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Trade: ICP/USDT/15/SSF/DCU/4236

Strategy
ICP/USDT/15/SSF/DCU/4236
Pair
ICP_USDT
Interval
15m
Score
384674
Daily Profit
0.173198
Profit Factor
2.057874
Profitability
57.500000
Streak
45.916409
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 15:59
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 24650.82 -20453.3317 45104.1517 9580.1971 -29198.2104 38778.4075
Total P&L (%) 24.6508 -20.4533 45.1042 9.5802 -29.1982 38.7784
Avg Daily Profit (%) 0.0947 -0.0785 0.1732 0.0351 -0.1325 0.1259
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42481 -41436 -17661 -42092 -38933 -13376
Profit Factor 1.1699 0.8004 2.0579 1.0783 0.6783 2.2266
Total Trades 79 39 40 79 39 40
Winning Trades 45 22 23 45 22 23
Losing Trades 34 17 17 34 17 17
Profitability (%) 56.962 56.4103 57.5 56.962 56.4103 57.5
Ratio Avg Win / Avg Loss 0.8839 0.6185 1.521 0.8147 0.5241 1.6458
Largest Winning Trade 16417 11488 16417 13232 7699 13232
Largest Losing Trade -22136 -22136 -12972 -19988 -19988 -9129
Avg Bars in Trades 300 480 123 300 480 123
Avg Bars in Winners 194 296 97 194 296 97
Avg Bars in Losers 439 719 159 439 719 159
Bars Traded 23708 18749 4959 23708 18749 4959
Profit Streak 7.3747 0 45.9164 7.3747 0 45.9164
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -136537 -581321 384674 -478618 -581321 -21858

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": 1736583300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758891577740,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 161,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 168,
            "offset": 228
        }
    }
}
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": [
        [
            24650.8199919172,
            -20453.3317253526,
            45104.1517172698,
            9580.1971010362,
            -29198.2104132777,
            38778.4075143138
        ],
        [
            24.65082,
            -20.453332,
            45.104152,
            9.580197,
            -29.19821,
            38.778408
        ],
        [
            0.094658,
            -0.07854,
            0.173198,
            0.035137,
            -0.1325,
            0.125918
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42481,
            -41436,
            -17661,
            -42092,
            -38933,
            -13376
        ],
        [
            1.169866,
            0.800421,
            2.057874,
            1.078293,
            0.678256,
            2.226641
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            56.962025,
            56.410256,
            57.5,
            56.962025,
            56.410256,
            57.5
        ],
        [
            0.883899,
            0.618507,
            1.521037,
            0.81471,
            0.524107,
            1.645778
        ],
        [
            16417,
            11488,
            16417,
            13232,
            7699,
            13232
        ],
        [
            -22136,
            -22136,
            -12972,
            -19988,
            -19988,
            -9129
        ],
        [
            300,
            480,
            123,
            300,
            480,
            123
        ],
        [
            194,
            296,
            97,
            194,
            296,
            97
        ],
        [
            439,
            719,
            159,
            439,
            719,
            159
        ],
        [
            23708,
            18749,
            4959,
            23708,
            18749,
            4959
        ],
        [
            7.374742,
            0,
            45.916409,
            7.374742,
            0,
            45.916409
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -136537,
            -581321,
            384674,
            -478618,
            -581321,
            -21858
        ]
    ]
}
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": 1736583300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758891577740,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 161,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 168,
            "offset": 228
        }
    }
}

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)