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Trade: ICP/USDT/30/KCU/WMA/4147

Strategy
ICP/USDT/30/KCU/WMA/4147
Pair
ICP_USDT
Interval
30m
Score
335146
Daily Profit
0.150110
Profit Factor
1.534237
Profitability
67.567568
Streak
20.883597
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-08 00:42
Expiration Time
2025-12-21 23:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 89177.7985 10996.0228 78181.7756 35198.6278 5710.7673 29487.8605
Total P&L (%) 89.1778 10.996 78.1818 35.1986 5.7108 29.4879
Avg Daily Profit (%) 0.1712 0.0211 0.1501 0.0579 0.0107 0.0496
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59750 -26634 -60047 -69906 -30253 -70123
Profit Factor 1.4044 1.1482 1.5342 1.1602 1.087 1.1914
Total Trades 75 38 37 75 38 37
Winning Trades 48 23 25 48 23 25
Losing Trades 27 15 12 27 15 12
Profitability (%) 64 60.5263 67.5676 64 60.5263 67.5676
Ratio Avg Win / Avg Loss 0.79 0.7488 0.7364 0.6526 0.7089 0.5719
Largest Winning Trade 21664 13707 21664 15350 9533 15350
Largest Losing Trade -59750 -23840 -59750 -64741 -27063 -64741
Avg Bars in Trades 314 118 515 314 118 515
Avg Bars in Winners 222 75 357 222 75 357
Avg Bars in Losers 477 184 845 477 184 845
Bars Traded 23573 4491 19082 23573 4491 19082
Profit Streak 0 0 20.8836 0 0 20.8836
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -53323 -357778 335146 -223925 -470031 -139159
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714874400000,
    "first_datapoint_time": 1715511600000,
    "last_datapoint_time": 1759872600000,
    "evaluation_time": 1759873342745,
    "expiration_time": 1766352600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 221,
            "offset": 5,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "offset": 158
        }
    }
}
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": [
        [
            89177.7984625891,
            10996.0228458828,
            78181.7756167062,
            35198.6278080972,
            5710.7673232913,
            29487.8604848059
        ],
        [
            89.177798,
            10.996023,
            78.181776,
            35.198628,
            5.710767,
            29.48786
        ],
        [
            0.171222,
            0.021112,
            0.15011,
            0.05792,
            0.010664,
            0.049629
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59750,
            -26634,
            -60047,
            -69906,
            -30253,
            -70123
        ],
        [
            1.40439,
            1.148231,
            1.534237,
            1.160228,
            1.087017,
            1.191417
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            64,
            60.526316,
            67.567568,
            64,
            60.526316,
            67.567568
        ],
        [
            0.789969,
            0.748846,
            0.736434,
            0.652628,
            0.708924,
            0.57188
        ],
        [
            21664,
            13707,
            21664,
            15350,
            9533,
            15350
        ],
        [
            -59750,
            -23840,
            -59750,
            -64741,
            -27063,
            -64741
        ],
        [
            314,
            118,
            515,
            314,
            118,
            515
        ],
        [
            222,
            75,
            357,
            222,
            75,
            357
        ],
        [
            477,
            184,
            845,
            477,
            184,
            845
        ],
        [
            23573,
            4491,
            19082,
            23573,
            4491,
            19082
        ],
        [
            0,
            0,
            20.883597,
            0,
            0,
            20.883597
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -53323,
            -357778,
            335146,
            -223925,
            -470031,
            -139159
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714874400000,
    "first_datapoint_time": 1715511600000,
    "last_datapoint_time": 1759872600000,
    "evaluation_time": 1759873342745,
    "expiration_time": 1766352600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 221,
            "offset": 5,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "offset": 158
        }
    }
}

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)