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Trade: ICP/USDT/5/HL2/BBL/4496

Strategy
ICP/USDT/5/HL2/BBL/4496
Pair
ICP_USDT
Interval
5m
Score
471580
Daily Profit
0.586814
Profit Factor
2.259788
Profitability
55.555556
Streak
4.137578
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 08:18
Expiration Time
2025-12-26 07:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 39534.045 -11407.2399 50941.2849 39897.4193 -12692.4357 52589.855
Total P&L (%) 39.534 -11.4072 50.9413 39.8974 -12.6924 52.5899
Avg Daily Profit (%) 0.4554 -0.1314 0.5868 0.3875 -0.1562 0.488
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -14156 -11436 -13287 -15461 -12721 -14607
Profit Factor 1.7541 0.0483 2.2598 1.6955 0.047 2.1939
Total Trades 73 37 36 73 37 36
Winning Trades 22 2 20 22 2 20
Losing Trades 51 35 16 51 35 16
Profitability (%) 30.137 5.4054 55.5556 30.137 5.4054 55.5556
Ratio Avg Win / Avg Loss 4.0664 0.846 1.8078 3.9304 0.8219 1.7551
Largest Winning Trade 26569 550 26569 28565 596 28565
Largest Losing Trade -12757 -1107 -12757 -14096 -1566 -14096
Avg Bars in Trades 337 1 684 337 1 684
Avg Bars in Winners 770 1 847 770 1 847
Avg Bars in Losers 151 1 479 151 1 479
Bars Traded 24664 40 24624 24664 40 24624
Profit Streak 0 0 4.1376 0 0 4.1376
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -75082 -698339 471580 -75743 -698339 440548
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752746400000,
    "first_datapoint_time": 1752747900000,
    "last_datapoint_time": 1760246100000,
    "evaluation_time": 1760246286783,
    "expiration_time": 1766726100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 6,
            "offset": 0,
            "std": 2.74682
        }
    }
}
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": [
        [
            39534.044951122,
            -11407.2399183562,
            50941.2848694782,
            39897.4193476468,
            -12692.435659434,
            52589.8550070809
        ],
        [
            39.534045,
            -11.40724,
            50.941285,
            39.897419,
            -12.692436,
            52.589855
        ],
        [
            0.455409,
            -0.131405,
            0.586814,
            0.387501,
            -0.156234,
            0.487978
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -14156,
            -11436,
            -13287,
            -15461,
            -12721,
            -14607
        ],
        [
            1.754134,
            0.048344,
            2.259788,
            1.695476,
            0.046964,
            2.193889
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            22,
            2,
            20,
            22,
            2,
            20
        ],
        [
            51,
            35,
            16,
            51,
            35,
            16
        ],
        [
            30.136986,
            5.405405,
            55.555556,
            30.136986,
            5.405405,
            55.555556
        ],
        [
            4.066401,
            0.846024,
            1.807831,
            3.93042,
            0.82187,
            1.755111
        ],
        [
            26569,
            550,
            26569,
            28565,
            596,
            28565
        ],
        [
            -12757,
            -1107,
            -12757,
            -14096,
            -1566,
            -14096
        ],
        [
            337,
            1,
            684,
            337,
            1,
            684
        ],
        [
            770,
            1,
            847,
            770,
            1,
            847
        ],
        [
            151,
            1,
            479,
            151,
            1,
            479
        ],
        [
            24664,
            40,
            24624,
            24664,
            40,
            24624
        ],
        [
            0,
            0,
            4.137578,
            0,
            0,
            4.137578
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -75082,
            -698339,
            471580,
            -75743,
            -698339,
            440548
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752746400000,
    "first_datapoint_time": 1752747900000,
    "last_datapoint_time": 1760246100000,
    "evaluation_time": 1760246286783,
    "expiration_time": 1766726100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 6,
            "offset": 0,
            "std": 2.74682
        }
    }
}

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)