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Trade: ICP/USDT/15/ZLMA/BBM/5384

Strategy
ICP/USDT/15/ZLMA/BBM/5384
Pair
ICP_USDT
Interval
15m
Score
315521
Daily Profit
0.185602
Profit Factor
1.494059
Profitability
72.941176
Streak
16.968621
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 05:14
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 26749.2298 -21585.3155 48334.5453 10102.6988 -33024.868 43127.5668
Total P&L (%) 26.7492 -21.5853 48.3345 10.1027 -33.0249 43.1276
Avg Daily Profit (%) 0.1027 -0.0829 0.1856 0.037 -0.1538 0.1378
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50981 -39697 -28018 -55120 -44235 -29335
Profit Factor 1.1029 0.8669 1.4941 1.0369 0.8081 1.425
Total Trades 170 85 85 170 85 85
Winning Trades 108 46 62 108 46 62
Losing Trades 62 39 23 62 39 23
Profitability (%) 63.5294 54.1176 72.9412 63.5294 54.1176 72.9412
Ratio Avg Win / Avg Loss 0.6331 0.735 0.5542 0.5953 0.6852 0.5286
Largest Winning Trade 9324 9324 6050 8807 8807 5593
Largest Losing Trade -17491 -16972 -17491 -19838 -17183 -19838
Avg Bars in Trades 144 154 135 144 154 135
Avg Bars in Winners 85 71 96 85 71 96
Avg Bars in Losers 247 253 238 247 253 238
Bars Traded 24644 13144 11499 24644 13144 11499
Profit Streak 0 0 16.9686 0 0 16.9686
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -167040 -581966 315521 -486432 -581966 -8715
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": 1736376300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758939288866,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 189,
            "offset": 0,
            "std": 1.76325
        }
    }
}
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": [
        [
            26749.2297653349,
            -21585.3155188448,
            48334.5452841798,
            10102.6987965086,
            -33024.8680045015,
            43127.5668010101
        ],
        [
            26.74923,
            -21.585316,
            48.334545,
            10.102699,
            -33.024868,
            43.127567
        ],
        [
            0.102716,
            -0.082887,
            0.185602,
            0.036964,
            -0.153806,
            0.137782
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50981,
            -39697,
            -28018,
            -55120,
            -44235,
            -29335
        ],
        [
            1.102869,
            0.866922,
            1.494059,
            1.036924,
            0.808145,
            1.425014
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            108,
            46,
            62,
            108,
            46,
            62
        ],
        [
            62,
            39,
            23,
            62,
            39,
            23
        ],
        [
            63.529412,
            54.117647,
            72.941176,
            63.529412,
            54.117647,
            72.941176
        ],
        [
            0.633129,
            0.734999,
            0.554248,
            0.595271,
            0.685166,
            0.528634
        ],
        [
            9324,
            9324,
            6050,
            8807,
            8807,
            5593
        ],
        [
            -17491,
            -16972,
            -17491,
            -19838,
            -17183,
            -19838
        ],
        [
            144,
            154,
            135,
            144,
            154,
            135
        ],
        [
            85,
            71,
            96,
            85,
            71,
            96
        ],
        [
            247,
            253,
            238,
            247,
            253,
            238
        ],
        [
            24644,
            13144,
            11499,
            24644,
            13144,
            11499
        ],
        [
            0,
            0,
            16.968621,
            0,
            0,
            16.968621
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167040,
            -581966,
            315521,
            -486432,
            -581966,
            -8715
        ]
    ]
}
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": 1736376300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758939288866,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 189,
            "offset": 0,
            "std": 1.76325
        }
    }
}

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)