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Trade: ICP/USDT/120/RMA/DCM/9692

Strategy
ICP/USDT/120/RMA/DCM/9692
Pair
ICP_USDT
Interval
2h
Score
409284
Daily Profit
0.175122
Profit Factor
1.605632
Profitability
51.960784
Streak
38.474777
Best Strategy
Training Data Length
1612.250000
Evaluation Time
2025-10-09 12:23
Expiration Time
2025-12-06 10:59

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 282340.2865 127247.8969 155092.3895 68028.9612 29140.2543 38888.7069
Total P&L (%) 282.3403 127.2479 155.0924 68.029 29.1403 38.8887
Avg Daily Profit (%) 0.1751 0.0789 0.0962 0.0322 0.0159 0.0204
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87590 -87453 -45572 -195991 -182255 -121280
Profit Factor 1.6056 1.5057 1.7228 1.0909 1.0722 1.1127
Total Trades 102 51 51 102 51 51
Winning Trades 53 27 26 53 27 26
Losing Trades 49 24 25 49 24 25
Profitability (%) 51.9608 52.9412 50.9804 51.9608 52.9412 50.9804
Ratio Avg Win / Avg Loss 1.4845 1.3384 1.6566 1.0085 0.953 1.0699
Largest Winning Trade 253668 253668 67356 250979 250979 74664
Largest Losing Trade -34289 -34289 -27975 -84920 -84920 -64827
Avg Bars in Trades 183 170 195 183 170 195
Avg Bars in Winners 221 174 269 221 174 269
Avg Bars in Losers 141 165 119 141 165 119
Bars Traded 18675 8683 9992 18675 8683 9992
Profit Streak 38.4748 38.4748 90.3914 38.4748 38.4748 90.3914
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409284 -264916 -240248 -268563 -496342 -443436
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19347,
    "evaluation_days": 1612.25,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622181600000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760001820733,
    "expiration_time": 1765011542400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 208,
            "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": [
        [
            282340.2864515436,
            127247.8969473452,
            155092.3895041982,
            68028.9611587695,
            29140.2542511807,
            38888.7069075887
        ],
        [
            282.340286,
            127.247897,
            155.09239,
            68.028961,
            29.140254,
            38.888707
        ],
        [
            0.175122,
            0.078926,
            0.096196,
            0.032194,
            0.015863,
            0.020377
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87590,
            -87453,
            -45572,
            -195991,
            -182255,
            -121280
        ],
        [
            1.605632,
            1.505687,
            1.722848,
            1.090858,
            1.072164,
            1.112743
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            51.960784,
            52.941176,
            50.980392,
            51.960784,
            52.941176,
            50.980392
        ],
        [
            1.484452,
            1.338388,
            1.656584,
            1.008529,
            0.953035,
            1.069946
        ],
        [
            253668,
            253668,
            67356,
            250979,
            250979,
            74664
        ],
        [
            -34289,
            -34289,
            -27975,
            -84920,
            -84920,
            -64827
        ],
        [
            183,
            170,
            195,
            183,
            170,
            195
        ],
        [
            221,
            174,
            269,
            221,
            174,
            269
        ],
        [
            141,
            165,
            119,
            141,
            165,
            119
        ],
        [
            18675,
            8683,
            9992,
            18675,
            8683,
            9992
        ],
        [
            38.474777,
            38.474777,
            90.391444,
            38.474777,
            38.474777,
            90.391444
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409284,
            -264916,
            -240248,
            -268563,
            -496342,
            -443436
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19347,
    "evaluation_days": 1612.25,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622181600000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760001820733,
    "expiration_time": 1765011542400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 208,
            "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)