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Trade: ICP/USDT/240/MIDPOINT/DEMA/2096

Strategy
ICP/USDT/240/MIDPOINT/DEMA/2096
Pair
ICP_USDT
Interval
4h
Score
341902
Daily Profit
0.198080
Profit Factor
1.226473
Profitability
41.326531
Streak
5.971826
Best Strategy
Training Data Length
1597.670000
Evaluation Time
2025-09-25 22:19
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 316465.8683 95885.808 220580.0602 228138.4018 -17210.0742 245348.476
Total P&L (%) 316.4659 95.8858 220.5801 228.1384 -17.2101 245.3485
Avg Daily Profit (%) 0.1981 0.06 0.1381 0.0744 -0.0118 0.0776
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192802 -118580 -107406 -509895 -396323 -167510
Profit Factor 1.2265 1.1357 1.3194 1.0717 0.9895 1.1588
Total Trades 588 294 294 588 294 294
Winning Trades 243 110 133 243 110 133
Losing Trades 345 184 161 345 184 161
Profitability (%) 41.3265 37.415 45.2381 41.3265 37.415 45.2381
Ratio Avg Win / Avg Loss 1.7413 1.8996 1.5972 1.5215 1.6551 1.4027
Largest Winning Trade 84198 84198 82447 116800 109795 116800
Largest Losing Trade -23705 -23705 -20294 -84109 -82466 -84109
Avg Bars in Trades 16 13 19 16 13 19
Avg Bars in Winners 24 18 28 24 18 28
Avg Bars in Losers 10 10 11 10 10 11
Bars Traded 9542 3881 5661 9542 3881 5661
Profit Streak 5.9718 5.9718 7.4718 5.9718 5.9718 7.4718
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341902 -185912 -7319 -233013 -580936 -135144

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": 1621036800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827965773,
    "expiration_time": 1762856352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 25,
            "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": [
        [
            316465.8682513377,
            95885.8080468442,
            220580.0602044939,
            228138.4018323888,
            -17210.0741837891,
            245348.4760161778
        ],
        [
            316.465868,
            95.885808,
            220.58006,
            228.138402,
            -17.210074,
            245.348476
        ],
        [
            0.19808,
            0.060016,
            0.138064,
            0.074403,
            -0.011821,
            0.077605
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192802,
            -118580,
            -107406,
            -509895,
            -396323,
            -167510
        ],
        [
            1.226473,
            1.135659,
            1.319424,
            1.071689,
            0.989486,
            1.158753
        ],
        [
            588,
            294,
            294,
            588,
            294,
            294
        ],
        [
            243,
            110,
            133,
            243,
            110,
            133
        ],
        [
            345,
            184,
            161,
            345,
            184,
            161
        ],
        [
            41.326531,
            37.414966,
            45.238095,
            41.326531,
            37.414966,
            45.238095
        ],
        [
            1.741288,
            1.899648,
            1.597198,
            1.521534,
            1.65514,
            1.402701
        ],
        [
            84198,
            84198,
            82447,
            116800,
            109795,
            116800
        ],
        [
            -23705,
            -23705,
            -20294,
            -84109,
            -82466,
            -84109
        ],
        [
            16,
            13,
            19,
            16,
            13,
            19
        ],
        [
            24,
            18,
            28,
            24,
            18,
            28
        ],
        [
            10,
            10,
            11,
            10,
            10,
            11
        ],
        [
            9542,
            3881,
            5661,
            9542,
            3881,
            5661
        ],
        [
            5.971826,
            5.971826,
            7.471826,
            5.971826,
            5.971826,
            7.471826
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341902,
            -185912,
            -7319,
            -233013,
            -580936,
            -135144
        ]
    ]
}
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": 1621036800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827965773,
    "expiration_time": 1762856352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 25,
            "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)