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Trade: ICP/USDT/5/MIDPOINT/T3/4250

Strategy
ICP/USDT/5/MIDPOINT/T3/4250
Pair
ICP_USDT
Interval
5m
Score
401423
Daily Profit
0.474441
Profit Factor
1.596173
Profitability
70.454545
Streak
4.296166
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-08 01:16
Expiration Time
2025-12-22 00:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 44194.0395 15358.4411 28835.5984 50815.7232 15265.6043 35550.1189
Total P&L (%) 44.194 15.3584 28.8356 50.8157 15.2656 35.5501
Avg Daily Profit (%) 0.5091 0.1769 0.3322 0.4744 0.1638 0.351
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -13063 -13080 -9181 -16261 -18850 -11252
Profit Factor 1.6875 1.3635 2.3091 1.5962 1.2704 2.2349
Total Trades 88 44 44 88 44 44
Winning Trades 62 28 34 62 28 34
Losing Trades 26 16 10 26 16 10
Profitability (%) 70.4545 63.6364 77.2727 70.4545 63.6364 77.2727
Ratio Avg Win / Avg Loss 0.7077 0.7791 0.6791 0.6694 0.726 0.6573
Largest Winning Trade 5027 5027 4462 5617 5617 5496
Largest Losing Trade -8659 -8659 -8211 -12357 -12357 -10056
Avg Bars in Trades 276 267 285 276 267 285
Avg Bars in Winners 212 171 246 212 171 246
Avg Bars in Losers 429 435 418 429 435 418
Bars Traded 24353 11789 12564 24353 11789 12564
Profit Streak 4.2962 11.2371 4.2962 4.2962 11.2371 4.2962
Trades During Streak 6 6 3 6 6 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398467 -2227 361226 401423 -2969 373352
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752375600000,
    "first_datapoint_time": 1752459900000,
    "last_datapoint_time": 1759875300000,
    "evaluation_time": 1759875388784,
    "expiration_time": 1766355300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 108,
            "offset": 174,
            "a": 0.32551
        }
    }
}
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": [
        [
            44194.0395376783,
            15358.4411003537,
            28835.5984373246,
            50815.7231633523,
            15265.6042713056,
            35550.1188920467
        ],
        [
            44.19404,
            15.358441,
            28.835598,
            50.815723,
            15.265604,
            35.550119
        ],
        [
            0.509089,
            0.17692,
            0.332169,
            0.474441,
            0.163789,
            0.351002
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -13063,
            -13080,
            -9181,
            -16261,
            -18850,
            -11252
        ],
        [
            1.687484,
            1.363462,
            2.309055,
            1.596173,
            1.270439,
            2.234856
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            26,
            16,
            10,
            26,
            16,
            10
        ],
        [
            70.454545,
            63.636364,
            77.272727,
            70.454545,
            63.636364,
            77.272727
        ],
        [
            0.707655,
            0.779121,
            0.679134,
            0.669363,
            0.725965,
            0.657311
        ],
        [
            5027,
            5027,
            4462,
            5617,
            5617,
            5496
        ],
        [
            -8659,
            -8659,
            -8211,
            -12357,
            -12357,
            -10056
        ],
        [
            276,
            267,
            285,
            276,
            267,
            285
        ],
        [
            212,
            171,
            246,
            212,
            171,
            246
        ],
        [
            429,
            435,
            418,
            429,
            435,
            418
        ],
        [
            24353,
            11789,
            12564,
            24353,
            11789,
            12564
        ],
        [
            4.296166,
            11.237139,
            4.296166,
            4.296166,
            11.237139,
            4.296166
        ],
        [
            6,
            6,
            3,
            6,
            6,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398467,
            -2227,
            361226,
            401423,
            -2969,
            373352
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752375600000,
    "first_datapoint_time": 1752459900000,
    "last_datapoint_time": 1759875300000,
    "evaluation_time": 1759875388784,
    "expiration_time": 1766355300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 108,
            "offset": 174,
            "a": 0.32551
        }
    }
}

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)