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Trade: ICP/USDT/15/DCU/MIDPRICE/2096

Strategy
ICP/USDT/15/DCU/MIDPRICE/2096
Pair
ICP_USDT
Interval
15m
Score
413260
Daily Profit
0.313363
Profit Factor
1.600394
Profitability
56.779661
Streak
5.612477
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 15:41
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 81605.8645 3186.2611 78419.6033 99082.1312 1609.5649 97472.5663
Total P&L (%) 81.6059 3.1863 78.4196 99.0821 1.6096 97.4726
Avg Daily Profit (%) 0.3134 0.0122 0.3011 0.2647 0.0061 0.2616
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29961 -17043 -24803 -49447 -28400 -43190
Profit Factor 1.6004 1.0671 1.8868 1.4643 1.022 1.6957
Total Trades 118 59 59 118 59 59
Winning Trades 67 32 35 67 32 35
Losing Trades 51 27 24 51 27 24
Profitability (%) 56.7797 54.2373 59.322 56.7797 54.2373 59.322
Ratio Avg Win / Avg Loss 1.2182 0.9004 1.2938 1.1146 0.8623 1.1628
Largest Winning Trade 22708 5358 22708 26441 8264 26441
Largest Losing Trade -17677 -4826 -17677 -27823 -7608 -27823
Avg Bars in Trades 209 27 392 209 27 392
Avg Bars in Winners 209 20 381 209 20 381
Avg Bars in Losers 209 34 406 209 34 406
Bars Traded 24731 1597 23134 24731 1597 23134
Profit Streak 5.6125 5.6125 6.2479 5.6125 5.6125 6.2479
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413260 -666929 -165217 368420 -724990 -165924

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": 1736380800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758890518022,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 171,
            "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": [
        [
            81605.8644733444,
            3186.2611314271,
            78419.6033419172,
            99082.1312234874,
            1609.5648955175,
            97472.56632797
        ],
        [
            81.605864,
            3.186261,
            78.419603,
            99.082131,
            1.609565,
            97.472566
        ],
        [
            0.313363,
            0.012235,
            0.301127,
            0.264749,
            0.006132,
            0.261623
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29961,
            -17043,
            -24803,
            -49447,
            -28400,
            -43190
        ],
        [
            1.600394,
            1.067093,
            1.886799,
            1.464301,
            1.02196,
            1.695708
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            56.779661,
            54.237288,
            59.322034,
            56.779661,
            54.237288,
            59.322034
        ],
        [
            1.21821,
            0.900359,
            1.293805,
            1.114617,
            0.862279,
            1.162771
        ],
        [
            22708,
            5358,
            22708,
            26441,
            8264,
            26441
        ],
        [
            -17677,
            -4826,
            -17677,
            -27823,
            -7608,
            -27823
        ],
        [
            209,
            27,
            392,
            209,
            27,
            392
        ],
        [
            209,
            20,
            381,
            209,
            20,
            381
        ],
        [
            209,
            34,
            406,
            209,
            34,
            406
        ],
        [
            24731,
            1597,
            23134,
            24731,
            1597,
            23134
        ],
        [
            5.612477,
            5.612477,
            6.247894,
            5.612477,
            5.612477,
            6.247894
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413260,
            -666929,
            -165217,
            368420,
            -724990,
            -165924
        ]
    ]
}
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": 1736380800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758890518022,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 171,
            "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)