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Trade: ICP/USDT/720/SUPERTREND/ZLMA/8862

Strategy
ICP/USDT/720/SUPERTREND/ZLMA/8862
Pair
ICP_USDT
Interval
12h
Score
327123
Daily Profit
0.167637
Profit Factor
1.484804
Profitability
62.500000
Streak
0.000000
Best Strategy
Training Data Length
1613.000000
Evaluation Time
2025-10-09 20:57
Expiration Time
2025-11-26 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 270399.0019 111923.5512 158475.4507 -1208488.4594 -233068.7563 -975419.7031
Total P&L (%) 270.399 111.9236 158.4755 -1208.4885 -233.0688 -975.4197
Avg Daily Profit (%) 0.1676 0.0694 0.0982 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -237000 -36534 -222195 -2092745 -370132 -1785564
Profit Factor 1.4848 1.6714 1.4053 0.6675 0.769 0.6285
Total Trades 112 56 56 112 56 56
Winning Trades 70 35 35 54 27 27
Losing Trades 42 21 21 58 29 29
Profitability (%) 62.5 62.5 62.5 48.2143 48.2143 48.2143
Ratio Avg Win / Avg Loss 0.8909 1.0029 0.8432 0.717 0.826 0.6751
Largest Winning Trade 45496 43658 45496 174376 113787 174376
Largest Losing Trade -153089 -17074 -153089 -713322 -84922 -713322
Avg Bars in Trades 25 12 37 25 12 37
Avg Bars in Winners 26 8 44 28 14 42
Avg Bars in Losers 22 19 26 22 11 33
Bars Traded 2850 727 2123 2850 727 2123
Profit Streak 0 239.7485 0 13.7485 0 14.2485
Trades During Streak 0 6 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327123 -274966 -241182 -580297 -761250 -760933
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3226,
    "evaluation_days": 1613,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1627171200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760032669961,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 223,
            "offset": 0,
            "multiplier": 1.95284
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 123,
            "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": [
        [
            270399.0019152549,
            111923.5512148356,
            158475.4507004192,
            -1208488.4593975192,
            -233068.756278761,
            -975419.7031187583
        ],
        [
            270.399002,
            111.923551,
            158.475451,
            -1208.488459,
            -233.068756,
            -975.419703
        ],
        [
            0.167637,
            0.069388,
            0.098249,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -237000,
            -36534,
            -222195,
            -2092745,
            -370132,
            -1785564
        ],
        [
            1.484804,
            1.671437,
            1.40525,
            0.667505,
            0.769001,
            0.628503
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            70,
            35,
            35,
            54,
            27,
            27
        ],
        [
            42,
            21,
            21,
            58,
            29,
            29
        ],
        [
            62.5,
            62.5,
            62.5,
            48.214286,
            48.214286,
            48.214286
        ],
        [
            0.890882,
            1.002862,
            0.84315,
            0.71695,
            0.825964,
            0.675059
        ],
        [
            45496,
            43658,
            45496,
            174376,
            113787,
            174376
        ],
        [
            -153089,
            -17074,
            -153089,
            -713322,
            -84922,
            -713322
        ],
        [
            25,
            12,
            37,
            25,
            12,
            37
        ],
        [
            26,
            8,
            44,
            28,
            14,
            42
        ],
        [
            22,
            19,
            26,
            22,
            11,
            33
        ],
        [
            2850,
            727,
            2123,
            2850,
            727,
            2123
        ],
        [
            0,
            239.748495,
            0,
            13.748495,
            0,
            14.248495
        ],
        [
            0,
            6,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327123,
            -274966,
            -241182,
            -580297,
            -761250,
            -760933
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3226,
    "evaluation_days": 1613,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1627171200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760032669961,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 223,
            "offset": 0,
            "multiplier": 1.95284
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 123,
            "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)