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Trade: ICP/USDT/15/BBU/DCM/8537

Strategy
ICP/USDT/15/BBU/DCM/8537
Pair
ICP_USDT
Interval
15m
Score
337461
Daily Profit
0.283665
Profit Factor
1.598371
Profitability
59.349593
Streak
2.244543
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 05:07
Expiration Time
2025-12-21 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 73872.0194 6921.4151 66950.6042 88843.8301 12938.7617 75905.0684
Total P&L (%) 73.872 6.9214 66.9506 88.8438 12.9388 75.9051
Avg Daily Profit (%) 0.2837 0.0266 0.2571 0.2444 0.0467 0.2171
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26465 -10894 -20420 -48561 -18661 -39225
Profit Factor 1.5984 1.2088 1.7414 1.4169 1.2421 1.4755
Total Trades 123 62 61 123 62 61
Winning Trades 73 35 38 73 35 38
Losing Trades 50 27 23 50 27 23
Profitability (%) 59.3496 56.4516 62.2951 59.3496 56.4516 62.2951
Ratio Avg Win / Avg Loss 1.0948 0.9325 1.054 0.9705 0.9582 0.893
Largest Winning Trade 18654 3791 18654 19552 6131 19552
Largest Losing Trade -16615 -4494 -16615 -29938 -7894 -29938
Avg Bars in Trades 200 17 385 200 17 385
Avg Bars in Winners 186 18 341 186 18 341
Avg Bars in Losers 219 16 458 219 16 458
Bars Traded 24639 1103 23536 24639 1103 23536
Profit Streak 2.2445 26.6925 2.2445 2.2445 26.6925 2.2445
Trades During Streak 3 7 1 3 7 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337461 -477576 -153237 225468 -359626 -156076
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737303300000,
    "first_datapoint_time": 1737396900000,
    "last_datapoint_time": 1759802400000,
    "evaluation_time": 1759802828511,
    "expiration_time": 1766282400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 50,
            "offset": 0,
            "std": 2.98517
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "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": [
        [
            73872.0193636989,
            6921.4151306174,
            66950.6042330815,
            88843.8301074239,
            12938.7616712918,
            75905.0684361321
        ],
        [
            73.872019,
            6.921415,
            66.950604,
            88.84383,
            12.938762,
            75.905068
        ],
        [
            0.283665,
            0.026578,
            0.257087,
            0.244423,
            0.046734,
            0.217106
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26465,
            -10894,
            -20420,
            -48561,
            -18661,
            -39225
        ],
        [
            1.598371,
            1.208798,
            1.741373,
            1.416925,
            1.242074,
            1.475467
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            73,
            35,
            38,
            73,
            35,
            38
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            59.349593,
            56.451613,
            62.295082,
            59.349593,
            56.451613,
            62.295082
        ],
        [
            1.094775,
            0.932501,
            1.053989,
            0.970497,
            0.958171,
            0.893046
        ],
        [
            18654,
            3791,
            18654,
            19552,
            6131,
            19552
        ],
        [
            -16615,
            -4494,
            -16615,
            -29938,
            -7894,
            -29938
        ],
        [
            200,
            17,
            385,
            200,
            17,
            385
        ],
        [
            186,
            18,
            341,
            186,
            18,
            341
        ],
        [
            219,
            16,
            458,
            219,
            16,
            458
        ],
        [
            24639,
            1103,
            23536,
            24639,
            1103,
            23536
        ],
        [
            2.244543,
            26.69246,
            2.244543,
            2.244543,
            26.69246,
            2.244543
        ],
        [
            3,
            7,
            1,
            3,
            7,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337461,
            -477576,
            -153237,
            225468,
            -359626,
            -156076
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737303300000,
    "first_datapoint_time": 1737396900000,
    "last_datapoint_time": 1759802400000,
    "evaluation_time": 1759802828511,
    "expiration_time": 1766282400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 50,
            "offset": 0,
            "std": 2.98517
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "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)