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Trade: ICP/USDT/5/SMA/RMA/6665

Strategy
ICP/USDT/5/SMA/RMA/6665
Pair
ICP_USDT
Interval
5m
Score
397766
Daily Profit
0.420731
Profit Factor
2.203511
Profitability
71.428571
Streak
5.706047
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-04 11:01
Expiration Time
2025-12-18 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 52876.2042 19636.4473 33239.7569 63142.6769 19167.4958 43975.1811
Total P&L (%) 52.8762 19.6364 33.2398 63.1427 19.1675 43.9752
Avg Daily Profit (%) 0.6091 0.2262 0.3829 0.5654 0.2022 0.4207
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -13072 -12983 -11731 -16787 -21044 -14999
Profit Factor 1.9524 1.7558 2.1253 1.8227 1.4766 2.2035
Total Trades 70 35 35 70 35 35
Winning Trades 47 22 25 47 22 25
Losing Trades 23 13 10 23 13 10
Profitability (%) 67.1429 62.8571 71.4286 67.1429 62.8571 71.4286
Ratio Avg Win / Avg Loss 0.9554 1.0375 0.8501 0.8919 0.8725 0.8814
Largest Winning Trade 8731 8731 7119 12205 12205 7825
Largest Losing Trade -11731 -7168 -11731 -14999 -11374 -14999
Avg Bars in Trades 341 346 336 341 346 336
Avg Bars in Winners 321 325 318 321 325 318
Avg Bars in Losers 382 382 382 382 382 382
Bars Traded 23912 12130 11782 23912 12130 11782
Profit Streak 4.154 4.154 5.706 4.154 4.154 5.706
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -86932 92350 346341 -86871 -673 397766
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752064800000,
    "first_datapoint_time": 1752125700000,
    "last_datapoint_time": 1759564500000,
    "evaluation_time": 1759564902497,
    "expiration_time": 1766044500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 167,
            "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": [
        [
            52876.2042040552,
            19636.4472641652,
            33239.75693989,
            63142.6769330147,
            19167.49582001,
            43975.1811130047
        ],
        [
            52.876204,
            19.636447,
            33.239757,
            63.142677,
            19.167496,
            43.975181
        ],
        [
            0.609103,
            0.2262,
            0.382902,
            0.565416,
            0.202208,
            0.420731
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -13072,
            -12983,
            -11731,
            -16787,
            -21044,
            -14999
        ],
        [
            1.952404,
            1.755797,
            2.125339,
            1.822656,
            1.476619,
            2.203511
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            23,
            13,
            10,
            23,
            13,
            10
        ],
        [
            67.142857,
            62.857143,
            71.428571,
            67.142857,
            62.857143,
            71.428571
        ],
        [
            0.955432,
            1.037516,
            0.850136,
            0.891938,
            0.872547,
            0.881404
        ],
        [
            8731,
            8731,
            7119,
            12205,
            12205,
            7825
        ],
        [
            -11731,
            -7168,
            -11731,
            -14999,
            -11374,
            -14999
        ],
        [
            341,
            346,
            336,
            341,
            346,
            336
        ],
        [
            321,
            325,
            318,
            321,
            325,
            318
        ],
        [
            382,
            382,
            382,
            382,
            382,
            382
        ],
        [
            23912,
            12130,
            11782,
            23912,
            12130,
            11782
        ],
        [
            4.153964,
            4.153964,
            5.706047,
            4.153964,
            4.153964,
            5.706047
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -86932,
            92350,
            346341,
            -86871,
            -673,
            397766
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752064800000,
    "first_datapoint_time": 1752125700000,
    "last_datapoint_time": 1759564500000,
    "evaluation_time": 1759564902497,
    "expiration_time": 1766044500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 167,
            "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)