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Trade: ICP/USDT/480/HILO/DCM/5813

Strategy
ICP/USDT/480/HILO/DCM/5813
Pair
ICP_USDT
Interval
8h
Score
414209
Daily Profit
0.250385
Profit Factor
1.852326
Profitability
49.090909
Streak
0.000000
Best Strategy
Training Data Length
1610.670000
Evaluation Time
2025-10-07 20:49
Expiration Time
2025-11-24 17:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 403287.0551 237331.6924 165955.3626 246000.6467 21386.1689 224614.4778
Total P&L (%) 403.2871 237.3317 165.9554 246.0006 21.3862 224.6145
Avg Daily Profit (%) 0.2504 0.1474 0.103 0.0771 0.012 0.0731
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151419 -162289 -35114 -208870 -175191 -88728
Profit Factor 1.8523 1.8435 1.8652 1.3884 1.0575 1.8596
Total Trades 110 55 55 110 55 55
Winning Trades 54 22 32 54 22 32
Losing Trades 56 33 23 56 33 23
Profitability (%) 49.0909 40 58.1818 49.0909 40 58.1818
Ratio Avg Win / Avg Loss 1.9209 2.7653 1.3406 1.4398 1.5862 1.3366
Largest Winning Trade 312277 312277 55500 101919 101919 100245
Largest Losing Trade -37233 -37233 -35112 -78877 -74254 -78877
Avg Bars in Trades 42 48 36 42 48 36
Avg Bars in Winners 49 55 45 49 55 45
Avg Bars in Losers 34 42 23 34 42 23
Bars Traded 4624 2640 1983 4624 2640 1983
Profit Streak 0 0 75.0763 0 0 75.0763
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414209 -176785 -231434 -89450 -522869 -271317
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4832,
    "evaluation_days": 1610.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624492800000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759859392876,
    "expiration_time": 1763998848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 103
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 133,
            "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": [
        [
            403287.0550516154,
            237331.6924396785,
            165955.3626119368,
            246000.6467230195,
            21386.1688910968,
            224614.4778319226
        ],
        [
            403.287055,
            237.331692,
            165.955363,
            246.000647,
            21.386169,
            224.614478
        ],
        [
            0.250385,
            0.14735,
            0.103035,
            0.077095,
            0.012033,
            0.073131
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151419,
            -162289,
            -35114,
            -208870,
            -175191,
            -88728
        ],
        [
            1.852326,
            1.843541,
            1.865212,
            1.388359,
            1.057471,
            1.859561
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            54,
            22,
            32,
            54,
            22,
            32
        ],
        [
            56,
            33,
            23,
            56,
            33,
            23
        ],
        [
            49.090909,
            40,
            58.181818,
            49.090909,
            40,
            58.181818
        ],
        [
            1.920931,
            2.765311,
            1.340621,
            1.43978,
            1.586206,
            1.33656
        ],
        [
            312277,
            312277,
            55500,
            101919,
            101919,
            100245
        ],
        [
            -37233,
            -37233,
            -35112,
            -78877,
            -74254,
            -78877
        ],
        [
            42,
            48,
            36,
            42,
            48,
            36
        ],
        [
            49,
            55,
            45,
            49,
            55,
            45
        ],
        [
            34,
            42,
            23,
            34,
            42,
            23
        ],
        [
            4624,
            2640,
            1983,
            4624,
            2640,
            1983
        ],
        [
            0,
            0,
            75.076306,
            0,
            0,
            75.076306
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414209,
            -176785,
            -231434,
            -89450,
            -522869,
            -271317
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4832,
    "evaluation_days": 1610.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624492800000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759859392876,
    "expiration_time": 1763998848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 103
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 133,
            "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)