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Trade: ICP/USDT/240/DCM/JMA/3918

Strategy
ICP/USDT/240/DCM/JMA/3918
Pair
ICP_USDT
Interval
4h
Score
384871
Daily Profit
0.201385
Profit Factor
1.407044
Profitability
52.873563
Streak
23.243998
Best Strategy
Training Data Length
1597.670000
Evaluation Time
2025-09-27 00:51
Expiration Time
2025-11-11 12:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 321746.5177 144533.7155 177212.8023 -141936.6261 -271421.7027 129485.0766
Total P&L (%) 321.7465 144.5337 177.2128 -141.9366 -271.4217 129.4851
Avg Daily Profit (%) 0.2014 0.0905 0.1109 0 0 0.052
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -227071 -148189 -150617 -631231 -471790 -192258
Profit Factor 1.407 1.3348 1.494 0.8761 0.5948 1.2719
Total Trades 174 87 87 174 87 87
Winning Trades 92 43 49 76 35 41
Losing Trades 82 44 38 98 52 46
Profitability (%) 52.8736 49.4253 56.3218 43.6782 40.2299 47.1264
Ratio Avg Win / Avg Loss 1.2541 1.3658 1.1586 1.1298 0.8836 1.427
Largest Winning Trade 56386 56386 36938 131399 60091 131399
Largest Losing Trade -103782 -45645 -103782 -142561 -142561 -83416
Avg Bars in Trades 53 47 60 53 47 60
Avg Bars in Winners 47 41 53 53 47 58
Avg Bars in Losers 60 53 69 54 47 61
Bars Traded 9379 4145 5234 9379 4145 5234
Profit Streak 23.244 27.4107 23.244 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384871 -71894 -42599 -580658 -584899 -124991
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9586,
    "evaluation_days": 1597.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622793600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758923481416,
    "expiration_time": 1762856352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 91,
            "offset": 56
        }
    }
}
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": [
        [
            321746.5177234557,
            144533.7154524801,
            177212.8022709757,
            -141936.6261025652,
            -271421.702674213,
            129485.0765716476
        ],
        [
            321.746518,
            144.533715,
            177.212802,
            -141.936626,
            -271.421703,
            129.485077
        ],
        [
            0.201385,
            0.090465,
            0.11092,
            0,
            0,
            0.052006
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -227071,
            -148189,
            -150617,
            -631231,
            -471790,
            -192258
        ],
        [
            1.407044,
            1.334779,
            1.494018,
            0.876144,
            0.594751,
            1.271903
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            92,
            43,
            49,
            76,
            35,
            41
        ],
        [
            82,
            44,
            38,
            98,
            52,
            46
        ],
        [
            52.873563,
            49.425287,
            56.321839,
            43.678161,
            40.229885,
            47.126437
        ],
        [
            1.254105,
            1.36582,
            1.158626,
            1.129765,
            0.88363,
            1.427014
        ],
        [
            56386,
            56386,
            36938,
            131399,
            60091,
            131399
        ],
        [
            -103782,
            -45645,
            -103782,
            -142561,
            -142561,
            -83416
        ],
        [
            53,
            47,
            60,
            53,
            47,
            60
        ],
        [
            47,
            41,
            53,
            53,
            47,
            58
        ],
        [
            60,
            53,
            69,
            54,
            47,
            61
        ],
        [
            9379,
            4145,
            5234,
            9379,
            4145,
            5234
        ],
        [
            23.243998,
            27.410664,
            23.243998,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384871,
            -71894,
            -42599,
            -580658,
            -584899,
            -124991
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9586,
    "evaluation_days": 1597.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622793600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758923481416,
    "expiration_time": 1762856352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 91,
            "offset": 56
        }
    }
}

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)