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Trade: ICP/USDT/360/SUPERTREND/ZLMA/3962

Strategy
ICP/USDT/360/SUPERTREND/ZLMA/3962
Pair
ICP_USDT
Interval
6h
Score
387420
Daily Profit
0.196071
Profit Factor
1.569818
Profitability
58.461538
Streak
0.000000
Best Strategy
Training Data Length
1608.500000
Evaluation Time
2025-10-05 14:12
Expiration Time
2025-11-22 14:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 315380.0967 107072.278 208307.8187 461157.8942 129068.9439 332088.9504
Total P&L (%) 315.3801 107.0723 208.3078 461.1579 129.0689 332.089
Avg Daily Profit (%) 0.1961 0.0666 0.1295 0.1073 0.0515 0.091
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118436 -53788 -143046 -395644 -128046 -358837
Profit Factor 1.5698 1.492 1.6203 1.2903 1.2145 1.3364
Total Trades 130 65 65 130 65 65
Winning Trades 76 37 39 76 37 39
Losing Trades 54 28 26 54 28 26
Profitability (%) 58.4615 56.9231 60 58.4615 56.9231 60
Ratio Avg Win / Avg Loss 1.1154 1.1291 1.0802 0.9168 0.9191 0.891
Largest Winning Trade 49996 49996 43756 114287 80419 114287
Largest Losing Trade -42457 -21599 -42457 -112073 -55305 -112073
Avg Bars in Trades 44 24 65 44 24 65
Avg Bars in Winners 40 14 64 40 14 64
Avg Bars in Losers 51 38 66 51 38 66
Bars Traded 5831 1605 4226 5831 1605 4226
Profit Streak 0 50.9668 0 0 50.9668 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 387420 -232734 -148562 -49953 -256128 -203185
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6434,
    "evaluation_days": 1608.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1625832000000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759662728106,
    "expiration_time": 1763813232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 66,
            "offset": 0,
            "multiplier": 3.79728
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 239,
            "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": [
        [
            315380.0966759404,
            107072.2780093135,
            208307.8186666268,
            461157.8942406035,
            129068.9438823535,
            332088.9503582499
        ],
        [
            315.380097,
            107.072278,
            208.307819,
            461.157894,
            129.068944,
            332.08895
        ],
        [
            0.196071,
            0.066567,
            0.129504,
            0.10729,
            0.051543,
            0.091024
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118436,
            -53788,
            -143046,
            -395644,
            -128046,
            -358837
        ],
        [
            1.569818,
            1.491983,
            1.620258,
            1.29027,
            1.214537,
            1.336427
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            76,
            37,
            39,
            76,
            37,
            39
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            58.461538,
            56.923077,
            60,
            58.461538,
            56.923077,
            60
        ],
        [
            1.115397,
            1.129068,
            1.080172,
            0.916771,
            0.919109,
            0.890952
        ],
        [
            49996,
            49996,
            43756,
            114287,
            80419,
            114287
        ],
        [
            -42457,
            -21599,
            -42457,
            -112073,
            -55305,
            -112073
        ],
        [
            44,
            24,
            65,
            44,
            24,
            65
        ],
        [
            40,
            14,
            64,
            40,
            14,
            64
        ],
        [
            51,
            38,
            66,
            51,
            38,
            66
        ],
        [
            5831,
            1605,
            4226,
            5831,
            1605,
            4226
        ],
        [
            0,
            50.96676,
            0,
            0,
            50.96676,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387420,
            -232734,
            -148562,
            -49953,
            -256128,
            -203185
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6434,
    "evaluation_days": 1608.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1625832000000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759662728106,
    "expiration_time": 1763813232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 66,
            "offset": 0,
            "multiplier": 3.79728
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 239,
            "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)