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Trade: ICP/USDT/30/ALMA/DCM/5788

Strategy
ICP/USDT/30/ALMA/DCM/5788
Pair
ICP_USDT
Interval
30m
Score
332482
Daily Profit
0.270008
Profit Factor
1.700234
Profitability
53.488372
Streak
0.000000
Best Strategy
Training Data Length
314.900000
Evaluation Time
2025-10-11 16:03
Expiration Time
2025-11-25 22:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 99405.0901 14379.6661 85025.4239 100632.5949 -6112.2126 106744.8076
Total P&L (%) 99.4051 14.3797 85.0254 100.6326 -6.1122 106.7448
Avg Daily Profit (%) 0.3157 0.0457 0.27 0.2214 -0.02 0.2309
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47524 -53718 -22294 -62957 -66433 -26533
Profit Factor 1.3142 1.0737 1.7002 1.247 0.9764 1.7174
Total Trades 173 87 86 173 87 86
Winning Trades 82 36 46 82 36 46
Losing Trades 91 51 40 91 51 40
Profitability (%) 47.3988 41.3793 53.4884 47.3988 41.3793 53.4884
Ratio Avg Win / Avg Loss 1.4584 1.5211 1.4785 1.3838 1.3832 1.4934
Largest Winning Trade 24608 24608 23795 24483 23897 24483
Largest Losing Trade -12588 -12588 -9400 -18089 -18089 -10675
Avg Bars in Trades 84 92 75 84 92 75
Avg Bars in Winners 103 114 94 103 114 94
Avg Bars in Losers 66 77 53 66 77 53
Bars Traded 14565 8080 6485 14565 8080 6485
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 268280 -304632 332482 224475 -584007 321646
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 15115,
    "actual_packets": 15115,
    "evaluation_days": 314.9,
    "actual_first_datapoint_time": 1732980600000,
    "first_datapoint_time": 1733391000000,
    "last_datapoint_time": 1760185800000,
    "evaluation_time": 1760187809747,
    "expiration_time": 1764103608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 229,
            "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": [
        [
            99405.0900810246,
            14379.6661366777,
            85025.4239443469,
            100632.5949202856,
            -6112.2126417597,
            106744.8075620454
        ],
        [
            99.40509,
            14.379666,
            85.025424,
            100.632595,
            -6.112213,
            106.744808
        ],
        [
            0.315672,
            0.045664,
            0.270008,
            0.221364,
            -0.020027,
            0.230916
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47524,
            -53718,
            -22294,
            -62957,
            -66433,
            -26533
        ],
        [
            1.314167,
            1.073748,
            1.700234,
            1.246954,
            0.976374,
            1.717409
        ],
        [
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            87,
            86,
            173,
            87,
            86
        ],
        [
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            82,
            36,
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        ],
        [
            91,
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            40,
            91,
            51,
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        ],
        [
            47.398844,
            41.37931,
            53.488372,
            47.398844,
            41.37931,
            53.488372
        ],
        [
            1.458405,
            1.521143,
            1.478465,
            1.383814,
            1.383196,
            1.493399
        ],
        [
            24608,
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            23795,
            24483,
            23897,
            24483
        ],
        [
            -12588,
            -12588,
            -9400,
            -18089,
            -18089,
            -10675
        ],
        [
            84,
            92,
            75,
            84,
            92,
            75
        ],
        [
            103,
            114,
            94,
            103,
            114,
            94
        ],
        [
            66,
            77,
            53,
            66,
            77,
            53
        ],
        [
            14565,
            8080,
            6485,
            14565,
            8080,
            6485
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            268280,
            -304632,
            332482,
            224475,
            -584007,
            321646
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 15115,
    "actual_packets": 15115,
    "evaluation_days": 314.9,
    "actual_first_datapoint_time": 1732980600000,
    "first_datapoint_time": 1733391000000,
    "last_datapoint_time": 1760185800000,
    "evaluation_time": 1760187809747,
    "expiration_time": 1764103608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 229,
            "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)