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Trade: ICP/USDT/720/MIDPOINT/ZLMA/3666

Strategy
ICP/USDT/720/MIDPOINT/ZLMA/3666
Pair
ICP_USDT
Interval
12h
Score
415462
Daily Profit
0.163493
Profit Factor
1.683700
Profitability
56.470588
Streak
11.920542
Best Strategy
Training Data Length
1608.500000
Evaluation Time
2025-10-05 13:05
Expiration Time
2025-11-22 08:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 262978.9503 93550.443 169428.5073 247024.3424 92974.8274 154049.515
Total P&L (%) 262.979 93.5504 169.4285 247.0243 92.9748 154.0495
Avg Daily Profit (%) 0.1635 0.0582 0.1053 0.0774 0.0409 0.058
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79334 -43991 -120779 -370544 -132842 -449499
Profit Factor 1.6837 1.5156 1.8338 1.2116 1.192 1.2255
Total Trades 85 43 42 85 43 42
Winning Trades 48 20 28 48 20 28
Losing Trades 37 23 14 37 23 14
Profitability (%) 56.4706 46.5116 66.6667 56.4706 46.5116 66.6667
Ratio Avg Win / Avg Loss 1.2979 1.7429 0.9169 0.934 1.3708 0.6127
Largest Winning Trade 56004 56004 33082 108509 108509 75098
Largest Losing Trade -59718 -23683 -59718 -297055 -107062 -297055
Avg Bars in Trades 32 16 49 32 16 49
Avg Bars in Winners 33 14 46 33 14 46
Avg Bars in Losers 32 18 54 32 18 54
Bars Traded 2785 714 2071 2785 714 2071
Profit Streak 11.9205 11.9205 23.4205 11.9205 11.9205 23.4205
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415462 -113150 -48421 -89599 -147993 -114297
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3217,
    "evaluation_days": 1608.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1627084800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759658734820,
    "expiration_time": 1763791632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 149,
            "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": [
        [
            262978.9502739003,
            93550.4430070628,
            169428.5072668376,
            247024.3423758482,
            92974.8273751259,
            154049.5150007223
        ],
        [
            262.97895,
            93.550443,
            169.428507,
            247.024342,
            92.974827,
            154.049515
        ],
        [
            0.163493,
            0.05816,
            0.105333,
            0.077383,
            0.040878,
            0.057981
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79334,
            -43991,
            -120779,
            -370544,
            -132842,
            -449499
        ],
        [
            1.6837,
            1.515576,
            1.833833,
            1.211614,
            1.192036,
            1.225488
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            48,
            20,
            28,
            48,
            20,
            28
        ],
        [
            37,
            23,
            14,
            37,
            23,
            14
        ],
        [
            56.470588,
            46.511628,
            66.666667,
            56.470588,
            46.511628,
            66.666667
        ],
        [
            1.297852,
            1.742913,
            0.916917,
            0.933952,
            1.370842,
            0.612744
        ],
        [
            56004,
            56004,
            33082,
            108509,
            108509,
            75098
        ],
        [
            -59718,
            -23683,
            -59718,
            -297055,
            -107062,
            -297055
        ],
        [
            32,
            16,
            49,
            32,
            16,
            49
        ],
        [
            33,
            14,
            46,
            33,
            14,
            46
        ],
        [
            32,
            18,
            54,
            32,
            18,
            54
        ],
        [
            2785,
            714,
            2071,
            2785,
            714,
            2071
        ],
        [
            11.920542,
            11.920542,
            23.420542,
            11.920542,
            11.920542,
            23.420542
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415462,
            -113150,
            -48421,
            -89599,
            -147993,
            -114297
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3217,
    "evaluation_days": 1608.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1627084800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759658734820,
    "expiration_time": 1763791632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 149,
            "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)