            1.772189,
            1.37306,
            2.196497,
            1.697715,
            1.242003,
            2.209345
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            52.439024,
            53.658537,
            51.219512,
            52.439024,
            53.658537,
            51.219512
        ],
        [
            1.607334,
            1.185825,
            2.091902,
            1.539788,
            1.072639,
            2.104138
        ],
        [
            9027,
            9027,
            8217,
            10456,
            9683,
            10456
        ],
        [
            -9123,
            -9123,
            -2945,
            -11808,
            -11808,
            -3740
        ],
        [
            301,
            271,
            330,
            301,
            271,
            330
        ],
        [
            330,
            263,
            399,
            330,
            263,
            399
        ],
        [
            269,
            280,
            257,
            269,
            280,
            257
        ],
        [
            24686,
            11141,
            13545,
            24686,
            11141,
            13545
        ],
        [
            0,
            15.884886,
            0,
            0,
            15.884886,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            97439,
            -158732,
            361299,
            90354,
            -166041,
            388704
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754563140000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1760204654179,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 87,
            "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)