← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ICP/USDT/5/BBM/RMA/1977

Strategy
ICP/USDT/5/BBM/RMA/1977
Pair
ICP_USDT
Interval
5m
Score
337946
Daily Profit
0.575735
Profit Factor
1.492709
Profitability
52.755906
Streak
3.163546
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 02:15
Expiration Time
2025-12-26 01:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 49979.5256 -97.7966 50077.3223 52163.0395 -3520.2772 55683.3167
Total P&L (%) 49.9795 -0.0978 50.0773 52.163 -3.5203 55.6833
Avg Daily Profit (%) 0.5757 -0.0011 0.5769 0.4847 -0.0413 0.5112
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24038 -24059 -13650 -26332 -27742 -14504
Profit Factor 1.4927 0.9982 2.0599 1.4742 0.9404 2.0943
Total Trades 127 63 64 127 63 64
Winning Trades 67 29 38 67 29 38
Losing Trades 60 34 26 60 34 26
Profitability (%) 52.7559 46.0317 59.375 52.7559 46.0317 59.375
Ratio Avg Win / Avg Loss 1.3368 1.1703 1.4094 1.3202 1.1026 1.4329
Largest Winning Trade 29891 8739 29891 35016 8315 35016
Largest Losing Trade -8444 -8444 -7653 -9005 -9005 -7834
Avg Bars in Trades 193 193 193 193 193 193
Avg Bars in Winners 168 172 166 168 172 166
Avg Bars in Losers 221 212 232 221 212 232
Bars Traded 24576 12213 12363 24576 12213 12363
Profit Streak 3.1635 3.1635 8.3267 3.1635 3.1635 8.3267
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337946 -730275 -125947 311141 -730275 -126068
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752724800000,
    "first_datapoint_time": 1752764700000,
    "last_datapoint_time": 1760224500000,
    "evaluation_time": 1760224530406,
    "expiration_time": 1766704500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 134,
            "offset": 0,
            "std": 3.62313
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 108,
            "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": [
        [
            49979.525619907,
            -97.7966337019,
            50077.3222536089,
            52163.0394539372,
            -3520.2772074426,
            55683.3166613798
        ],
        [
            49.979526,
            -0.097797,
            50.077322,
            52.163039,
            -3.520277,
            55.683317
        ],
        [
            0.575735,
            -0.001127,
            0.576861,
            0.484736,
            -0.041274,
            0.511213
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24038,
            -24059,
            -13650,
            -26332,
            -27742,
            -14504
        ],
        [
            1.492709,
            0.998195,
            2.059879,
            1.474242,
            0.940441,
            2.094269
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            67,
            29,
            38,
            67,
            29,
            38
        ],
        [
            60,
            34,
            26,
            60,
            34,
            26
        ],
        [
            52.755906,
            46.031746,
            59.375,
            52.755906,
            46.031746,
            59.375
        ],
        [
            1.336755,
            1.170298,
            1.409391,
            1.320217,
            1.102586,
            1.432921
        ],
        [
            29891,
            8739,
            29891,
            35016,
            8315,
            35016
        ],
        [
            -8444,
            -8444,
            -7653,
            -9005,
            -9005,
            -7834
        ],
        [
            193,
            193,
            193,
            193,
            193,
            193
        ],
        [
            168,
            172,
            166,
            168,
            172,
            166
        ],
        [
            221,
            212,
            232,
            221,
            212,
            232
        ],
        [
            24576,
            12213,
            12363,
            24576,
            12213,
            12363
        ],
        [
            3.163546,
            3.163546,
            8.326741,
            3.163546,
            3.163546,
            8.326741
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337946,
            -730275,
            -125947,
            311141,
            -730275,
            -126068
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752724800000,
    "first_datapoint_time": 1752764700000,
    "last_datapoint_time": 1760224500000,
    "evaluation_time": 1760224530406,
    "expiration_time": 1766704500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 134,
            "offset": 0,
            "std": 3.62313
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 108,
            "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)