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Trade: ICP/USDT/15/KCU/SWMA/3684

Strategy
ICP/USDT/15/KCU/SWMA/3684
Pair
ICP_USDT
Interval
15m
Score
393254
Daily Profit
0.246417
Profit Factor
1.951383
Profitability
52.631579
Streak
11.645070
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 12:28
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 68655.9968 4484.0345 64171.9623 69872.5784 -93.9578 69966.5363
Total P&L (%) 68.656 4.484 64.172 69.8726 -0.094 69.9665
Avg Daily Profit (%) 0.2636 0.0172 0.2464 0.2037 -0.0004 0.2039
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29197 -18396 -22375 -57511 -28216 -44487
Profit Factor 1.5822 1.0888 1.9514 1.3478 0.9989 1.5948
Total Trades 77 39 38 77 39 38
Winning Trades 40 20 20 40 20 20
Losing Trades 37 19 18 37 19 18
Profitability (%) 51.9481 51.2821 52.6316 51.9481 51.2821 52.6316
Ratio Avg Win / Avg Loss 1.4635 1.0344 1.7562 1.2467 0.9489 1.4354
Largest Winning Trade 36832 17162 36832 38331 23133 38331
Largest Losing Trade -12168 -6981 -12168 -25158 -11679 -25158
Avg Bars in Trades 307 58 562 307 58 562
Avg Bars in Winners 442 62 823 442 62 823
Avg Bars in Losers 160 53 273 160 53 273
Bars Traded 23651 2272 21378 23651 2272 21378
Profit Streak 0 0 11.6451 0 0 11.6451
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -37536 -459640 393254 -39400 -581986 328530

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": 1736410500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758792534035,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 204,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 82,
            "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": [
        [
            68655.9967903778,
            4484.0345367783,
            64171.9622535995,
            69872.5784255168,
            -93.9578481276,
            69966.5362736445
        ],
        [
            68.655997,
            4.484035,
            64.171962,
            69.872578,
            -0.093958,
            69.966536
        ],
        [
            0.263636,
            0.017218,
            0.246417,
            0.203678,
            -0.000361,
            0.203891
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29197,
            -18396,
            -22375,
            -57511,
            -28216,
            -44487
        ],
        [
            1.582197,
            1.088838,
            1.951383,
            1.347799,
            0.998872,
            1.594846
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            51.948052,
            51.282051,
            52.631579,
            51.948052,
            51.282051,
            52.631579
        ],
        [
            1.463532,
            1.034396,
            1.756244,
            1.246715,
            0.948928,
            1.435362
        ],
        [
            36832,
            17162,
            36832,
            38331,
            23133,
            38331
        ],
        [
            -12168,
            -6981,
            -12168,
            -25158,
            -11679,
            -25158
        ],
        [
            307,
            58,
            562,
            307,
            58,
            562
        ],
        [
            442,
            62,
            823,
            442,
            62,
            823
        ],
        [
            160,
            53,
            273,
            160,
            53,
            273
        ],
        [
            23651,
            2272,
            21378,
            23651,
            2272,
            21378
        ],
        [
            0,
            0,
            11.64507,
            0,
            0,
            11.64507
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -37536,
            -459640,
            393254,
            -39400,
            -581986,
            328530
        ]
    ]
}
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": 1736410500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758792534035,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 204,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 82,
            "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)