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Trade: ICP/USDT/15/WMA/KCL/2761

Strategy
ICP/USDT/15/WMA/KCL/2761
Pair
ICP_USDT
Interval
15m
Score
395704
Daily Profit
0.232312
Profit Factor
1.998463
Profitability
69.696970
Streak
51.645519
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 21:29
Expiration Time
2025-12-20 20:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 55157.0505 -5341.5268 60498.5773 56143.7306 -10308.2841 66452.0147
Total P&L (%) 55.1571 -5.3415 60.4986 56.1437 -10.3083 66.452
Avg Daily Profit (%) 0.2118 -0.0205 0.2323 0.1713 -0.0418 0.1959
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39333 -24541 -20358 -51628 -31997 -25759
Profit Factor 1.4912 0.8967 1.9985 1.3974 0.8409 1.869
Total Trades 66 33 33 66 33 33
Winning Trades 43 20 23 43 20 23
Losing Trades 23 13 10 23 13 10
Profitability (%) 65.1515 60.6061 69.697 65.1515 60.6061 69.697
Ratio Avg Win / Avg Loss 0.7976 0.5829 0.8689 0.7474 0.5466 0.8126
Largest Winning Trade 11434 8499 11434 12218 9423 12218
Largest Losing Trade -18378 -8852 -18378 -23825 -10360 -23825
Avg Bars in Trades 357 206 507 357 206 507
Avg Bars in Winners 260 138 366 260 138 366
Avg Bars in Losers 538 311 833 538 311 833
Bars Traded 23573 6820 16753 23573 6820 16753
Profit Streak 0 0 51.6455 0 0 51.6455
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -121613 -580823 395704 -122467 -580823 389778
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737275400000,
    "first_datapoint_time": 1737486000000,
    "last_datapoint_time": 1759774500000,
    "evaluation_time": 1759775372838,
    "expiration_time": 1766254500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 235,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            55157.0505069785,
            -5341.5268352678,
            60498.5773422463,
            56143.730565197,
            -10308.2840929134,
            66452.0146581104
        ],
        [
            55.157051,
            -5.341527,
            60.498577,
            56.143731,
            -10.308284,
            66.452015
        ],
        [
            0.2118,
            -0.020511,
            0.232312,
            0.171257,
            -0.041767,
            0.195851
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39333,
            -24541,
            -20358,
            -51628,
            -31997,
            -25759
        ],
        [
            1.491152,
            0.896702,
            1.998463,
            1.397395,
            0.840943,
            1.868988
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            23,
            13,
            10,
            23,
            13,
            10
        ],
        [
            65.151515,
            60.606061,
            69.69697,
            65.151515,
            60.606061,
            69.69697
        ],
        [
            0.797593,
            0.582856,
            0.868897,
            0.747444,
            0.546613,
            0.812604
        ],
        [
            11434,
            8499,
            11434,
            12218,
            9423,
            12218
        ],
        [
            -18378,
            -8852,
            -18378,
            -23825,
            -10360,
            -23825
        ],
        [
            357,
            206,
            507,
            357,
            206,
            507
        ],
        [
            260,
            138,
            366,
            260,
            138,
            366
        ],
        [
            538,
            311,
            833,
            538,
            311,
            833
        ],
        [
            23573,
            6820,
            16753,
            23573,
            6820,
            16753
        ],
        [
            0,
            0,
            51.645519,
            0,
            0,
            51.645519
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -121613,
            -580823,
            395704,
            -122467,
            -580823,
            389778
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737275400000,
    "first_datapoint_time": 1737486000000,
    "last_datapoint_time": 1759774500000,
    "evaluation_time": 1759775372838,
    "expiration_time": 1766254500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 235,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)