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Trade: ICP/USDT/15/DCU/KCL/7691

Strategy
ICP/USDT/15/DCU/KCL/7691
Pair
ICP_USDT
Interval
15m
Score
342053
Daily Profit
0.252641
Profit Factor
1.670986
Profitability
60.416667
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 07:28
Expiration Time
2025-12-19 06:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 51601.6139 -14191.0472 65792.6611 51329.8827 -25560.616 76890.4987
Total P&L (%) 51.6016 -14.191 65.7927 51.3299 -25.5606 76.8905
Avg Daily Profit (%) 0.1981 -0.0545 0.2526 0.1592 -0.1133 0.2193
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43575 -25766 -30231 -70311 -37853 -47745
Profit Factor 1.2926 0.8187 1.671 1.1945 0.7779 1.5164
Total Trades 193 97 96 193 97 96
Winning Trades 107 49 58 107 49 58
Losing Trades 86 48 38 86 48 38
Profitability (%) 55.4404 50.5155 60.4167 55.4404 50.5155 60.4167
Ratio Avg Win / Avg Loss 1.039 0.802 1.0948 0.96 0.762 0.9935
Largest Winning Trade 12082 8224 12082 17604 10295 17604
Largest Losing Trade -12266 -10835 -12266 -20476 -15227 -20476
Avg Bars in Trades 123 27 221 123 27 221
Avg Bars in Winners 110 24 182 110 24 182
Avg Bars in Losers 140 30 281 140 30 281
Bars Traded 23918 2661 21257 23918 2661 21257
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 242565 -582124 342053 -1935 -582124 258562
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737138600000,
    "first_datapoint_time": 1737325800000,
    "last_datapoint_time": 1759637700000,
    "evaluation_time": 1759638511325,
    "expiration_time": 1766117700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 209,
            "offset": 184,
            "scalar": 2
        }
    }
}
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": [
        [
            51601.6139131882,
            -14191.0472205454,
            65792.6611337336,
            51329.8827058099,
            -25560.6160060847,
            76890.4987118945
        ],
        [
            51.601614,
            -14.191047,
            65.792661,
            51.329883,
            -25.560616,
            76.890499
        ],
        [
            0.198148,
            -0.054493,
            0.252641,
            0.159213,
            -0.113285,
            0.219256
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43575,
            -25766,
            -30231,
            -70311,
            -37853,
            -47745
        ],
        [
            1.292648,
            0.818698,
            1.670986,
            1.194464,
            0.777866,
            1.516433
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            107,
            49,
            58,
            107,
            49,
            58
        ],
        [
            86,
            48,
            38,
            86,
            48,
            38
        ],
        [
            55.440415,
            50.515464,
            60.416667,
            55.440415,
            50.515464,
            60.416667
        ],
        [
            1.038951,
            0.80199,
            1.094784,
            0.960036,
            0.761991,
            0.993525
        ],
        [
            12082,
            8224,
            12082,
            17604,
            10295,
            17604
        ],
        [
            -12266,
            -10835,
            -12266,
            -20476,
            -15227,
            -20476
        ],
        [
            123,
            27,
            221,
            123,
            27,
            221
        ],
        [
            110,
            24,
            182,
            110,
            24,
            182
        ],
        [
            140,
            30,
            281,
            140,
            30,
            281
        ],
        [
            23918,
            2661,
            21257,
            23918,
            2661,
            21257
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            242565,
            -582124,
            342053,
            -1935,
            -582124,
            258562
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737138600000,
    "first_datapoint_time": 1737325800000,
    "last_datapoint_time": 1759637700000,
    "evaluation_time": 1759638511325,
    "expiration_time": 1766117700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 209,
            "offset": 184,
            "scalar": 2
        }
    }
}

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)