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Trade: ICP/USDT/720/MIDPRICE/T3/7995

Strategy
ICP/USDT/720/MIDPRICE/T3/7995
Pair
ICP_USDT
Interval
12h
Score
408429
Daily Profit
0.266635
Profit Factor
1.566963
Profitability
64.062500
Streak
0.000000
Best Strategy
Training Data Length
1614.000000
Evaluation Time
2025-10-10 22:03
Expiration Time
2025-11-28 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 430349.5384 163303.1194 267046.419 413601.7046 17039.2814 396562.4232
Total P&L (%) 430.3495 163.3031 267.0464 413.6017 17.0393 396.5624
Avg Daily Profit (%) 0.2666 0.1012 0.1655 0.1014 0.0097 0.0993
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92246 -113095 -97194 -634604 -536189 -387134
Profit Factor 1.567 1.4405 1.6877 1.1612 1.0136 1.301
Total Trades 192 96 96 192 96 96
Winning Trades 123 57 66 123 57 66
Losing Trades 69 39 30 69 39 30
Profitability (%) 64.0625 59.375 68.75 64.0625 59.375 68.75
Ratio Avg Win / Avg Loss 0.879 0.9856 0.7672 0.6514 0.6935 0.5914
Largest Winning Trade 52945 49996 52945 158582 109558 158582
Largest Losing Trade -77424 -35777 -77424 -272483 -203880 -272483
Avg Bars in Trades 16 10 22 16 10 22
Avg Bars in Winners 16 9 22 16 9 22
Avg Bars in Losers 17 12 23 17 12 23
Bars Traded 3184 1026 2158 3184 1026 2158
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 408429 -57430 375615 -99376 -394664 -59242
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3228,
    "evaluation_days": 1614,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622073600000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760123032156,
    "expiration_time": 1764281088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 25,
            "offset": 0,
            "a": 0.62386
        }
    }
}
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": [
        [
            430349.5384306073,
            163303.1194487622,
            267046.418981845,
            413601.7046382508,
            17039.281443569,
            396562.4231946819
        ],
        [
            430.349538,
            163.303119,
            267.046419,
            413.601705,
            17.039281,
            396.562423
        ],
        [
            0.266635,
            0.101179,
            0.165456,
            0.101432,
            0.009749,
            0.099339
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92246,
            -113095,
            -97194,
            -634604,
            -536189,
            -387134
        ],
        [
            1.566963,
            1.440473,
            1.687734,
            1.161159,
            1.013641,
            1.301045
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            123,
            57,
            66,
            123,
            57,
            66
        ],
        [
            69,
            39,
            30,
            69,
            39,
            30
        ],
        [
            64.0625,
            59.375,
            68.75,
            64.0625,
            59.375,
            68.75
        ],
        [
            0.879028,
            0.985587,
            0.767152,
            0.651382,
            0.693544,
            0.591384
        ],
        [
            52945,
            49996,
            52945,
            158582,
            109558,
            158582
        ],
        [
            -77424,
            -35777,
            -77424,
            -272483,
            -203880,
            -272483
        ],
        [
            16,
            10,
            22,
            16,
            10,
            22
        ],
        [
            16,
            9,
            22,
            16,
            9,
            22
        ],
        [
            17,
            12,
            23,
            17,
            12,
            23
        ],
        [
            3184,
            1026,
            2158,
            3184,
            1026,
            2158
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408429,
            -57430,
            375615,
            -99376,
            -394664,
            -59242
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3228,
    "evaluation_days": 1614,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622073600000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760123032156,
    "expiration_time": 1764281088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 25,
            "offset": 0,
            "a": 0.62386
        }
    }
}

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)