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Trade: ICP/USDT/30/DEMA/SSF/4804

Strategy
ICP/USDT/30/DEMA/SSF/4804
Pair
ICP_USDT
Interval
30m
Score
306765
Daily Profit
0.162697
Profit Factor
1.496875
Profitability
56.122449
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-29 19:42
Expiration Time
2025-12-13 18:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 100714.9128 15977.5534 84737.3594 80278.151 -18499.957 98778.1079
Total P&L (%) 100.7149 15.9776 84.7374 80.2782 -18.5 98.7781
Avg Daily Profit (%) 0.1934 0.0307 0.1627 0.1132 -0.0393 0.132
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44353 -41240 -44630 -80963 -67587 -70843
Profit Factor 1.2487 1.0681 1.4969 1.1206 0.952 1.3526
Total Trades 196 98 98 196 98 98
Winning Trades 105 50 55 105 50 55
Losing Trades 91 48 43 91 48 43
Profitability (%) 53.5714 51.0204 56.1224 53.5714 51.0204 56.1224
Ratio Avg Win / Avg Loss 1.0822 1.0254 1.1703 0.9712 0.914 1.0575
Largest Winning Trade 24793 24793 18721 39930 39930 29751
Largest Losing Trade -22217 -22217 -19985 -28115 -27657 -28115
Avg Bars in Trades 124 148 100 124 148 100
Avg Bars in Winners 114 137 93 114 137 93
Avg Bars in Losers 136 160 109 136 160 109
Bars Traded 24447 14585 9862 24447 14585 9862
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 297182 -307766 306765 -130509 -581507 -16474
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714165200000,
    "first_datapoint_time": 1714582800000,
    "last_datapoint_time": 1759163400000,
    "evaluation_time": 1759164164394,
    "expiration_time": 1765643400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 157,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            100714.9127668111,
            15977.5533848008,
            84737.3593820102,
            80278.1509616916,
            -18499.9569578353,
            98778.1079195269
        ],
        [
            100.714913,
            15.977553,
            84.737359,
            80.278151,
            -18.499957,
            98.778108
        ],
        [
            0.193374,
            0.030677,
            0.162697,
            0.113216,
            -0.039269,
            0.131996
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44353,
            -41240,
            -44630,
            -80963,
            -67587,
            -70843
        ],
        [
            1.248685,
            1.068149,
            1.496875,
            1.12056,
            0.952037,
            1.352572
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            105,
            50,
            55,
            105,
            50,
            55
        ],
        [
            91,
            48,
            43,
            91,
            48,
            43
        ],
        [
            53.571429,
            51.020408,
            56.122449,
            53.571429,
            51.020408,
            56.122449
        ],
        [
            1.082194,
            1.025423,
            1.170284,
            0.971152,
            0.913955,
            1.057465
        ],
        [
            24793,
            24793,
            18721,
            39930,
            39930,
            29751
        ],
        [
            -22217,
            -22217,
            -19985,
            -28115,
            -27657,
            -28115
        ],
        [
            124,
            148,
            100,
            124,
            148,
            100
        ],
        [
            114,
            137,
            93,
            114,
            137,
            93
        ],
        [
            136,
            160,
            109,
            136,
            160,
            109
        ],
        [
            24447,
            14585,
            9862,
            24447,
            14585,
            9862
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            297182,
            -307766,
            306765,
            -130509,
            -581507,
            -16474
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714165200000,
    "first_datapoint_time": 1714582800000,
    "last_datapoint_time": 1759163400000,
    "evaluation_time": 1759164164394,
    "expiration_time": 1765643400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 157,
            "offset": 0,
            "poles": 2
        }
    }
}

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)