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Trade: ICP/USDT/15/VWAP/BBL/2635

Strategy
ICP/USDT/15/VWAP/BBL/2635
Pair
ICP_USDT
Interval
15m
Score
434871
Daily Profit
0.219446
Profit Factor
2.445211
Profitability
62.068966
Streak
15.358823
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 11:51
Expiration Time
2025-12-21 10:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 49773.6507 -7374.5378 57148.1884 51785.7129 -7179.4725 58965.1855
Total P&L (%) 49.7737 -7.3745 57.1482 51.7857 -7.1795 58.9652
Avg Daily Profit (%) 0.1911 -0.0283 0.2194 0.1604 -0.0286 0.1781
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23322 -11031 -19877 -39625 -14546 -34851
Profit Factor 1.7331 0.7399 2.4452 1.5244 0.8008 1.9402
Total Trades 59 30 29 59 30 29
Winning Trades 34 16 18 34 16 18
Losing Trades 25 14 11 25 14 11
Profitability (%) 57.6271 53.3333 62.069 57.6271 53.3333 62.069
Ratio Avg Win / Avg Loss 1.2743 0.6474 1.4943 1.1209 0.7007 1.1857
Largest Winning Trade 17907 3154 17907 20244 4928 20244
Largest Losing Trade -17195 -11031 -17195 -28996 -12337 -28996
Avg Bars in Trades 392 10 788 392 10 788
Avg Bars in Winners 355 7 664 355 7 664
Avg Bars in Losers 443 13 990 443 13 990
Bars Traded 23158 300 22858 23158 300 22858
Profit Streak 0 0 15.3588 0 0 15.3588
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -171540 -581233 434871 -172383 -581233 391437
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737327600000,
    "first_datapoint_time": 1737458100000,
    "last_datapoint_time": 1759826700000,
    "evaluation_time": 1759827102282,
    "expiration_time": 1766306700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 146,
            "offset": 0,
            "std": 1.97381
        }
    }
}
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": [
        [
            49773.650673796,
            -7374.5377735112,
            57148.1884473072,
            51785.7129238951,
            -7179.4725297995,
            58965.1854536946
        ],
        [
            49.773651,
            -7.374538,
            57.148188,
            51.785713,
            -7.179473,
            58.965185
        ],
        [
            0.191128,
            -0.028318,
            0.219446,
            0.160369,
            -0.028604,
            0.178146
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23322,
            -11031,
            -19877,
            -39625,
            -14546,
            -34851
        ],
        [
            1.733079,
            0.739908,
            2.445211,
            1.524409,
            0.800762,
            1.940192
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            25,
            14,
            11,
            25,
            14,
            11
        ],
        [
            57.627119,
            53.333333,
            62.068966,
            57.627119,
            53.333333,
            62.068966
        ],
        [
            1.274323,
            0.64742,
            1.494296,
            1.120889,
            0.700666,
            1.185673
        ],
        [
            17907,
            3154,
            17907,
            20244,
            4928,
            20244
        ],
        [
            -17195,
            -11031,
            -17195,
            -28996,
            -12337,
            -28996
        ],
        [
            392,
            10,
            788,
            392,
            10,
            788
        ],
        [
            355,
            7,
            664,
            355,
            7,
            664
        ],
        [
            443,
            13,
            990,
            443,
            13,
            990
        ],
        [
            23158,
            300,
            22858,
            23158,
            300,
            22858
        ],
        [
            0,
            0,
            15.358823,
            0,
            0,
            15.358823
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -171540,
            -581233,
            434871,
            -172383,
            -581233,
            391437
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737327600000,
    "first_datapoint_time": 1737458100000,
    "last_datapoint_time": 1759826700000,
    "evaluation_time": 1759827102282,
    "expiration_time": 1766306700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 146,
            "offset": 0,
            "std": 1.97381
        }
    }
}

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)