← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ICP/USDT/15/SINWMA/KCL/4346

Strategy
ICP/USDT/15/SINWMA/KCL/4346
Pair
ICP_USDT
Interval
15m
Score
403886
Daily Profit
0.267851
Profit Factor
1.820668
Profitability
52.272727
Streak
12.040245
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 05:12
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 80027.9183 10274.0961 69753.8222 92653.0905 10952.0125 81701.078
Total P&L (%) 80.0279 10.2741 69.7538 92.6531 10.952 81.7011
Avg Daily Profit (%) 0.3073 0.0395 0.2679 0.2521 0.0399 0.2296
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24310 -21054 -17777 -33428 -27040 -31118
Profit Factor 1.5455 1.1665 1.8207 1.4234 1.1186 1.646
Total Trades 89 45 44 89 45 44
Winning Trades 43 20 23 43 20 23
Losing Trades 46 25 21 46 25 21
Profitability (%) 48.3146 44.4444 52.2727 48.3146 44.4444 52.2727
Ratio Avg Win / Avg Loss 1.6534 1.4582 1.6623 1.5227 1.3982 1.5029
Largest Winning Trade 24582 16424 24582 26972 23421 26972
Largest Losing Trade -8520 -5793 -8520 -12425 -8140 -12425
Avg Bars in Trades 266 73 464 266 73 464
Avg Bars in Winners 389 94 647 389 94 647
Avg Bars in Losers 151 57 263 151 57 263
Bars Traded 23741 3323 20418 23741 3323 20418
Profit Streak 0 0 12.0402 0 0 12.0402
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339132 -338294 403886 295278 -369322 380567

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736408700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758852777196,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 75,
            "offset": 127
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 150,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            80027.9183182155,
            10274.0961254502,
            69753.8221927654,
            92653.090490738,
            10952.0125317473,
            81701.0779589907
        ],
        [
            80.027918,
            10.274096,
            69.753822,
            92.65309,
            10.952013,
            81.701078
        ],
        [
            0.307303,
            0.039452,
            0.267851,
            0.252111,
            0.039916,
            0.229582
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24310,
            -21054,
            -17777,
            -33428,
            -27040,
            -31118
        ],
        [
            1.545544,
            1.166524,
            1.820668,
            1.423401,
            1.118581,
            1.646003
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            48.314607,
            44.444444,
            52.272727,
            48.314607,
            44.444444,
            52.272727
        ],
        [
            1.653373,
            1.458155,
            1.662349,
            1.522708,
            1.398226,
            1.502872
        ],
        [
            24582,
            16424,
            24582,
            26972,
            23421,
            26972
        ],
        [
            -8520,
            -5793,
            -8520,
            -12425,
            -8140,
            -12425
        ],
        [
            266,
            73,
            464,
            266,
            73,
            464
        ],
        [
            389,
            94,
            647,
            389,
            94,
            647
        ],
        [
            151,
            57,
            263,
            151,
            57,
            263
        ],
        [
            23741,
            3323,
            20418,
            23741,
            3323,
            20418
        ],
        [
            0,
            0,
            12.040245,
            0,
            0,
            12.040245
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339132,
            -338294,
            403886,
            295278,
            -369322,
            380567
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736408700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758852777196,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 75,
            "offset": 127
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 150,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)