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Trade: ICP/USDT/15/BBU/SINWMA/9677

Strategy
ICP/USDT/15/BBU/SINWMA/9677
Pair
ICP_USDT
Interval
15m
Score
404371
Daily Profit
0.307567
Profit Factor
1.698002
Profitability
60.240964
Streak
5.429531
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 15:03
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 87406.5648 7309.8733 80096.6915 109067.3089 4190.743 104876.5658
Total P&L (%) 87.4066 7.3099 80.0967 109.0673 4.1907 104.8766
Avg Daily Profit (%) 0.3356 0.0281 0.3076 0.2836 0.0158 0.2758
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48548 -16423 -34653 -116619 -38183 -83529
Profit Factor 1.4531 1.0935 1.698 1.2747 1.0277 1.4267
Total Trades 167 84 83 167 84 83
Winning Trades 104 54 50 104 54 50
Losing Trades 63 30 33 63 30 33
Profitability (%) 62.2754 64.2857 60.241 62.2754 64.2857 60.241
Ratio Avg Win / Avg Loss 0.8803 0.6075 1.1207 0.7722 0.571 0.9416
Largest Winning Trade 12829 8969 12829 30279 12773 30279
Largest Losing Trade -17648 -8470 -17648 -43318 -11908 -43318
Avg Bars in Trades 147 36 259 147 36 259
Avg Bars in Winners 115 32 205 115 32 205
Avg Bars in Losers 200 45 342 200 45 342
Bars Traded 24657 3091 21566 24657 3091 21566
Profit Streak 5.4295 10.1587 5.4295 5.4295 10.1587 5.4295
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388912 -438510 404371 333652 -527322 289653

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": 1736438400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758801811472,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 55,
            "offset": 0,
            "std": 3.60975
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 235,
            "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": [
        [
            87406.5648484599,
            7309.8733375452,
            80096.6915109148,
            109067.308875347,
            4190.7430435775,
            104876.5658317694
        ],
        [
            87.406565,
            7.309873,
            80.096692,
            109.067309,
            4.190743,
            104.876566
        ],
        [
            0.335637,
            0.02807,
            0.307567,
            0.283592,
            0.015765,
            0.275795
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48548,
            -16423,
            -34653,
            -116619,
            -38183,
            -83529
        ],
        [
            1.453124,
            1.093541,
            1.698002,
            1.274732,
            1.027718,
            1.426668
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            104,
            54,
            50,
            104,
            54,
            50
        ],
        [
            63,
            30,
            33,
            63,
            30,
            33
        ],
        [
            62.275449,
            64.285714,
            60.240964,
            62.275449,
            64.285714,
            60.240964
        ],
        [
            0.880258,
            0.607523,
            1.120681,
            0.772194,
            0.570955,
            0.941601
        ],
        [
            12829,
            8969,
            12829,
            30279,
            12773,
            30279
        ],
        [
            -17648,
            -8470,
            -17648,
            -43318,
            -11908,
            -43318
        ],
        [
            147,
            36,
            259,
            147,
            36,
            259
        ],
        [
            115,
            32,
            205,
            115,
            32,
            205
        ],
        [
            200,
            45,
            342,
            200,
            45,
            342
        ],
        [
            24657,
            3091,
            21566,
            24657,
            3091,
            21566
        ],
        [
            5.429531,
            10.158697,
            5.429531,
            5.429531,
            10.158698,
            5.429531
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388912,
            -438510,
            404371,
            333652,
            -527322,
            289653
        ]
    ]
}
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": 1736438400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758801811472,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 55,
            "offset": 0,
            "std": 3.60975
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 235,
            "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)