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Trade: ICP/USDT/15/DCM/KCL/1363

Strategy
ICP/USDT/15/DCM/KCL/1363
Pair
ICP_USDT
Interval
15m
Score
576517
Daily Profit
0.313070
Profit Factor
4.186827
Profitability
58.620690
Streak
18.668273
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-13 02:47
Expiration Time
2025-12-27 01:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 77762.6251 -3766.9449 81529.57 103845.397 -12633.6935 116479.0905
Total P&L (%) 77.7626 -3.7669 81.5296 103.8454 -12.6337 116.4791
Avg Daily Profit (%) 0.2986 -0.0145 0.3131 0.2739 -0.0518 0.297
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -17106 -12241 -12125 -30693 -27557 -22412
Profit Factor 2.5129 0.8541 4.1868 2.0984 0.7438 3.5753
Total Trades 58 29 29 58 29 29
Winning Trades 30 13 17 30 13 17
Losing Trades 28 16 12 28 16 12
Profitability (%) 51.7241 44.8276 58.6207 51.7241 44.8276 58.6207
Ratio Avg Win / Avg Loss 2.3454 1.0512 2.9554 1.9585 0.9155 2.5238
Largest Winning Trade 14854 3406 14854 22878 6195 22878
Largest Losing Trade -10881 -10458 -10881 -23810 -23810 -20391
Avg Bars in Trades 426 30 822 426 30 822
Avg Bars in Winners 787 19 1375 787 19 1375
Avg Bars in Losers 39 39 39 39 39 39
Bars Traded 24753 887 23866 24753 887 23866
Profit Streak 0 0 18.6683 0 0 18.6683
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -167417 -582295 576517 -168429 -584240 555433
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737812700000,
    "first_datapoint_time": 1737994500000,
    "last_datapoint_time": 1760311800000,
    "evaluation_time": 1760312838765,
    "expiration_time": 1766791800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            77762.6250699215,
            -3766.9448819964,
            81529.5699519179,
            103845.397039303,
            -12633.6934509921,
            116479.0904902952
        ],
        [
            77.762625,
            -3.766945,
            81.52957,
            103.845397,
            -12.633693,
            116.47909
        ],
        [
            0.298605,
            -0.014465,
            0.31307,
            0.273852,
            -0.051849,
            0.297009
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -17106,
            -12241,
            -12125,
            -30693,
            -27557,
            -22412
        ],
        [
            2.512876,
            0.854092,
            4.186827,
            2.098389,
            0.743815,
            3.575341
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            28,
            16,
            12,
            28,
            16,
            12
        ],
        [
            51.724138,
            44.827586,
            58.62069,
            51.724138,
            44.827586,
            58.62069
        ],
        [
            2.345351,
            1.05119,
            2.955407,
            1.958497,
            0.915465,
            2.52377
        ],
        [
            14854,
            3406,
            14854,
            22878,
            6195,
            22878
        ],
        [
            -10881,
            -10458,
            -10881,
            -23810,
            -23810,
            -20391
        ],
        [
            426,
            30,
            822,
            426,
            30,
            822
        ],
        [
            787,
            19,
            1375,
            787,
            19,
            1375
        ],
        [
            39,
            39,
            39,
            39,
            39,
            39
        ],
        [
            24753,
            887,
            23866,
            24753,
            887,
            23866
        ],
        [
            0,
            0,
            18.668273,
            0,
            0,
            18.668273
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167417,
            -582295,
            576517,
            -168429,
            -584240,
            555433
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737812700000,
    "first_datapoint_time": 1737994500000,
    "last_datapoint_time": 1760311800000,
    "evaluation_time": 1760312838765,
    "expiration_time": 1766791800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)