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Trade: ICP/USDT/15/SINWMA/BBM/1599

Strategy
ICP/USDT/15/SINWMA/BBM/1599
Pair
ICP_USDT
Interval
15m
Score
406910
Daily Profit
0.286294
Profit Factor
1.549982
Profitability
60.169492
Streak
8.019156
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 19:57
Expiration Time
2025-12-25 18:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 61754.4589 -12802.1039 74556.5628 44465.7096 -26041.7251 70507.4347
Total P&L (%) 61.7545 -12.8021 74.5566 44.4657 -26.0417 70.5074
Avg Daily Profit (%) 0.2371 -0.0492 0.2863 0.1414 -0.1158 0.2051
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66859 -34109 -39408 -78552 -42098 -46157
Profit Factor 1.1944 0.9297 1.55 1.1223 0.8763 1.4604
Total Trades 235 117 118 235 117 118
Winning Trades 132 61 71 132 61 71
Losing Trades 103 56 47 103 56 47
Profitability (%) 56.1702 52.1368 60.1695 56.1702 52.1368 60.1695
Ratio Avg Win / Avg Loss 0.932 0.8535 1.026 0.8757 0.8045 0.9667
Largest Winning Trade 33918 10321 33918 36589 12635 36589
Largest Losing Trade -17912 -16101 -17912 -21943 -16832 -21943
Avg Bars in Trades 105 106 104 105 106 104
Avg Bars in Winners 79 80 79 79 80 79
Avg Bars in Losers 138 134 143 138 134 143
Bars Traded 24766 12403 12363 24766 12403 12363
Profit Streak 7.6858 7.6858 8.0192 7.6858 7.6858 8.0192
Trades During Streak 9 4 5 9 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 51979 -580530 406910 -91474 -580530 302217
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737702000000,
    "first_datapoint_time": 1737818100000,
    "last_datapoint_time": 1760201100000,
    "evaluation_time": 1760201855130,
    "expiration_time": 1766681100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 210,
            "offset": 0,
            "std": 2.13645
        }
    }
}
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": [
        [
            61754.4588837695,
            -12802.1039158326,
            74556.5627996021,
            44465.7095697757,
            -26041.7251480404,
            70507.4347178161
        ],
        [
            61.754459,
            -12.802104,
            74.556563,
            44.46571,
            -26.041725,
            70.507435
        ],
        [
            0.237134,
            -0.049159,
            0.286294,
            0.141361,
            -0.115772,
            0.205113
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66859,
            -34109,
            -39408,
            -78552,
            -42098,
            -46157
        ],
        [
            1.194426,
            0.929683,
            1.549982,
            1.122263,
            0.876307,
            1.460374
        ],
        [
            235,
            117,
            118,
            235,
            117,
            118
        ],
        [
            132,
            61,
            71,
            132,
            61,
            71
        ],
        [
            103,
            56,
            47,
            103,
            56,
            47
        ],
        [
            56.170213,
            52.136752,
            60.169492,
            56.170213,
            52.136752,
            60.169492
        ],
        [
            0.932015,
            0.853479,
            1.026045,
            0.875706,
            0.804479,
            0.966726
        ],
        [
            33918,
            10321,
            33918,
            36589,
            12635,
            36589
        ],
        [
            -17912,
            -16101,
            -17912,
            -21943,
            -16832,
            -21943
        ],
        [
            105,
            106,
            104,
            105,
            106,
            104
        ],
        [
            79,
            80,
            79,
            79,
            80,
            79
        ],
        [
            138,
            134,
            143,
            138,
            134,
            143
        ],
        [
            24766,
            12403,
            12363,
            24766,
            12403,
            12363
        ],
        [
            7.685823,
            7.685823,
            8.019156,
            7.685823,
            7.685823,
            8.019157
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            51979,
            -580530,
            406910,
            -91474,
            -580530,
            302217
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737702000000,
    "first_datapoint_time": 1737818100000,
    "last_datapoint_time": 1760201100000,
    "evaluation_time": 1760201855130,
    "expiration_time": 1766681100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 210,
            "offset": 0,
            "std": 2.13645
        }
    }
}

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)