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Trade: ICP/USDT/5/DEMA/BBM/6690

Strategy
ICP/USDT/5/DEMA/BBM/6690
Pair
ICP_USDT
Interval
5m
Score
300780
Daily Profit
0.478438
Profit Factor
1.576786
Profitability
56.451613
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 23:12
Expiration Time
2025-12-27 22:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 42575.4334 1042.2445 41533.1889 41767.8288 3029.4541 38738.3747
Total P&L (%) 42.5754 1.0422 41.5332 41.7678 3.0295 38.7384
Avg Daily Profit (%) 0.4904 0.012 0.4784 0.4029 0.0344 0.3779
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25877 -20199 -13418 -25736 -21197 -12650
Profit Factor 1.3031 1.0152 1.5768 1.2953 1.0444 1.5289
Total Trades 249 125 124 249 125 124
Winning Trades 137 67 70 137 67 70
Losing Trades 112 58 54 112 58 54
Profitability (%) 55.0201 53.6 56.4516 55.0201 53.6 56.4516
Ratio Avg Win / Avg Loss 1.0653 0.8789 1.2164 1.0589 0.9041 1.1794
Largest Winning Trade 28975 10211 28975 31038 13793 31038
Largest Losing Trade -8592 -5762 -8592 -8084 -6549 -8084
Avg Bars in Trades 98 102 94 98 102 94
Avg Bars in Winners 87 95 79 87 95 79
Avg Bars in Losers 111 110 112 111 110 112
Bars Traded 24472 12816 11656 24472 12816 11656
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 295914 -549727 300780 264666 -487774 250364
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752886200000,
    "first_datapoint_time": 1752936000000,
    "last_datapoint_time": 1760385900000,
    "evaluation_time": 1760386337831,
    "expiration_time": 1766865900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 181,
            "offset": 0,
            "std": 4.49818
        }
    }
}
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": [
        [
            42575.4334334801,
            1042.244544168,
            41533.1888893121,
            41767.8288024788,
            3029.4541408481,
            38738.3746616307
        ],
        [
            42.575433,
            1.042245,
            41.533189,
            41.767829,
            3.029454,
            38.738375
        ],
        [
            0.490444,
            0.012006,
            0.478438,
            0.40286,
            0.034385,
            0.37788
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25877,
            -20199,
            -13418,
            -25736,
            -21197,
            -12650
        ],
        [
            1.303088,
            1.015223,
            1.576786,
            1.29529,
            1.044417,
            1.528913
        ],
        [
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            125,
            124,
            249,
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        ],
        [
            137,
            67,
            70,
            137,
            67,
            70
        ],
        [
            112,
            58,
            54,
            112,
            58,
            54
        ],
        [
            55.02008,
            53.6,
            56.451613,
            55.02008,
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            56.451613
        ],
        [
            1.065298,
            0.87885,
            1.216378,
            1.058923,
            0.904122,
            1.179447
        ],
        [
            28975,
            10211,
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            31038,
            13793,
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        ],
        [
            -8592,
            -5762,
            -8592,
            -8084,
            -6549,
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        ],
        [
            98,
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            94,
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        ],
        [
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            79,
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        ],
        [
            111,
            110,
            112,
            111,
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        ],
        [
            24472,
            12816,
            11656,
            24472,
            12816,
            11656
        ],
        [
            0,
            0,
            0,
            0,
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            0
        ],
        [
            0,
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        ],
        [
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        ],
        [
            295914,
            -549727,
            300780,
            264666,
            -487774,
            250364
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752886200000,
    "first_datapoint_time": 1752936000000,
    "last_datapoint_time": 1760385900000,
    "evaluation_time": 1760386337831,
    "expiration_time": 1766865900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 181,
            "offset": 0,
            "std": 4.49818
        }
    }
}

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)