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Trade: ICP/USDT/60/EMA/BBU/8484

Strategy
ICP/USDT/60/EMA/BBU/8484
Pair
ICP_USDT
Interval
1h
Score
352240
Daily Profit
0.263215
Profit Factor
1.698449
Profitability
44.897959
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-03 09:52
Expiration Time
2025-12-17 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 274183.463 237319.5026 36863.9604 114197.5455 -27745.9123 141943.4578
Total P&L (%) 274.1835 237.3195 36.864 114.1975 -27.7459 141.9435
Avg Daily Profit (%) 0.2632 0.2278 0.0354 0.0732 -0.0312 0.0849
Buy And Hold Return (%) 12.6855 12.6855 12.6855 12.6855 12.6855 12.6855
Max Trade Drawdown -105985 -105649 -25626 -472814 -545046 -104520
Profit Factor 1.6984 1.781 1.4156 1.0825 0.9746 1.486
Total Trades 147 73 74 147 73 74
Winning Trades 66 27 39 66 27 39
Losing Trades 81 46 35 81 46 35
Profitability (%) 44.898 36.9863 52.7027 44.898 36.9863 52.7027
Ratio Avg Win / Avg Loss 2.0845 3.0344 1.2704 1.3286 1.6604 1.3336
Largest Winning Trade 280596 280596 15478 274430 274430 50557
Largest Losing Trade -22143 -22143 -9071 -123214 -123214 -45670
Avg Bars in Trades 166 314 20 166 314 20
Avg Bars in Winners 194 447 18 194 447 18
Avg Bars in Losers 143 236 21 143 236 21
Bars Traded 24463 22970 1493 24463 22970 1493
Profit Streak 0 8.87 0 0 8.87 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352240 -65113 -211855 -226617 -654350 -142275
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669471200000,
    "first_datapoint_time": 1669831200000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759474371506,
    "expiration_time": 1765951200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 60,
            "offset": 0,
            "std": 1.28146
        }
    }
}
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": [
        [
            274183.462971394,
            237319.5025871136,
            36863.9603842802,
            114197.5455252789,
            -27745.912317386,
            141943.4578426646
        ],
        [
            274.183463,
            237.319503,
            36.86396,
            114.197546,
            -27.745912,
            141.943458
        ],
        [
            0.263215,
            0.227826,
            0.035389,
            0.073152,
            -0.031193,
            0.084855
        ],
        [
            12.68546,
            12.68546,
            12.68546,
            12.68546,
            12.68546,
            12.68546
        ],
        [
            -105985,
            -105649,
            -25626,
            -472814,
            -545046,
            -104520
        ],
        [
            1.698449,
            1.781037,
            1.415561,
            1.082523,
            0.974587,
            1.48604
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            66,
            27,
            39,
            66,
            27,
            39
        ],
        [
            81,
            46,
            35,
            81,
            46,
            35
        ],
        [
            44.897959,
            36.986301,
            52.702703,
            44.897959,
            36.986301,
            52.702703
        ],
        [
            2.08446,
            3.034359,
            1.270376,
            1.328551,
            1.660407,
            1.333626
        ],
        [
            280596,
            280596,
            15478,
            274430,
            274430,
            50557
        ],
        [
            -22143,
            -22143,
            -9071,
            -123214,
            -123214,
            -45670
        ],
        [
            166,
            314,
            20,
            166,
            314,
            20
        ],
        [
            194,
            447,
            18,
            194,
            447,
            18
        ],
        [
            143,
            236,
            21,
            143,
            236,
            21
        ],
        [
            24463,
            22970,
            1493,
            24463,
            22970,
            1493
        ],
        [
            0,
            8.870041,
            0,
            0,
            8.870041,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352240,
            -65113,
            -211855,
            -226617,
            -654350,
            -142275
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669471200000,
    "first_datapoint_time": 1669831200000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759474371506,
    "expiration_time": 1765951200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 60,
            "offset": 0,
            "std": 1.28146
        }
    }
}

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)