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Trade: ICP/USDT/60/DCM/SSF/1347

Strategy
ICP/USDT/60/DCM/SSF/1347
Pair
ICP_USDT
Interval
1h
Score
320153
Daily Profit
0.161651
Profit Factor
1.399766
Profitability
46.500000
Streak
9.699729
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-02 09:47
Expiration Time
2025-12-16 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 221813.9838 168387.4789 53426.5049 204179.03 95622.6102 108556.4199
Total P&L (%) 221.814 168.3875 53.4265 204.179 95.6226 108.5564
Avg Daily Profit (%) 0.2129 0.1617 0.0513 0.1069 0.0644 0.0706
Buy And Hold Return (%) 12.5588 12.5588 12.5588 12.5588 12.5588 12.5588
Max Trade Drawdown -88284 -75101 -73162 -496177 -408193 -260645
Profit Factor 1.2536 1.3998 1.1178 1.0628 1.0598 1.0657
Total Trades 401 200 201 401 200 201
Winning Trades 183 93 90 183 93 90
Losing Trades 218 107 111 218 107 111
Profitability (%) 45.6359 46.5 44.7761 45.6359 46.5 44.7761
Ratio Avg Win / Avg Loss 1.4933 1.6105 1.3786 1.266 1.2193 1.3143
Largest Winning Trade 74601 74601 26950 143641 120403 143641
Largest Losing Trade -22844 -17252 -22844 -102086 -102086 -67812
Avg Bars in Trades 61 59 64 61 59 64
Avg Bars in Winners 75 68 82 75 68 82
Avg Bars in Losers 50 50 49 50 50 49
Bars Traded 24761 11806 12955 24761 11806 12955
Profit Streak 0 9.6997 0 0 9.6997 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 285512 320153 -218882 -201407 -261848 -248513
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669384800000,
    "first_datapoint_time": 1669802400000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759387656578,
    "expiration_time": 1765864800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 72,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            221813.983826143,
            168387.4788977535,
            53426.5049283899,
            204179.0300476226,
            95622.6101666329,
            108556.4198809894
        ],
        [
            221.813984,
            168.387479,
            53.426505,
            204.17903,
            95.62261,
            108.55642
        ],
        [
            0.212941,
            0.161651,
            0.051289,
            0.106852,
            0.064438,
            0.070588
        ],
        [
            12.558831,
            12.558831,
            12.558831,
            12.558831,
            12.558831,
            12.558831
        ],
        [
            -88284,
            -75101,
            -73162,
            -496177,
            -408193,
            -260645
        ],
        [
            1.253591,
            1.399766,
            1.117815,
            1.06278,
            1.059793,
            1.06567
        ],
        [
            401,
            200,
            201,
            401,
            200,
            201
        ],
        [
            183,
            93,
            90,
            183,
            93,
            90
        ],
        [
            218,
            107,
            111,
            218,
            107,
            111
        ],
        [
            45.63591,
            46.5,
            44.776119,
            45.63591,
            46.5,
            44.776119
        ],
        [
            1.493349,
            1.610484,
            1.378639,
            1.266044,
            1.219332,
            1.314326
        ],
        [
            74601,
            74601,
            26950,
            143641,
            120403,
            143641
        ],
        [
            -22844,
            -17252,
            -22844,
            -102086,
            -102086,
            -67812
        ],
        [
            61,
            59,
            64,
            61,
            59,
            64
        ],
        [
            75,
            68,
            82,
            75,
            68,
            82
        ],
        [
            50,
            50,
            49,
            50,
            50,
            49
        ],
        [
            24761,
            11806,
            12955,
            24761,
            11806,
            12955
        ],
        [
            0,
            9.699729,
            0,
            0,
            9.699729,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            285512,
            320153,
            -218882,
            -201407,
            -261848,
            -248513
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669384800000,
    "first_datapoint_time": 1669802400000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759387656578,
    "expiration_time": 1765864800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 72,
            "offset": 0,
            "poles": 2
        }
    }
}

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)