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Trade: ICP/USDT/15/T3/KCL/3121

Strategy
ICP/USDT/15/T3/KCL/3121
Pair
ICP_USDT
Interval
15m
Score
537833
Daily Profit
0.318177
Profit Factor
2.476111
Profitability
70.000000
Streak
49.754196
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 21:21
Expiration Time
2025-12-18 20:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 89042.6631 6183.1363 82859.5268 114835.3202 6853.8298 107981.4904
Total P&L (%) 89.0427 6.1831 82.8595 114.8353 6.8538 107.9815
Avg Daily Profit (%) 0.3419 0.0237 0.3182 0.2941 0.0255 0.2816
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29232 -13728 -24099 -60257 -17168 -53674
Profit Factor 1.9395 1.16 2.4761 1.6269 1.1041 1.9203
Total Trades 60 30 30 60 30 30
Winning Trades 38 17 21 38 17 21
Losing Trades 22 13 9 22 13 9
Profitability (%) 63.3333 56.6667 70 63.3333 56.6667 70
Ratio Avg Win / Avg Loss 1.1229 0.8871 1.0612 0.9419 0.8443 0.823
Largest Winning Trade 16511 13841 16511 30198 16393 30198
Largest Losing Trade -18275 -13728 -18275 -39083 -17168 -39083
Avg Bars in Trades 400 59 740 400 59 740
Avg Bars in Winners 350 55 589 350 55 589
Avg Bars in Losers 485 65 1091 485 65 1091
Bars Traded 24010 1797 22213 24010 1797 22213
Profit Streak 0 0 49.7542 0 0 49.7542
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -161760 -373690 537833 -164439 -432945 427962
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737102600000,
    "first_datapoint_time": 1737262800000,
    "last_datapoint_time": 1759601700000,
    "evaluation_time": 1759602062578,
    "expiration_time": 1766081700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 56,
            "offset": 0,
            "a": 0.66996
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 179,
            "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": [
        [
            89042.6631041115,
            6183.1362724143,
            82859.5268316971,
            114835.3201727174,
            6853.8297626046,
            107981.4904101129
        ],
        [
            89.042663,
            6.183136,
            82.859527,
            114.83532,
            6.85383,
            107.98149
        ],
        [
            0.341919,
            0.023743,
            0.318177,
            0.294073,
            0.025459,
            0.281587
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29232,
            -13728,
            -24099,
            -60257,
            -17168,
            -53674
        ],
        [
            1.939502,
            1.160008,
            2.476111,
            1.626855,
            1.10406,
            1.920334
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            22,
            13,
            9,
            22,
            13,
            9
        ],
        [
            63.333333,
            56.666667,
            70,
            63.333333,
            56.666667,
            70
        ],
        [
            1.12287,
            0.887065,
            1.06119,
            0.941863,
            0.844281,
            0.823
        ],
        [
            16511,
            13841,
            16511,
            30198,
            16393,
            30198
        ],
        [
            -18275,
            -13728,
            -18275,
            -39083,
            -17168,
            -39083
        ],
        [
            400,
            59,
            740,
            400,
            59,
            740
        ],
        [
            350,
            55,
            589,
            350,
            55,
            589
        ],
        [
            485,
            65,
            1091,
            485,
            65,
            1091
        ],
        [
            24010,
            1797,
            22213,
            24010,
            1797,
            22213
        ],
        [
            0,
            0,
            49.754196,
            0,
            0,
            49.754196
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161760,
            -373690,
            537833,
            -164439,
            -432945,
            427962
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737102600000,
    "first_datapoint_time": 1737262800000,
    "last_datapoint_time": 1759601700000,
    "evaluation_time": 1759602062578,
    "expiration_time": 1766081700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 56,
            "offset": 0,
            "a": 0.66996
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 179,
            "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)