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Trade: ICP/USDT/720/MIDPRICE/HILO/1860

Strategy
ICP/USDT/720/MIDPRICE/HILO/1860
Pair
ICP_USDT
Interval
12h
Score
309907
Daily Profit
0.149493
Profit Factor
1.285992
Profitability
55.399061
Streak
0.000000
Best Strategy
Training Data Length
1611.000000
Evaluation Time
2025-10-07 22:41
Expiration Time
2025-11-24 21:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 240832.9861 97692.0491 143140.937 35843.1573 -86602.4841 122445.6414
Total P&L (%) 240.833 97.692 143.1409 35.8432 -86.6025 122.4456
Avg Daily Profit (%) 0.1495 0.0606 0.0889 0.019 -0.1247 0.0496
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175954 -83675 -145336 -439572 -244331 -298565
Profit Factor 1.286 1.2955 1.2798 1.0235 0.8599 1.1349
Total Trades 213 107 106 213 107 106
Winning Trades 118 52 66 118 52 66
Losing Trades 95 55 40 95 55 40
Profitability (%) 55.3991 48.5981 62.2642 55.3991 48.5981 62.2642
Ratio Avg Win / Avg Loss 1.0353 1.3703 0.7757 0.824 0.9096 0.6878
Largest Winning Trade 48758 48758 46523 133473 34077 133473
Largest Losing Trade -68114 -25954 -68114 -146717 -108398 -146717
Avg Bars in Trades 14 7 21 14 7 21
Avg Bars in Winners 14 7 19 14 7 19
Avg Bars in Losers 14 8 24 14 8 24
Bars Traded 3079 838 2241 3079 838 2241
Profit Streak 0 0 50.8207 0 0 50.8207
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309907 -112431 -73033 -364310 -581314 -197451
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3222,
    "evaluation_days": 1611,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622289600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759866106519,
    "expiration_time": 1764014112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 38,
            "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": [
        [
            240832.9861244356,
            97692.0491288828,
            143140.9369955528,
            35843.1572654835,
            -86602.4840885335,
            122445.6413540169
        ],
        [
            240.832986,
            97.692049,
            143.140937,
            35.843157,
            -86.602484,
            122.445641
        ],
        [
            0.149493,
            0.060641,
            0.088852,
            0.019017,
            -0.124696,
            0.049641
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175954,
            -83675,
            -145336,
            -439572,
            -244331,
            -298565
        ],
        [
            1.285992,
            1.295532,
            1.279826,
            1.023484,
            0.859942,
            1.134864
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            118,
            52,
            66,
            118,
            52,
            66
        ],
        [
            95,
            55,
            40,
            95,
            55,
            40
        ],
        [
            55.399061,
            48.598131,
            62.264151,
            55.399061,
            48.598131,
            62.264151
        ],
        [
            1.035332,
            1.370274,
            0.775652,
            0.823992,
            0.909554,
            0.687796
        ],
        [
            48758,
            48758,
            46523,
            133473,
            34077,
            133473
        ],
        [
            -68114,
            -25954,
            -68114,
            -146717,
            -108398,
            -146717
        ],
        [
            14,
            7,
            21,
            14,
            7,
            21
        ],
        [
            14,
            7,
            19,
            14,
            7,
            19
        ],
        [
            14,
            8,
            24,
            14,
            8,
            24
        ],
        [
            3079,
            838,
            2241,
            3079,
            838,
            2241
        ],
        [
            0,
            0,
            50.820677,
            0,
            0,
            50.820677
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309907,
            -112431,
            -73033,
            -364310,
            -581314,
            -197451
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3222,
    "evaluation_days": 1611,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622289600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759866106519,
    "expiration_time": 1764014112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 38,
            "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)