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Trade: ICP/USDT/480/T3/ZLMA/9916

Strategy
ICP/USDT/480/T3/ZLMA/9916
Pair
ICP_USDT
Interval
8h
Score
361118
Daily Profit
0.169699
Profit Factor
1.461829
Profitability
47.619048
Streak
25.471246
Best Strategy
Training Data Length
1609.330000
Evaluation Time
2025-10-06 06:18
Expiration Time
2025-11-23 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 273101.8521 95444.6527 177657.1994 231673.0344 58297.0679 173375.9665
Total P&L (%) 273.1019 95.4447 177.6572 231.673 58.2971 173.376
Avg Daily Profit (%) 0.1697 0.0593 0.1104 0.0745 0.0285 0.0625
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102300 -82804 -44561 -608769 -419494 -326089
Profit Factor 1.4618 1.3169 1.6122 1.1159 1.0557 1.182
Total Trades 147 74 73 147 74 73
Winning Trades 70 32 38 70 32 38
Losing Trades 77 42 35 77 42 35
Profitability (%) 47.619 43.2432 52.0548 47.619 43.2432 52.0548
Ratio Avg Win / Avg Loss 1.608 1.7285 1.4849 1.2275 1.3856 1.0887
Largest Winning Trade 119299 119299 58345 189880 189880 180298
Largest Losing Trade -36027 -27471 -36027 -183935 -183935 -115263
Avg Bars in Trades 31 23 38 31 23 38
Avg Bars in Winners 42 28 54 42 28 54
Avg Bars in Losers 20 19 21 20 19 21
Bars Traded 4559 1732 2827 4559 1732 2827
Profit Streak 25.4712 25.4712 27.1379 25.4712 25.4712 27.1379
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361118 -178697 -114826 -185977 -381028 -200918
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4828,
    "evaluation_days": 1609.33,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623196800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759720715668,
    "expiration_time": 1763880192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 23,
            "offset": 0,
            "a": 0.72538
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 88,
            "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": [
        [
            273101.8520629529,
            95444.6526972631,
            177657.1993656902,
            231673.0344119372,
            58297.0679291617,
            173375.9664827758
        ],
        [
            273.101852,
            95.444653,
            177.657199,
            231.673034,
            58.297068,
            173.375966
        ],
        [
            0.169699,
            0.059307,
            0.110392,
            0.07453,
            0.028544,
            0.06251
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102300,
            -82804,
            -44561,
            -608769,
            -419494,
            -326089
        ],
        [
            1.461829,
            1.316935,
            1.61219,
            1.115907,
            1.05572,
            1.182017
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            70,
            32,
            38,
            70,
            32,
            38
        ],
        [
            77,
            42,
            35,
            77,
            42,
            35
        ],
        [
            47.619048,
            43.243243,
            52.054795,
            47.619048,
            43.243243,
            52.054795
        ],
        [
            1.608011,
            1.728477,
            1.484912,
            1.227498,
            1.385632,
            1.0887
        ],
        [
            119299,
            119299,
            58345,
            189880,
            189880,
            180298
        ],
        [
            -36027,
            -27471,
            -36027,
            -183935,
            -183935,
            -115263
        ],
        [
            31,
            23,
            38,
            31,
            23,
            38
        ],
        [
            42,
            28,
            54,
            42,
            28,
            54
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            4559,
            1732,
            2827,
            4559,
            1732,
            2827
        ],
        [
            25.471246,
            25.471246,
            27.137913,
            25.471246,
            25.471246,
            27.137913
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361118,
            -178697,
            -114826,
            -185977,
            -381028,
            -200918
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4828,
    "evaluation_days": 1609.33,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623196800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759720715668,
    "expiration_time": 1763880192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 23,
            "offset": 0,
            "a": 0.72538
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 88,
            "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)