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Trade: ICP/USDT/30/T3/RMA/4103

Strategy
ICP/USDT/30/T3/RMA/4103
Pair
ICP_USDT
Interval
30m
Score
598678
Daily Profit
0.215238
Profit Factor
3.731708
Profitability
63.829787
Streak
5.392119
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-26 11:24
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 166509.5554 44845.8144 121663.7409 261805.5684 55375.5854 206429.983
Total P&L (%) 166.5096 44.8458 121.6637 261.8056 55.3756 206.43
Avg Daily Profit (%) 0.3197 0.0861 0.2336 0.2472 0.0846 0.2152
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98811 -59654 -46387 -70644 -57668 -27908
Profit Factor 1.701 1.3071 2.3291 1.9814 1.2896 3.7317
Total Trades 94 47 47 94 47 47
Winning Trades 60 30 30 60 30 30
Losing Trades 34 17 17 34 17 17
Profitability (%) 63.8298 63.8298 63.8298 63.8298 63.8298 63.8298
Ratio Avg Win / Avg Loss 0.9639 0.7407 1.3198 1.1228 0.7308 2.1146
Largest Winning Trade 23910 19539 23910 50622 50622 24066
Largest Losing Trade -27656 -27656 -13497 -36804 -36804 -12594
Avg Bars in Trades 262 326 199 262 326 199
Avg Bars in Winners 201 221 181 201 221 181
Avg Bars in Losers 371 511 230 371 511 230
Bars Traded 24713 15352 9361 24713 15352 9361
Profit Streak 3.9546 0 5.3921 3.9546 0 5.3921
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 380873 -80025 476865 438052 -81261 598678

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714003200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758875079042,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 59,
            "offset": 0,
            "a": 0.10408
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 154,
            "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": [
        [
            166509.5553542923,
            44845.8144327917,
            121663.7409215006,
            261805.5684142315,
            55375.5854328403,
            206429.9829813911
        ],
        [
            166.509555,
            44.845814,
            121.663741,
            261.805568,
            55.375585,
            206.429983
        ],
        [
            0.3197,
            0.086105,
            0.233596,
            0.247206,
            0.084646,
            0.215238
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98811,
            -59654,
            -46387,
            -70644,
            -57668,
            -27908
        ],
        [
            1.700966,
            1.307149,
            2.32913,
            1.981409,
            1.289626,
            3.731708
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            63.829787,
            63.829787,
            63.829787,
            63.829787,
            63.829787,
            63.829787
        ],
        [
            0.963881,
            0.740718,
            1.31984,
            1.122799,
            0.730788,
            2.114634
        ],
        [
            23910,
            19539,
            23910,
            50622,
            50622,
            24066
        ],
        [
            -27656,
            -27656,
            -13497,
            -36804,
            -36804,
            -12594
        ],
        [
            262,
            326,
            199,
            262,
            326,
            199
        ],
        [
            201,
            221,
            181,
            201,
            221,
            181
        ],
        [
            371,
            511,
            230,
            371,
            511,
            230
        ],
        [
            24713,
            15352,
            9361,
            24713,
            15352,
            9361
        ],
        [
            3.954618,
            0,
            5.392118,
            3.954619,
            0,
            5.392119
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            380873,
            -80025,
            476865,
            438052,
            -81261,
            598678
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714003200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758875079042,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 59,
            "offset": 0,
            "a": 0.10408
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 154,
            "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)