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Trade: ICP/USDT/15/ZLMA/BBL/4793

Strategy
ICP/USDT/15/ZLMA/BBL/4793
Pair
ICP_USDT
Interval
15m
Score
345213
Daily Profit
0.221631
Profit Factor
1.896742
Profitability
61.764706
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 22:20
Expiration Time
2025-12-23 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 48246.6581 -9470.3616 57717.0196 47345.0942 -12018.0804 59363.1745
Total P&L (%) 48.2467 -9.4704 57.717 47.3451 -12.0181 59.3632
Avg Daily Profit (%) 0.1853 -0.0364 0.2216 0.149 -0.0492 0.1791
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33546 -10806 -25700 -53748 -14780 -43279
Profit Factor 1.5367 0.629 1.8967 1.3645 0.6425 1.6165
Total Trades 68 34 34 68 34 34
Winning Trades 37 16 21 37 16 21
Losing Trades 31 18 13 31 18 13
Profitability (%) 54.4118 47.0588 61.7647 54.4118 47.0588 61.7647
Ratio Avg Win / Avg Loss 1.2875 0.7076 1.1742 1.1432 0.7228 1.0007
Largest Winning Trade 15027 2427 15027 18654 3304 18654
Largest Losing Trade -18542 -4761 -18542 -28092 -5306 -28092
Avg Bars in Trades 363 18 708 363 18 708
Avg Bars in Winners 415 19 716 415 19 716
Avg Bars in Losers 302 17 695 302 17 695
Bars Traded 24726 627 24099 24726 627 24099
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -106786 -582501 345213 -109621 -582778 316609
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737538200000,
    "first_datapoint_time": 1737635400000,
    "last_datapoint_time": 1760037300000,
    "evaluation_time": 1760037636725,
    "expiration_time": 1766517300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 52,
            "offset": 0,
            "std": 1.5624
        }
    }
}
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": [
        [
            48246.6580585638,
            -9470.3615759869,
            57717.0196345508,
            47345.09415556,
            -12018.0803674481,
            59363.1745230081
        ],
        [
            48.246658,
            -9.470362,
            57.71702,
            47.345094,
            -12.01808,
            59.363175
        ],
        [
            0.185265,
            -0.036366,
            0.221631,
            0.14895,
            -0.049154,
            0.179108
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33546,
            -10806,
            -25700,
            -53748,
            -14780,
            -43279
        ],
        [
            1.536725,
            0.629018,
            1.896742,
            1.364454,
            0.642466,
            1.616485
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            31,
            18,
            13,
            31,
            18,
            13
        ],
        [
            54.411765,
            47.058824,
            61.764706,
            54.411765,
            47.058824,
            61.764706
        ],
        [
            1.287526,
            0.707646,
            1.174173,
            1.143191,
            0.722775,
            1.000681
        ],
        [
            15027,
            2427,
            15027,
            18654,
            3304,
            18654
        ],
        [
            -18542,
            -4761,
            -18542,
            -28092,
            -5306,
            -28092
        ],
        [
            363,
            18,
            708,
            363,
            18,
            708
        ],
        [
            415,
            19,
            716,
            415,
            19,
            716
        ],
        [
            302,
            17,
            695,
            302,
            17,
            695
        ],
        [
            24726,
            627,
            24099,
            24726,
            627,
            24099
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -106786,
            -582501,
            345213,
            -109621,
            -582778,
            316609
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737538200000,
    "first_datapoint_time": 1737635400000,
    "last_datapoint_time": 1760037300000,
    "evaluation_time": 1760037636725,
    "expiration_time": 1766517300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 52,
            "offset": 0,
            "std": 1.5624
        }
    }
}

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)