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Trade: ICP/USDT/360/BBM/DEMA/9920

Strategy
ICP/USDT/360/BBM/DEMA/9920
Pair
ICP_USDT
Interval
6h
Score
359991
Daily Profit
0.205248
Profit Factor
1.854483
Profitability
46.226415
Streak
0.000000
Best Strategy
Training Data Length
1612.750000
Evaluation Time
2025-10-09 20:09
Expiration Time
2025-11-26 23:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 331013.3761 96565.7175 234447.6586 674275.0163 193392.7127 480882.3036
Total P&L (%) 331.0134 96.5657 234.4477 674.275 193.3927 480.8823
Avg Daily Profit (%) 0.2052 0.0599 0.1454 0.127 0.0668 0.1092
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46047 -83028 -43906 -297886 -197921 -227301
Profit Factor 1.8545 1.4069 2.5624 1.5463 1.2911 1.8441
Total Trades 106 53 53 106 53 53
Winning Trades 49 20 29 49 20 29
Losing Trades 57 33 24 57 33 24
Profitability (%) 46.2264 37.7358 54.717 46.2264 37.7358 54.717
Ratio Avg Win / Avg Loss 2.1573 2.3214 2.1206 1.7988 2.1302 1.5262
Largest Winning Trade 114145 114145 59884 208772 168655 208772
Largest Losing Trade -25916 -25916 -16397 -126789 -110430 -126789
Avg Bars in Trades 59 41 77 59 41 77
Avg Bars in Winners 88 54 111 88 54 111
Avg Bars in Losers 34 33 36 34 33 36
Bars Traded 6292 2174 4118 6292 2174 4118
Profit Streak 0 0 79.9649 0 0 79.9649
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359991 -295948 -172168 -21552 -287474 -221848
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6451,
    "evaluation_days": 1612.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622440800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760029768603,
    "expiration_time": 1764191448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 239,
            "offset": 0,
            "std": 1.43362
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 82,
            "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": [
        [
            331013.3760533411,
            96565.7174658189,
            234447.6585875222,
            674275.0163308353,
            193392.712743638,
            480882.3035871972
        ],
        [
            331.013376,
            96.565717,
            234.447659,
            674.275016,
            193.392713,
            480.882304
        ],
        [
            0.205248,
            0.059876,
            0.145371,
            0.126992,
            0.066762,
            0.109151
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46047,
            -83028,
            -43906,
            -297886,
            -197921,
            -227301
        ],
        [
            1.854483,
            1.406881,
            2.562432,
            1.546346,
            1.29105,
            1.844117
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            49,
            20,
            29,
            49,
            20,
            29
        ],
        [
            57,
            33,
            24,
            57,
            33,
            24
        ],
        [
            46.226415,
            37.735849,
            54.716981,
            46.226415,
            37.735849,
            54.716981
        ],
        [
            2.157255,
            2.321354,
            2.120633,
            1.798811,
            2.130232,
            1.526166
        ],
        [
            114145,
            114145,
            59884,
            208772,
            168655,
            208772
        ],
        [
            -25916,
            -25916,
            -16397,
            -126789,
            -110430,
            -126789
        ],
        [
            59,
            41,
            77,
            59,
            41,
            77
        ],
        [
            88,
            54,
            111,
            88,
            54,
            111
        ],
        [
            34,
            33,
            36,
            34,
            33,
            36
        ],
        [
            6292,
            2174,
            4118,
            6292,
            2174,
            4118
        ],
        [
            0,
            0,
            79.964914,
            0,
            0,
            79.964914
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359991,
            -295948,
            -172168,
            -21552,
            -287474,
            -221848
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6451,
    "evaluation_days": 1612.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622440800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760029768603,
    "expiration_time": 1764191448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 239,
            "offset": 0,
            "std": 1.43362
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 82,
            "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)