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Trade: ICP/USDT/480/SSF/ZLMA/2128

Strategy
ICP/USDT/480/SSF/ZLMA/2128
Pair
ICP_USDT
Interval
8h
Score
401949
Daily Profit
0.201900
Profit Factor
1.682193
Profitability
50.476190
Streak
0.000000
Best Strategy
Training Data Length
1600.000000
Evaluation Time
2025-09-27 02:11
Expiration Time
2025-11-13 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 323040.0711 130037.2549 193002.8162 406094.0505 126421.6588 279672.3917
Total P&L (%) 323.0401 130.0373 193.0028 406.0941 126.4217 279.6724
Avg Daily Profit (%) 0.2019 0.0813 0.1206 0.1014 0.0511 0.0834
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105060 -125579 -36199 -242542 -142567 -174904
Profit Factor 1.6822 1.446 2.0608 1.4548 1.2462 1.7375
Total Trades 105 53 52 105 53 52
Winning Trades 53 23 30 53 23 30
Losing Trades 52 30 22 52 30 22
Profitability (%) 50.4762 43.3962 57.6923 50.4762 43.3962 57.6923
Ratio Avg Win / Avg Loss 1.6505 1.886 1.5112 1.4274 1.6254 1.2742
Largest Winning Trade 139025 139025 56860 148766 127052 148766
Largest Losing Trade -39472 -39472 -23513 -174904 -73731 -174904
Avg Bars in Trades 42 31 52 42 31 52
Avg Bars in Winners 47 36 55 47 36 55
Avg Bars in Losers 36 27 49 36 27 49
Bars Traded 4415 1665 2750 4415 1665 2750
Profit Streak 0 0 67.2999 0 0 67.2999
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401949 -264978 -206552 -56237 -306443 -257899
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4800,
    "evaluation_days": 1600,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623139200000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758928315142,
    "expiration_time": 1763049600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 53,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 86,
            "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": [
        [
            323040.0711160328,
            130037.2549100545,
            193002.8162059783,
            406094.0504540851,
            126421.6587738155,
            279672.3916802697
        ],
        [
            323.040071,
            130.037255,
            193.002816,
            406.09405,
            126.421659,
            279.672392
        ],
        [
            0.2019,
            0.081273,
            0.120627,
            0.101398,
            0.05109,
            0.083418
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105060,
            -125579,
            -36199,
            -242542,
            -142567,
            -174904
        ],
        [
            1.682193,
            1.445966,
            2.06077,
            1.454846,
            1.246151,
            1.737487
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            53,
            23,
            30,
            53,
            23,
            30
        ],
        [
            52,
            30,
            22,
            52,
            30,
            22
        ],
        [
            50.47619,
            43.396226,
            57.692308,
            50.47619,
            43.396226,
            57.692308
        ],
        [
            1.650454,
            1.886042,
            1.511232,
            1.427396,
            1.625415,
            1.274157
        ],
        [
            139025,
            139025,
            56860,
            148766,
            127052,
            148766
        ],
        [
            -39472,
            -39472,
            -23513,
            -174904,
            -73731,
            -174904
        ],
        [
            42,
            31,
            52,
            42,
            31,
            52
        ],
        [
            47,
            36,
            55,
            47,
            36,
            55
        ],
        [
            36,
            27,
            49,
            36,
            27,
            49
        ],
        [
            4415,
            1665,
            2750,
            4415,
            1665,
            2750
        ],
        [
            0,
            0,
            67.299944,
            0,
            0,
            67.299944
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401949,
            -264978,
            -206552,
            -56237,
            -306443,
            -257899
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4800,
    "evaluation_days": 1600,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623139200000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758928315142,
    "expiration_time": 1763049600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 53,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 86,
            "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)