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Trade: ICP/USDT/30/KCU/SMA/2574

Strategy
ICP/USDT/30/KCU/SMA/2574
Pair
ICP_USDT
Interval
30m
Score
414831
Daily Profit
0.194940
Profit Factor
1.677109
Profitability
70.731707
Streak
61.088564
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-03 13:07
Expiration Time
2025-12-17 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 141977.1684 40446.717 101530.4514 109136.5705 35874.5823 73261.9882
Total P&L (%) 141.9772 40.4467 101.5305 109.1366 35.8746 73.262
Avg Daily Profit (%) 0.2726 0.0777 0.1949 0.1418 0.0589 0.1056
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88916 -7886 -82178 -140946 -13565 -129781
Profit Factor 1.7448 1.9946 1.6771 1.372 1.5769 1.3169
Total Trades 83 42 41 83 42 41
Winning Trades 54 25 29 54 25 29
Losing Trades 29 17 12 29 17 12
Profitability (%) 65.0602 59.5238 70.7317 65.0602 59.5238 70.7317
Ratio Avg Win / Avg Loss 0.937 1.3563 0.694 0.7368 1.0723 0.5449
Largest Winning Trade 29682 8949 29682 26048 7989 26048
Largest Losing Trade -65534 -6955 -65534 -91162 -13044 -91162
Avg Bars in Trades 291 52 536 291 52 536
Avg Bars in Winners 240 46 408 240 46 408
Avg Bars in Losers 386 62 845 386 62 845
Bars Traded 24218 2224 21994 24218 2224 21994
Profit Streak 0 0 61.0886 0 0 61.0886
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329589 -88057 414831 -4549 -114406 -49958
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714487400000,
    "first_datapoint_time": 1714899600000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759486051902,
    "expiration_time": 1765965600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 98,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 230,
            "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": [
        [
            141977.1683817109,
            40446.7169500212,
            101530.4514316897,
            109136.5704716531,
            35874.5822627996,
            73261.9882088536
        ],
        [
            141.977168,
            40.446717,
            101.530451,
            109.13657,
            35.874582,
            73.261988
        ],
        [
            0.272598,
            0.077658,
            0.19494,
            0.141762,
            0.058878,
            0.105586
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88916,
            -7886,
            -82178,
            -140946,
            -13565,
            -129781
        ],
        [
            1.744842,
            1.994589,
            1.677109,
            1.371969,
            1.576923,
            1.31685
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            54,
            25,
            29,
            54,
            25,
            29
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            65.060241,
            59.52381,
            70.731707,
            65.060241,
            59.52381,
            70.731707
        ],
        [
            0.937045,
            1.35632,
            0.693976,
            0.736798,
            1.072308,
            0.544903
        ],
        [
            29682,
            8949,
            29682,
            26048,
            7989,
            26048
        ],
        [
            -65534,
            -6955,
            -65534,
            -91162,
            -13044,
            -91162
        ],
        [
            291,
            52,
            536,
            291,
            52,
            536
        ],
        [
            240,
            46,
            408,
            240,
            46,
            408
        ],
        [
            386,
            62,
            845,
            386,
            62,
            845
        ],
        [
            24218,
            2224,
            21994,
            24218,
            2224,
            21994
        ],
        [
            0,
            0,
            61.088564,
            0,
            0,
            61.088564
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329589,
            -88057,
            414831,
            -4549,
            -114406,
            -49958
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714487400000,
    "first_datapoint_time": 1714899600000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759486051902,
    "expiration_time": 1765965600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 98,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 230,
            "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)