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Trade: ICP/USDT/15/MIDPRICE/RMA/3514

Strategy
ICP/USDT/15/MIDPRICE/RMA/3514
Pair
ICP_USDT
Interval
15m
Score
325131
Daily Profit
0.301633
Profit Factor
1.803231
Profitability
46.938776
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 12:13
Expiration Time
2025-12-16 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 81235.6408 2684.4168 78551.224 91697.411 3952.3504 87745.0605
Total P&L (%) 81.2356 2.6844 78.5512 91.6974 3.9524 87.7451
Avg Daily Profit (%) 0.3119 0.0103 0.3016 0.2502 0.0149 0.2422
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29729 -23104 -25725 -56706 -41274 -53767
Profit Factor 1.3683 1.0219 1.8032 1.2497 1.0202 1.5101
Total Trades 195 97 98 195 97 98
Winning Trades 85 39 46 85 39 46
Losing Trades 110 58 52 110 58 52
Profitability (%) 43.5897 40.2062 46.9388 43.5897 40.2062 46.9388
Ratio Avg Win / Avg Loss 1.7708 1.5197 2.0384 1.6172 1.5173 1.707
Largest Winning Trade 17937 12223 17937 23461 23461 20454
Largest Losing Trade -12938 -12938 -8168 -20383 -20383 -16570
Avg Bars in Trades 126 152 100 126 152 100
Avg Bars in Winners 139 169 113 139 169 113
Avg Bars in Losers 117 141 90 117 141 90
Bars Traded 24707 14812 9895 24707 14812 9895
Profit Streak 0 1.9257 0 0 1.9257 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 263629 -547840 325131 218526 -543523 272935
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736896500000,
    "first_datapoint_time": 1737075600000,
    "last_datapoint_time": 1759395600000,
    "evaluation_time": 1759396380032,
    "expiration_time": 1765875600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 147,
            "offset": 37
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 200,
            "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": [
        [
            81235.6408225434,
            2684.4167989649,
            78551.2240235786,
            91697.4109844438,
            3952.3504375557,
            87745.0605468881
        ],
        [
            81.235641,
            2.684417,
            78.551224,
            91.697411,
            3.95235,
            87.745061
        ],
        [
            0.311941,
            0.010308,
            0.301633,
            0.250196,
            0.014886,
            0.242177
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29729,
            -23104,
            -25725,
            -56706,
            -41274,
            -53767
        ],
        [
            1.368346,
            1.021869,
            1.803231,
            1.249687,
            1.020245,
            1.510078
        ],
        [
            195,
            97,
            98,
            195,
            97,
            98
        ],
        [
            85,
            39,
            46,
            85,
            39,
            46
        ],
        [
            110,
            58,
            52,
            110,
            58,
            52
        ],
        [
            43.589744,
            40.206186,
            46.938776,
            43.589744,
            40.206186,
            46.938776
        ],
        [
            1.770801,
            1.519703,
            2.038435,
            1.617242,
            1.517287,
            1.707045
        ],
        [
            17937,
            12223,
            17937,
            23461,
            23461,
            20454
        ],
        [
            -12938,
            -12938,
            -8168,
            -20383,
            -20383,
            -16570
        ],
        [
            126,
            152,
            100,
            126,
            152,
            100
        ],
        [
            139,
            169,
            113,
            139,
            169,
            113
        ],
        [
            117,
            141,
            90,
            117,
            141,
            90
        ],
        [
            24707,
            14812,
            9895,
            24707,
            14812,
            9895
        ],
        [
            0,
            1.925695,
            0,
            0,
            1.925695,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            263629,
            -547840,
            325131,
            218526,
            -543523,
            272935
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736896500000,
    "first_datapoint_time": 1737075600000,
    "last_datapoint_time": 1759395600000,
    "evaluation_time": 1759396380032,
    "expiration_time": 1765875600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 147,
            "offset": 37
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 200,
            "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)