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Trade: ICP/USDT/60/EMA/DCU/2175

Strategy
ICP/USDT/60/EMA/DCU/2175
Pair
ICP_USDT
Interval
1h
Score
316920
Daily Profit
0.243744
Profit Factor
2.163574
Profitability
40.000000
Streak
11.676056
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-06 09:13
Expiration Time
2025-12-20 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 268233.9735 253900.5627 14333.4108 51413.6568 7916.1651 43497.4917
Total P&L (%) 268.234 253.9006 14.3334 51.4137 7.9162 43.4975
Avg Daily Profit (%) 0.2575 0.2437 0.0138 0.0398 0.0073 0.0347
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111905 -114347 -7336 -384382 -399916 -21617
Profit Factor 2.077 2.1636 1.4648 1.0805 1.0139 1.6403
Total Trades 61 30 31 61 30 31
Winning Trades 28 12 16 28 12 16
Losing Trades 33 18 15 33 18 15
Profitability (%) 45.9016 40 51.6129 45.9016 40 51.6129
Ratio Avg Win / Avg Loss 2.4479 3.2454 1.3732 1.2734 1.5208 1.5378
Largest Winning Trade 328851 328851 8837 263274 263274 36071
Largest Losing Trade -24831 -24831 -4664 -111590 -111590 -17086
Avg Bars in Trades 398 801 9 398 801 9
Avg Bars in Winners 352 808 11 352 808 11
Avg Bars in Losers 438 797 7 438 797 7
Bars Traded 24338 24044 294 24338 24044 294
Profit Streak 11.6761 11.6761 152.4677 11.6761 11.6761 152.4677
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -154013 316920 -202252 -439025 -556306 -143577
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669730400000,
    "first_datapoint_time": 1670126400000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759731211281,
    "expiration_time": 1766210400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 57,
            "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": [
        [
            268233.9735388511,
            253900.5627278177,
            14333.4108110334,
            51413.6568024791,
            7916.1650819151,
            43497.4917205641
        ],
        [
            268.233974,
            253.900563,
            14.333411,
            51.413657,
            7.916165,
            43.497492
        ],
        [
            0.257504,
            0.243744,
            0.01376,
            0.039833,
            0.007314,
            0.034676
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111905,
            -114347,
            -7336,
            -384382,
            -399916,
            -21617
        ],
        [
            2.077044,
            2.163574,
            1.464781,
            1.080465,
            1.013863,
            1.640333
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            45.901639,
            40,
            51.612903,
            45.901639,
            40,
            51.612903
        ],
        [
            2.447945,
            3.245362,
            1.373232,
            1.273405,
            1.520795,
            1.537812
        ],
        [
            328851,
            328851,
            8837,
            263274,
            263274,
            36071
        ],
        [
            -24831,
            -24831,
            -4664,
            -111590,
            -111590,
            -17086
        ],
        [
            398,
            801,
            9,
            398,
            801,
            9
        ],
        [
            352,
            808,
            11,
            352,
            808,
            11
        ],
        [
            438,
            797,
            7,
            438,
            797,
            7
        ],
        [
            24338,
            24044,
            294,
            24338,
            24044,
            294
        ],
        [
            11.676056,
            11.676056,
            152.467723,
            11.676056,
            11.676056,
            152.467723
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -154013,
            316920,
            -202252,
            -439025,
            -556306,
            -143577
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669730400000,
    "first_datapoint_time": 1670126400000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759731211281,
    "expiration_time": 1766210400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 57,
            "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)