← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ICP/USDT/15/OHLC4/KCL/3417

Strategy
ICP/USDT/15/OHLC4/KCL/3417
Pair
ICP_USDT
Interval
15m
Score
431982
Daily Profit
0.233424
Profit Factor
1.396044
Profitability
82.934132
Streak
7.277034
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 00:53
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 47546.5831 -13241.6517 60788.2348 38926.674 -24225.4122 63152.0863
Total P&L (%) 47.5466 -13.2417 60.7882 38.9267 -24.2254 63.1521
Avg Daily Profit (%) 0.1826 -0.0508 0.2334 0.1263 -0.1065 0.1881
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40814 -35750 -34001 -60829 -48740 -51666
Profit Factor 1.1631 0.9041 1.396 1.0997 0.8674 1.3039
Total Trades 668 334 334 668 334 334
Winning Trades 495 218 277 495 218 277
Losing Trades 173 116 57 173 116 57
Profitability (%) 74.1018 65.2695 82.9341 74.1018 65.2695 82.9341
Ratio Avg Win / Avg Loss 0.4065 0.4811 0.2873 0.3843 0.4615 0.2683
Largest Winning Trade 7488 4324 7488 8015 5711 8015
Largest Losing Trade -21478 -17957 -21478 -34606 -25663 -34606
Avg Bars in Trades 36 15 58 36 15 58
Avg Bars in Winners 16 5 25 16 5 25
Avg Bars in Losers 94 34 215 94 34 215
Bars Traded 24671 5188 19483 24671 5188 19483
Profit Streak 3.225 3.225 7.277 3.225 3.225 7.277
Trades During Streak 4 2 8 4 2 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -31300 -578927 431982 -133621 -579204 403456

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": 1736424900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758923635717,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 220,
            "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": [
        [
            47546.5831192699,
            -13241.6516672783,
            60788.2347865481,
            38926.6740333414,
            -24225.4122344864,
            63152.086267828
        ],
        [
            47.546583,
            -13.241652,
            60.788235,
            38.926674,
            -24.225412,
            63.152086
        ],
        [
            0.182577,
            -0.050847,
            0.233424,
            0.126328,
            -0.106466,
            0.188147
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40814,
            -35750,
            -34001,
            -60829,
            -48740,
            -51666
        ],
        [
            1.163077,
            0.904095,
            1.396044,
            1.099701,
            0.86736,
            1.303919
        ],
        [
            668,
            334,
            334,
            668,
            334,
            334
        ],
        [
            495,
            218,
            277,
            495,
            218,
            277
        ],
        [
            173,
            116,
            57,
            173,
            116,
            57
        ],
        [
            74.101796,
            65.269461,
            82.934132,
            74.101796,
            65.269461,
            82.934132
        ],
        [
            0.40649,
            0.481078,
            0.287273,
            0.38434,
            0.461531,
            0.268315
        ],
        [
            7488,
            4324,
            7488,
            8015,
            5711,
            8015
        ],
        [
            -21478,
            -17957,
            -21478,
            -34606,
            -25663,
            -34606
        ],
        [
            36,
            15,
            58,
            36,
            15,
            58
        ],
        [
            16,
            5,
            25,
            16,
            5,
            25
        ],
        [
            94,
            34,
            215,
            94,
            34,
            215
        ],
        [
            24671,
            5188,
            19483,
            24671,
            5188,
            19483
        ],
        [
            3.22495,
            3.22495,
            7.277034,
            3.22495,
            3.22495,
            7.277034
        ],
        [
            4,
            2,
            8,
            4,
            2,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -31300,
            -578927,
            431982,
            -133621,
            -579204,
            403456
        ]
    ]
}
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": 1736424900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758923635717,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 220,
            "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)