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Trade: ICP/USDT/240/DCM/MIDPOINT/3448

Strategy
ICP/USDT/240/DCM/MIDPOINT/3448
Pair
ICP_USDT
Interval
4h
Score
350058
Daily Profit
0.205230
Profit Factor
1.352066
Profitability
52.845528
Streak
0.000000
Best Strategy
Training Data Length
1597.670000
Evaluation Time
2025-09-26 10:41
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 327889.4307 168292.4859 159596.9447 231487.7902 92002.8988 139484.8914
Total P&L (%) 327.8894 168.2925 159.5969 231.4878 92.0029 139.4849
Avg Daily Profit (%) 0.2052 0.1053 0.0999 0.075 0.0408 0.0547
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130272 -120710 -73525 -950147 -599284 -503841
Profit Factor 1.3521 1.3667 1.3378 1.0648 1.051 1.079
Total Trades 246 123 123 246 123 123
Winning Trades 130 63 67 130 63 67
Losing Trades 116 60 56 116 60 56
Profitability (%) 52.8455 51.2195 54.4715 52.8455 51.2195 54.4715
Ratio Avg Win / Avg Loss 1.2065 1.3016 1.1182 0.9502 1.0009 0.9019
Largest Winning Trade 93750 93750 47326 180185 180185 150031
Largest Losing Trade -31676 -31676 -30041 -212243 -172822 -212243
Avg Bars in Trades 37 33 40 37 33 40
Avg Bars in Winners 35 28 40 35 28 40
Avg Bars in Losers 39 38 40 39 38 40
Bars Traded 9169 4135 5034 9169 4135 5034
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 350058 -51936 -58947 -241967 -302868 -254842

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": 1622145600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758872463741,
    "expiration_time": 1762856352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 68,
            "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": [
        [
            327889.4306828958,
            168292.4859455247,
            159596.9447373705,
            231487.7902276705,
            92002.8988247615,
            139484.8914029088
        ],
        [
            327.889431,
            168.292486,
            159.596945,
            231.48779,
            92.002899,
            139.484891
        ],
        [
            0.20523,
            0.105336,
            0.099894,
            0.075039,
            0.040839,
            0.054677
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130272,
            -120710,
            -73525,
            -950147,
            -599284,
            -503841
        ],
        [
            1.352066,
            1.366731,
            1.337822,
            1.064841,
            1.050984,
            1.079003
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            130,
            63,
            67,
            130,
            63,
            67
        ],
        [
            116,
            60,
            56,
            116,
            60,
            56
        ],
        [
            52.845528,
            51.219512,
            54.471545,
            52.845528,
            51.219512,
            54.471545
        ],
        [
            1.206459,
            1.301648,
            1.11818,
            0.950166,
            1.000937,
            0.901854
        ],
        [
            93750,
            93750,
            47326,
            180185,
            180185,
            150031
        ],
        [
            -31676,
            -31676,
            -30041,
            -212243,
            -172822,
            -212243
        ],
        [
            37,
            33,
            40,
            37,
            33,
            40
        ],
        [
            35,
            28,
            40,
            35,
            28,
            40
        ],
        [
            39,
            38,
            40,
            39,
            38,
            40
        ],
        [
            9169,
            4135,
            5034,
            9169,
            4135,
            5034
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350058,
            -51936,
            -58947,
            -241967,
            -302868,
            -254842
        ]
    ]
}
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": 1622145600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758872463741,
    "expiration_time": 1762856352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 68,
            "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)