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Trade: ICP/USDT/360/MIDPRICE/HILO/7305

Strategy
ICP/USDT/360/MIDPRICE/HILO/7305
Pair
ICP_USDT
Interval
6h
Score
325869
Daily Profit
0.174113
Profit Factor
1.605782
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
1604.000000
Evaluation Time
2025-10-01 00:49
Expiration Time
2025-11-17 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 279277.3428 110612.3189 168665.0239 221911.0702 604418.228 -382507.1578
Total P&L (%) 279.2773 110.6123 168.665 221.9111 604.4182 -382.5072
Avg Daily Profit (%) 0.1741 0.069 0.1052 0.0729 0.1218 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146710 -103558 -65719 -1818198 -1206298 -915308
Profit Factor 1.6058 1.4009 1.9112 1.0594 1.3242 0.7956
Total Trades 105 53 52 105 53 52
Winning Trades 48 20 28 48 20 28
Losing Trades 57 33 24 57 33 24
Profitability (%) 45.7143 37.7358 53.8462 45.7143 37.7358 53.8462
Ratio Avg Win / Avg Loss 1.9069 2.3115 1.6382 1.258 2.1849 0.6819
Largest Winning Trade 148566 148566 61383 964779 964779 281788
Largest Losing Trade -33680 -32814 -33680 -632920 -400656 -632920
Avg Bars in Trades 56 32 80 56 32 80
Avg Bars in Winners 83 36 118 83 36 118
Avg Bars in Losers 32 29 36 32 29 36
Bars Traded 5883 1698 4185 5883 1698 4185
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 325869 -283872 -228530 -252158 -213495 -760334
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6416,
    "evaluation_days": 1604,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624449600000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759268954682,
    "expiration_time": 1763412768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            279277.3427892876,
            110612.3188700725,
            168665.023919215,
            221911.070229945,
            604418.2280298101,
            -382507.1577998654
        ],
        [
            279.277343,
            110.612319,
            168.665024,
            221.91107,
            604.418228,
            -382.507158
        ],
        [
            0.174113,
            0.06896,
            0.105153,
            0.072913,
            0.121782,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146710,
            -103558,
            -65719,
            -1818198,
            -1206298,
            -915308
        ],
        [
            1.605782,
            1.400889,
            1.9112,
            1.059405,
            1.324162,
            0.795558
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            48,
            20,
            28,
            48,
            20,
            28
        ],
        [
            57,
            33,
            24,
            57,
            33,
            24
        ],
        [
            45.714286,
            37.735849,
            53.846154,
            45.714286,
            37.735849,
            53.846154
        ],
        [
            1.906866,
            2.311466,
            1.638172,
            1.258044,
            2.184867,
            0.681907
        ],
        [
            148566,
            148566,
            61383,
            964779,
            964779,
            281788
        ],
        [
            -33680,
            -32814,
            -33680,
            -632920,
            -400656,
            -632920
        ],
        [
            56,
            32,
            80,
            56,
            32,
            80
        ],
        [
            83,
            36,
            118,
            83,
            36,
            118
        ],
        [
            32,
            29,
            36,
            32,
            29,
            36
        ],
        [
            5883,
            1698,
            4185,
            5883,
            1698,
            4185
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325869,
            -283872,
            -228530,
            -252158,
            -213495,
            -760334
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6416,
    "evaluation_days": 1604,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624449600000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759268954682,
    "expiration_time": 1763412768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)