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Trade: ICP/USDT/5/SMA/RMA/4351

Strategy
ICP/USDT/5/SMA/RMA/4351
Pair
ICP_USDT
Interval
5m
Score
713003
Daily Profit
0.694078
Profit Factor
3.624616
Profitability
61.363636
Streak
9.164747
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 23:12
Expiration Time
2025-12-27 22:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 85466.9046 22369.1652 63097.7394 116378.7109 34085.1723 82293.5386
Total P&L (%) 85.4669 22.3692 63.0977 116.3787 34.0852 82.2935
Avg Daily Profit (%) 0.9845 0.2577 0.7268 0.8931 0.3384 0.6941
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -13141 -13694 -11879 -14736 -18474 -13264
Profit Factor 2.2849 1.5589 3.3819 2.4233 1.6761 3.6246
Total Trades 89 45 44 89 45 44
Winning Trades 49 22 27 49 22 27
Losing Trades 40 23 17 40 23 17
Profitability (%) 55.0562 48.8889 61.3636 55.0562 48.8889 61.3636
Ratio Avg Win / Avg Loss 1.8652 1.6297 2.1293 1.9782 1.7523 2.2822
Largest Winning Trade 31160 14418 31160 44928 27267 44928
Largest Losing Trade -8768 -7411 -8768 -9769 -9769 -9696
Avg Bars in Trades 275 284 265 275 284 265
Avg Bars in Winners 249 233 262 249 233 262
Avg Bars in Losers 306 333 271 306 333 271
Bars Traded 24505 12812 11693 24505 12812 11693
Profit Streak 4.8418 4.8418 9.1647 4.8418 4.8418 9.1647
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 638305 154941 695026 645062 286339 713003
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752886200000,
    "first_datapoint_time": 1752942600000,
    "last_datapoint_time": 1760385900000,
    "evaluation_time": 1760386334170,
    "expiration_time": 1766865900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 150,
            "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": [
        [
            85466.9046137219,
            22369.1652072131,
            63097.7394065088,
            116378.7109004265,
            34085.1723041887,
            82293.5385962378
        ],
        [
            85.466905,
            22.369165,
            63.097739,
            116.378711,
            34.085172,
            82.293539
        ],
        [
            0.984528,
            0.25768,
            0.726849,
            0.893102,
            0.338442,
            0.694078
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -13141,
            -13694,
            -11879,
            -14736,
            -18474,
            -13264
        ],
        [
            2.284917,
            1.55888,
            3.381895,
            2.423309,
            1.676135,
            3.624616
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            55.05618,
            48.888889,
            61.363636,
            55.05618,
            48.888889,
            61.363636
        ],
        [
            1.865238,
            1.629739,
            2.129341,
            1.978211,
            1.752323,
            2.282166
        ],
        [
            31160,
            14418,
            31160,
            44928,
            27267,
            44928
        ],
        [
            -8768,
            -7411,
            -8768,
            -9769,
            -9769,
            -9696
        ],
        [
            275,
            284,
            265,
            275,
            284,
            265
        ],
        [
            249,
            233,
            262,
            249,
            233,
            262
        ],
        [
            306,
            333,
            271,
            306,
            333,
            271
        ],
        [
            24505,
            12812,
            11693,
            24505,
            12812,
            11693
        ],
        [
            4.841831,
            4.841831,
            9.164747,
            4.841831,
            4.841831,
            9.164747
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            638305,
            154941,
            695026,
            645062,
            286339,
            713003
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752886200000,
    "first_datapoint_time": 1752942600000,
    "last_datapoint_time": 1760385900000,
    "evaluation_time": 1760386334170,
    "expiration_time": 1766865900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 150,
            "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)