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Trade: ICP/USDT/15/SSF/RMA/8338

Strategy
ICP/USDT/15/SSF/RMA/8338
Pair
ICP_USDT
Interval
15m
Score
348698
Daily Profit
0.183879
Profit Factor
2.158850
Profitability
71.052632
Streak
21.677322
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 15:30
Expiration Time
2025-12-20 14:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 32543.6752 -15341.9779 47885.6531 23633.902 -23071.0687 46704.9708
Total P&L (%) 32.5437 -15.342 47.8857 23.6339 -23.0711 46.705
Avg Daily Profit (%) 0.125 -0.0589 0.1839 0.0815 -0.1007 0.1473
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32411 -24158 -14364 -35132 -26432 -14165
Profit Factor 1.2441 0.8332 2.1589 1.1627 0.7739 2.081
Total Trades 76 38 38 76 38 38
Winning Trades 49 22 27 49 22 27
Losing Trades 27 16 11 27 16 11
Profitability (%) 64.4737 57.8947 71.0526 64.4737 57.8947 71.0526
Ratio Avg Win / Avg Loss 0.6855 0.606 0.8795 0.6407 0.5628 0.8478
Largest Winning Trade 11609 9558 11609 11239 8913 11239
Largest Losing Trade -17633 -17633 -12897 -18901 -18901 -12842
Avg Bars in Trades 307 360 254 307 360 254
Avg Bars in Winners 176 179 174 176 179 174
Avg Bars in Losers 546 611 451 546 611 451
Bars Traded 23404 13717 9687 23404 13717 9687
Profit Streak 7.219 7.219 21.6773 7.219 7.219 21.6773
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -82864 -580455 348698 -183676 -580455 198337
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737253800000,
    "first_datapoint_time": 1737457200000,
    "last_datapoint_time": 1759752900000,
    "evaluation_time": 1759753820663,
    "expiration_time": 1766232900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 175,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 227,
            "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": [
        [
            32543.6751927389,
            -15341.9779087138,
            47885.6531014527,
            23633.9020446016,
            -23071.0687336384,
            46704.97077824
        ],
        [
            32.543675,
            -15.341978,
            47.885653,
            23.633902,
            -23.071069,
            46.704971
        ],
        [
            0.124966,
            -0.058912,
            0.183879,
            0.0815,
            -0.100667,
            0.147276
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32411,
            -24158,
            -14364,
            -35132,
            -26432,
            -14165
        ],
        [
            1.244137,
            0.833201,
            2.15885,
            1.162722,
            0.773894,
            2.081015
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            27,
            16,
            11,
            27,
            16,
            11
        ],
        [
            64.473684,
            57.894737,
            71.052632,
            64.473684,
            57.894737,
            71.052632
        ],
        [
            0.685545,
            0.605964,
            0.879531,
            0.640683,
            0.562832,
            0.847821
        ],
        [
            11609,
            9558,
            11609,
            11239,
            8913,
            11239
        ],
        [
            -17633,
            -17633,
            -12897,
            -18901,
            -18901,
            -12842
        ],
        [
            307,
            360,
            254,
            307,
            360,
            254
        ],
        [
            176,
            179,
            174,
            176,
            179,
            174
        ],
        [
            546,
            611,
            451,
            546,
            611,
            451
        ],
        [
            23404,
            13717,
            9687,
            23404,
            13717,
            9687
        ],
        [
            7.218989,
            7.218989,
            21.677322,
            7.218989,
            7.218989,
            21.677322
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -82864,
            -580455,
            348698,
            -183676,
            -580455,
            198337
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737253800000,
    "first_datapoint_time": 1737457200000,
    "last_datapoint_time": 1759752900000,
    "evaluation_time": 1759753820663,
    "expiration_time": 1766232900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 175,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 227,
            "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)