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Trade: ICP/USDT/240/EMA/MIDPRICE/4465

Strategy
ICP/USDT/240/EMA/MIDPRICE/4465
Pair
ICP_USDT
Interval
4h
Score
341240
Daily Profit
0.199116
Profit Factor
1.393840
Profitability
49.142857
Streak
11.919130
Best Strategy
Training Data Length
1605.170000
Evaluation Time
2025-10-02 05:03
Expiration Time
2025-11-19 05:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 319614.314 147591.886 172022.428 148992.8961 41894.4766 107098.4195
Total P&L (%) 319.6143 147.5919 172.0224 148.9929 41.8945 107.0984
Avg Daily Profit (%) 0.1991 0.0919 0.1072 0.0568 0.0218 0.0454
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103108 -110072 -66436 -440173 -332052 -203457
Profit Factor 1.3938 1.3338 1.4657 1.0868 1.0457 1.134
Total Trades 175 87 88 175 87 88
Winning Trades 86 38 48 86 38 48
Losing Trades 89 49 40 89 49 40
Profitability (%) 49.1429 43.6782 54.5455 49.1429 43.6782 54.5455
Ratio Avg Win / Avg Loss 1.4425 1.7199 1.2214 1.1247 1.3484 0.945
Largest Winning Trade 160955 160955 35067 275480 275480 118182
Largest Losing Trade -39586 -32413 -39586 -140676 -140676 -76769
Avg Bars in Trades 53 68 38 53 68 38
Avg Bars in Winners 58 78 43 58 78 43
Avg Bars in Losers 48 61 32 48 61 32
Bars Traded 9398 6000 3398 9398 6000 3398
Profit Streak 11.9191 0 75.9191 11.9191 0 75.9191
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341240 -71587 -47584 -240825 -338824 -205911
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9631,
    "evaluation_days": 1605.17,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622923200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759370612873,
    "expiration_time": 1763523792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 156,
            "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": [
        [
            319614.3140065716,
            147591.885979189,
            172022.4280273824,
            148992.8960781994,
            41894.4765732313,
            107098.4195049682
        ],
        [
            319.614314,
            147.591886,
            172.022428,
            148.992896,
            41.894477,
            107.09842
        ],
        [
            0.199116,
            0.091948,
            0.107168,
            0.056848,
            0.021802,
            0.045365
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103108,
            -110072,
            -66436,
            -440173,
            -332052,
            -203457
        ],
        [
            1.39384,
            1.333834,
            1.465654,
            1.086821,
            1.045703,
            1.13397
        ],
        [
            175,
            87,
            88,
            175,
            87,
            88
        ],
        [
            86,
            38,
            48,
            86,
            38,
            48
        ],
        [
            89,
            49,
            40,
            89,
            49,
            40
        ],
        [
            49.142857,
            43.678161,
            54.545455,
            49.142857,
            43.678161,
            54.545455
        ],
        [
            1.442463,
            1.719944,
            1.221378,
            1.124733,
            1.348406,
            0.944975
        ],
        [
            160955,
            160955,
            35067,
            275480,
            275480,
            118182
        ],
        [
            -39586,
            -32413,
            -39586,
            -140676,
            -140676,
            -76769
        ],
        [
            53,
            68,
            38,
            53,
            68,
            38
        ],
        [
            58,
            78,
            43,
            58,
            78,
            43
        ],
        [
            48,
            61,
            32,
            48,
            61,
            32
        ],
        [
            9398,
            6000,
            3398,
            9398,
            6000,
            3398
        ],
        [
            11.91913,
            0,
            75.91913,
            11.91913,
            0,
            75.91913
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341240,
            -71587,
            -47584,
            -240825,
            -338824,
            -205911
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9631,
    "evaluation_days": 1605.17,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622923200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759370612873,
    "expiration_time": 1763523792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 156,
            "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)