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Trade: ICP/USDT/30/DCU/SMA/6378

Strategy
ICP/USDT/30/DCU/SMA/6378
Pair
ICP_USDT
Interval
30m
Score
315317
Daily Profit
0.180851
Profit Factor
1.254298
Profitability
53.672316
Streak
10.039800
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-06 08:57
Expiration Time
2025-12-20 07:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 94192.4689 14750.6742 79441.7947 50486.7759 8061.9655 42424.8103
Total P&L (%) 94.1925 14.7507 79.4418 50.4868 8.062 42.4248
Avg Daily Profit (%) 0.1809 0.0283 0.1525 0.0785 0.0149 0.0679
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61588 -33548 -65562 -107837 -48020 -114159
Profit Factor 1.2543 1.1079 1.3399 1.1037 1.048 1.1331
Total Trades 177 89 88 177 89 88
Winning Trades 95 44 51 95 44 51
Losing Trades 82 45 37 82 45 37
Profitability (%) 53.6723 49.4382 57.9545 53.6723 49.4382 57.9545
Ratio Avg Win / Avg Loss 1.0827 1.1331 0.9721 0.9527 1.0718 0.822
Largest Winning Trade 24271 16027 24271 21340 11952 21340
Largest Losing Trade -42088 -8667 -42088 -71815 -13487 -71815
Avg Bars in Trades 137 46 230 137 46 230
Avg Bars in Winners 113 47 170 113 47 170
Avg Bars in Losers 165 44 312 165 44 312
Bars Traded 24362 4094 20269 24362 4094 20269
Profit Streak 10.0398 10.0606 0 10.0398 10.0606 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315317 -275295 216718 -196055 -506903 -179941
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714730400000,
    "first_datapoint_time": 1715139000000,
    "last_datapoint_time": 1759728600000,
    "evaluation_time": 1759730238753,
    "expiration_time": 1766208600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 228,
            "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": [
        [
            94192.46885252,
            14750.6741542132,
            79441.7946983068,
            50486.7758633759,
            8061.9655445397,
            42424.8103188364
        ],
        [
            94.192469,
            14.750674,
            79.441795,
            50.486776,
            8.061966,
            42.42481
        ],
        [
            0.180851,
            0.028321,
            0.152529,
            0.078503,
            0.014888,
            0.067923
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61588,
            -33548,
            -65562,
            -107837,
            -48020,
            -114159
        ],
        [
            1.254298,
            1.107907,
            1.339925,
            1.103707,
            1.047999,
            1.133053
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            95,
            44,
            51,
            95,
            44,
            51
        ],
        [
            82,
            45,
            37,
            82,
            45,
            37
        ],
        [
            53.672316,
            49.438202,
            57.954545,
            53.672316,
            49.438202,
            57.954545
        ],
        [
            1.082657,
            1.133086,
            0.972102,
            0.952674,
            1.071817,
            0.822019
        ],
        [
            24271,
            16027,
            24271,
            21340,
            11952,
            21340
        ],
        [
            -42088,
            -8667,
            -42088,
            -71815,
            -13487,
            -71815
        ],
        [
            137,
            46,
            230,
            137,
            46,
            230
        ],
        [
            113,
            47,
            170,
            113,
            47,
            170
        ],
        [
            165,
            44,
            312,
            165,
            44,
            312
        ],
        [
            24362,
            4094,
            20269,
            24362,
            4094,
            20269
        ],
        [
            10.0398,
            10.060634,
            0,
            10.0398,
            10.060634,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315317,
            -275295,
            216718,
            -196055,
            -506903,
            -179941
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714730400000,
    "first_datapoint_time": 1715139000000,
    "last_datapoint_time": 1759728600000,
    "evaluation_time": 1759730238753,
    "expiration_time": 1766208600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 228,
            "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)