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Trade: ICP/USDT/15/DEMA/MIDPOINT/9373

Strategy
ICP/USDT/15/DEMA/MIDPOINT/9373
Pair
ICP_USDT
Interval
15m
Score
405514
Daily Profit
0.208100
Profit Factor
1.883810
Profitability
77.551020
Streak
21.128697
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 21:35
Expiration Time
2025-12-16 20:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 51714.7204 -2478.707 54193.4273 47618.2155 -9506.3332 57124.5487
Total P&L (%) 51.7147 -2.4787 54.1934 47.6182 -9.5063 57.1245
Avg Daily Profit (%) 0.1986 -0.0095 0.2081 0.1497 -0.0384 0.1737
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29308 -21795 -19306 -39789 -26824 -26269
Profit Factor 1.3601 0.9699 1.8838 1.266 0.9066 1.7399
Total Trades 98 49 49 98 49 49
Winning Trades 67 29 38 67 29 38
Losing Trades 31 20 11 31 20 11
Profitability (%) 68.3673 59.1837 77.551 68.3673 59.1837 77.551
Ratio Avg Win / Avg Loss 0.6293 0.6689 0.5453 0.5858 0.6253 0.5037
Largest Winning Trade 10488 10488 8423 12081 12081 9986
Largest Losing Trade -19306 -15918 -19306 -25056 -19261 -25056
Avg Bars in Trades 240 267 213 240 267 213
Avg Bars in Winners 144 125 158 144 125 158
Avg Bars in Losers 448 472 404 448 472 404
Bars Traded 23556 13086 10470 23556 13086 10470
Profit Streak 3.9829 3.9829 21.1287 3.9829 3.9829 21.1287
Trades During Streak 2 1 5 2 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 249242 -581122 405514 185627 -581122 391958
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736930700000,
    "first_datapoint_time": 1737262800000,
    "last_datapoint_time": 1759429800000,
    "evaluation_time": 1759430119444,
    "expiration_time": 1765909800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 214,
            "offset": 156
        }
    }
}
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": [
        [
            51714.72036192,
            -2478.7069734863,
            54193.4273354062,
            47618.2154891703,
            -9506.3332320219,
            57124.5487211922
        ],
        [
            51.71472,
            -2.478707,
            54.193427,
            47.618215,
            -9.506333,
            57.124549
        ],
        [
            0.198582,
            -0.009518,
            0.2081,
            0.149662,
            -0.03835,
            0.173666
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29308,
            -21795,
            -19306,
            -39789,
            -26824,
            -26269
        ],
        [
            1.360111,
            0.969878,
            1.88381,
            1.265991,
            0.906634,
            1.739918
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            67,
            29,
            38,
            67,
            29,
            38
        ],
        [
            31,
            20,
            11,
            31,
            20,
            11
        ],
        [
            68.367347,
            59.183673,
            77.55102,
            68.367347,
            59.183673,
            77.55102
        ],
        [
            0.629305,
            0.668882,
            0.545313,
            0.585757,
            0.625265,
            0.50366
        ],
        [
            10488,
            10488,
            8423,
            12081,
            12081,
            9986
        ],
        [
            -19306,
            -15918,
            -19306,
            -25056,
            -19261,
            -25056
        ],
        [
            240,
            267,
            213,
            240,
            267,
            213
        ],
        [
            144,
            125,
            158,
            144,
            125,
            158
        ],
        [
            448,
            472,
            404,
            448,
            472,
            404
        ],
        [
            23556,
            13086,
            10470,
            23556,
            13086,
            10470
        ],
        [
            3.982864,
            3.982864,
            21.128697,
            3.982864,
            3.982864,
            21.128697
        ],
        [
            2,
            1,
            5,
            2,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            249242,
            -581122,
            405514,
            185627,
            -581122,
            391958
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736930700000,
    "first_datapoint_time": 1737262800000,
    "last_datapoint_time": 1759429800000,
    "evaluation_time": 1759430119444,
    "expiration_time": 1765909800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 214,
            "offset": 156
        }
    }
}

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)