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Trade: ICP/USDT/15/BBU/FWMA/8093

Strategy
ICP/USDT/15/BBU/FWMA/8093
Pair
ICP_USDT
Interval
15m
Score
420907
Daily Profit
0.314138
Profit Factor
1.737797
Profitability
51.145038
Streak
5.799234
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 17:25
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 81807.7487 4685.4449 77122.3038 100477.3398 5545.9552 94931.3846
Total P&L (%) 81.8077 4.6854 77.1223 100.4773 5.546 94.9314
Avg Daily Profit (%) 0.3141 0.018 0.2961 0.2674 0.0207 0.2566
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38870 -19395 -26823 -61280 -30246 -43571
Profit Factor 1.7378 1.1274 2.0406 1.6092 1.1052 1.8457
Total Trades 131 65 66 131 65 66
Winning Trades 67 31 36 67 31 36
Losing Trades 64 34 30 64 34 30
Profitability (%) 51.145 47.6923 54.5455 51.145 47.6923 54.5455
Ratio Avg Win / Avg Loss 1.66 1.2365 1.7005 1.5371 1.2122 1.5381
Largest Winning Trade 23431 7034 23431 24291 9671 24291
Largest Losing Trade -20540 -4272 -20540 -31165 -5151 -31165
Avg Bars in Trades 187 30 342 187 30 342
Avg Bars in Winners 259 35 451 259 35 451
Avg Bars in Losers 113 26 211 113 26 211
Bars Traded 24622 2014 22608 24622 2014 22608
Profit Streak 5.7992 0 27.7784 5.7992 0 27.7784
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420907 -548648 -111163 397600 -569672 -111877
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736445600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758983153811,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 237,
            "offset": 0,
            "std": 4.62382
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 12,
            "offset": 231
        }
    }
}
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": [
        [
            81807.7486799695,
            4685.4449117782,
            77122.3037681913,
            100477.3397935016,
            5545.9551880371,
            94931.3846054644
        ],
        [
            81.807749,
            4.685445,
            77.122304,
            100.47734,
            5.545955,
            94.931385
        ],
        [
            0.314138,
            0.017992,
            0.296146,
            0.267437,
            0.020729,
            0.256637
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38870,
            -19395,
            -26823,
            -61280,
            -30246,
            -43571
        ],
        [
            1.737797,
            1.127426,
            2.040631,
            1.609156,
            1.105249,
            1.845703
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            67,
            31,
            36,
            67,
            31,
            36
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            51.145038,
            47.692308,
            54.545455,
            51.145038,
            47.692308,
            54.545455
        ],
        [
            1.659986,
            1.236532,
            1.700526,
            1.537104,
            1.212208,
            1.538086
        ],
        [
            23431,
            7034,
            23431,
            24291,
            9671,
            24291
        ],
        [
            -20540,
            -4272,
            -20540,
            -31165,
            -5151,
            -31165
        ],
        [
            187,
            30,
            342,
            187,
            30,
            342
        ],
        [
            259,
            35,
            451,
            259,
            35,
            451
        ],
        [
            113,
            26,
            211,
            113,
            26,
            211
        ],
        [
            24622,
            2014,
            22608,
            24622,
            2014,
            22608
        ],
        [
            5.799234,
            0,
            27.778401,
            5.799234,
            0,
            27.778401
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420907,
            -548648,
            -111163,
            397600,
            -569672,
            -111877
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736445600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758983153811,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 237,
            "offset": 0,
            "std": 4.62382
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 12,
            "offset": 231
        }
    }
}

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)