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Trade: ICP/USDT/15/BBU/HMA/8539

Strategy
ICP/USDT/15/BBU/HMA/8539
Pair
ICP_USDT
Interval
15m
Score
468097
Daily Profit
0.313586
Profit Factor
2.295318
Profitability
64.864865
Streak
12.556904
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 12:36
Expiration Time
2025-12-15 11:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 79327.3066 -2336.7187 81664.0253 92679.6999 -2618.9526 95298.6525
Total P&L (%) 79.3273 -2.3367 81.664 92.6797 -2.619 95.2987
Avg Daily Profit (%) 0.3046 -0.009 0.3136 0.2522 -0.0102 0.2574
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20983 -12597 -18168 -40072 -21278 -34611
Profit Factor 1.7391 0.9472 2.2953 1.5228 0.9634 1.9007
Total Trades 75 38 37 75 38 37
Winning Trades 42 18 24 42 18 24
Losing Trades 33 20 13 33 20 13
Profitability (%) 56 47.3684 64.8649 56 47.3684 64.8649
Ratio Avg Win / Avg Loss 1.3664 1.0525 1.2433 1.1965 1.0704 1.0296
Largest Winning Trade 26105 6384 26105 27632 11049 27632
Largest Losing Trade -13510 -6671 -13510 -24207 -11333 -24207
Avg Bars in Trades 323 33 621 323 33 621
Avg Bars in Winners 391 33 659 391 33 659
Avg Bars in Losers 237 33 551 237 33 551
Bars Traded 24270 1280 22990 24270 1280 22990
Profit Streak 0 0 12.5569 0 0 12.5569
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -50916 -581517 468097 -52105 -581517 423385
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736811900000,
    "first_datapoint_time": 1737034200000,
    "last_datapoint_time": 1759311000000,
    "evaluation_time": 1759311416527,
    "expiration_time": 1765791000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 96,
            "offset": 14,
            "std": 1.31152
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 234,
            "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": [
        [
            79327.3065655552,
            -2336.7187276432,
            81664.0252931985,
            92679.6998660905,
            -2618.9526256877,
            95298.6524917782
        ],
        [
            79.327307,
            -2.336719,
            81.664025,
            92.6797,
            -2.618953,
            95.298652
        ],
        [
            0.304613,
            -0.008973,
            0.313586,
            0.252164,
            -0.01019,
            0.257361
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20983,
            -12597,
            -18168,
            -40072,
            -21278,
            -34611
        ],
        [
            1.739094,
            0.947235,
            2.295318,
            1.52276,
            0.963366,
            1.900748
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            42,
            18,
            24,
            42,
            18,
            24
        ],
        [
            33,
            20,
            13,
            33,
            20,
            13
        ],
        [
            56,
            47.368421,
            64.864865,
            56,
            47.368421,
            64.864865
        ],
        [
            1.366431,
            1.052483,
            1.243297,
            1.196455,
            1.070407,
            1.029572
        ],
        [
            26105,
            6384,
            26105,
            27632,
            11049,
            27632
        ],
        [
            -13510,
            -6671,
            -13510,
            -24207,
            -11333,
            -24207
        ],
        [
            323,
            33,
            621,
            323,
            33,
            621
        ],
        [
            391,
            33,
            659,
            391,
            33,
            659
        ],
        [
            237,
            33,
            551,
            237,
            33,
            551
        ],
        [
            24270,
            1280,
            22990,
            24270,
            1280,
            22990
        ],
        [
            0,
            0,
            12.556904,
            0,
            0,
            12.556904
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50916,
            -581517,
            468097,
            -52105,
            -581517,
            423385
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736811900000,
    "first_datapoint_time": 1737034200000,
    "last_datapoint_time": 1759311000000,
    "evaluation_time": 1759311416527,
    "expiration_time": 1765791000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 96,
            "offset": 14,
            "std": 1.31152
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 234,
            "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)