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Trade: ICP/USDT/15/JMA/TEMA/1169

Strategy
ICP/USDT/15/JMA/TEMA/1169
Pair
ICP_USDT
Interval
15m
Score
317087
Daily Profit
0.334548
Profit Factor
1.568665
Profitability
42.857143
Streak
6.649138
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-13 09:34
Expiration Time
2025-12-27 08:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 103512.484 16389.42 87123.064 130080.5715 11221.9736 118858.5979
Total P&L (%) 103.5125 16.3894 87.1231 130.0806 11.222 118.8586
Avg Daily Profit (%) 0.3975 0.0629 0.3345 0.3205 0.0408 0.3012
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40406 -25559 -19422 -88332 -59654 -41650
Profit Factor 1.332 1.1033 1.5687 1.2321 1.0385 1.4418
Total Trades 265 132 133 265 132 133
Winning Trades 111 54 57 111 54 57
Losing Trades 154 78 76 154 78 76
Profitability (%) 41.8868 40.9091 42.8571 41.8868 40.9091 42.8571
Ratio Avg Win / Avg Loss 1.8479 1.5937 2.0916 1.7094 1.5001 1.9224
Largest Winning Trade 24264 17064 24264 39288 24953 39288
Largest Losing Trade -7601 -7065 -7601 -11801 -11801 -11174
Avg Bars in Trades 92 93 91 92 93 91
Avg Bars in Winners 150 156 144 150 156 144
Avg Bars in Losers 51 50 51 51 50 51
Bars Traded 24522 12395 12127 24522 12395 12127
Profit Streak 2.5762 0 6.6491 2.5762 0 6.6491
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 215640 -229079 317087 169971 -448301 278918
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737837900000,
    "first_datapoint_time": 1738051200000,
    "last_datapoint_time": 1760337000000,
    "evaluation_time": 1760337285516,
    "expiration_time": 1766817000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 83,
            "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": [
        [
            103512.4840337978,
            16389.4200231477,
            87123.0640106499,
            130080.5715253259,
            11221.9736303425,
            118858.5978949833
        ],
        [
            103.512484,
            16.38942,
            87.123064,
            130.080572,
            11.221974,
            118.858598
        ],
        [
            0.397483,
            0.062935,
            0.334548,
            0.32048,
            0.040849,
            0.301219
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40406,
            -25559,
            -19422,
            -88332,
            -59654,
            -41650
        ],
        [
            1.33196,
            1.103328,
            1.568665,
            1.232073,
            1.038501,
            1.441784
        ],
        [
            265,
            132,
            133,
            265,
            132,
            133
        ],
        [
            111,
            54,
            57,
            111,
            54,
            57
        ],
        [
            154,
            78,
            76,
            154,
            78,
            76
        ],
        [
            41.886792,
            40.909091,
            42.857143,
            41.886792,
            40.909091,
            42.857143
        ],
        [
            1.847944,
            1.593696,
            2.091553,
            1.709363,
            1.500057,
            1.922378
        ],
        [
            24264,
            17064,
            24264,
            39288,
            24953,
            39288
        ],
        [
            -7601,
            -7065,
            -7601,
            -11801,
            -11801,
            -11174
        ],
        [
            92,
            93,
            91,
            92,
            93,
            91
        ],
        [
            150,
            156,
            144,
            150,
            156,
            144
        ],
        [
            51,
            50,
            51,
            51,
            50,
            51
        ],
        [
            24522,
            12395,
            12127,
            24522,
            12395,
            12127
        ],
        [
            2.576221,
            0,
            6.649138,
            2.576221,
            0,
            6.649138
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            215640,
            -229079,
            317087,
            169971,
            -448301,
            278918
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737837900000,
    "first_datapoint_time": 1738051200000,
    "last_datapoint_time": 1760337000000,
    "evaluation_time": 1760337285516,
    "expiration_time": 1766817000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 83,
            "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)