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Trade: ICP/USDT/15/DCU/KCU/1623

Strategy
ICP/USDT/15/DCU/KCU/1623
Pair
ICP_USDT
Interval
15m
Score
379471
Daily Profit
0.201165
Profit Factor
2.207996
Profitability
51.612903
Streak
9.534271
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 13:34
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 40857.4818 -11529.8341 52387.3159 39378.3405 -15202.5393 54580.8798
Total P&L (%) 40.8575 -11.5298 52.3873 39.3783 -15.2025 54.5809
Avg Daily Profit (%) 0.1569 -0.0443 0.2012 0.1276 -0.0633 0.1674
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26041 -11736 -21755 -39934 -15398 -32280
Profit Factor 1.5792 0.5758 2.208 1.401 0.5709 1.8695
Total Trades 62 31 31 62 31 31
Winning Trades 30 14 16 30 14 16
Losing Trades 32 17 15 32 17 15
Profitability (%) 48.3871 45.1613 51.6129 48.3871 45.1613 51.6129
Ratio Avg Win / Avg Loss 1.6844 0.6992 2.07 1.4944 0.6933 1.7526
Largest Winning Trade 19430 2821 19430 26321 3540 26321
Largest Losing Trade -15023 -4986 -15023 -21788 -4973 -21788
Avg Bars in Trades 375 25 725 375 25 725
Avg Bars in Winners 409 31 739 409 31 739
Avg Bars in Losers 344 21 710 344 21 710
Bars Traded 23303 802 22501 23303 802 22501
Profit Streak 5.3884 0 9.5343 5.3884 0 9.5343
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151806 -583261 379471 -184095 -583261 350822
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": 1736430300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758969261053,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 170,
            "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": [
        [
            40857.481825266,
            -11529.834079878,
            52387.315905144,
            39378.3405493987,
            -15202.5392512795,
            54580.8798006782
        ],
        [
            40.857482,
            -11.529834,
            52.387316,
            39.378341,
            -15.202539,
            54.58088
        ],
        [
            0.156891,
            -0.044274,
            0.201165,
            0.127576,
            -0.063303,
            0.167388
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26041,
            -11736,
            -21755,
            -39934,
            -15398,
            -32280
        ],
        [
            1.57915,
            0.5758,
            2.207996,
            1.400976,
            0.57092,
            1.869459
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            48.387097,
            45.16129,
            51.612903,
            48.387097,
            45.16129,
            51.612903
        ],
        [
            1.684427,
            0.699185,
            2.069996,
            1.494374,
            0.69326,
            1.752618
        ],
        [
            19430,
            2821,
            19430,
            26321,
            3540,
            26321
        ],
        [
            -15023,
            -4986,
            -15023,
            -21788,
            -4973,
            -21788
        ],
        [
            375,
            25,
            725,
            375,
            25,
            725
        ],
        [
            409,
            31,
            739,
            409,
            31,
            739
        ],
        [
            344,
            21,
            710,
            344,
            21,
            710
        ],
        [
            23303,
            802,
            22501,
            23303,
            802,
            22501
        ],
        [
            5.388438,
            0,
            9.534271,
            5.388438,
            0,
            9.534271
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151806,
            -583261,
            379471,
            -184095,
            -583261,
            350822
        ]
    ]
}
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": 1736430300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758969261053,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 170,
            "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)