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Trade: ICP/USDT/15/EMA/KCL/1397

Strategy
ICP/USDT/15/EMA/KCL/1397
Pair
ICP_USDT
Interval
15m
Score
491596
Daily Profit
0.311816
Profit Factor
1.867723
Profitability
82.105263
Streak
19.630314
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 09:52
Expiration Time
2025-12-18 08:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 78643.0069 -2560.1608 81203.1676 93138.6212 -12913.1437 106051.7649
Total P&L (%) 78.643 -2.5602 81.2032 93.1386 -12.9131 106.0518
Avg Daily Profit (%) 0.302 -0.0098 0.3118 0.2531 -0.0531 0.278
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37438 -24221 -32267 -60023 -38514 -51458
Profit Factor 1.45 0.9685 1.8677 1.3455 0.898 1.7413
Total Trades 190 95 95 190 95 95
Winning Trades 146 68 78 146 68 78
Losing Trades 44 27 17 44 27 17
Profitability (%) 76.8421 71.5789 82.1053 76.8421 71.5789 82.1053
Ratio Avg Win / Avg Loss 0.437 0.3845 0.4071 0.4055 0.3565 0.3795
Largest Winning Trade 8376 5330 8376 9023 8117 9023
Largest Losing Trade -20295 -12415 -20295 -32454 -16988 -32454
Avg Bars in Trades 128 51 205 128 51 205
Avg Bars in Winners 68 22 108 68 22 108
Avg Bars in Losers 328 126 649 328 126 649
Bars Traded 24401 4922 19479 24401 4922 19479
Profit Streak 7.9116 7.9116 19.6303 7.9116 7.9116 19.6303
Trades During Streak 4 2 7 4 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 450414 -578265 491596 412358 -578265 472408
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737061200000,
    "first_datapoint_time": 1737279000000,
    "last_datapoint_time": 1759560300000,
    "evaluation_time": 1759560759164,
    "expiration_time": 1766040300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 243,
            "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": [
        [
            78643.0068515303,
            -2560.1607508565,
            81203.1676023866,
            93138.6211760717,
            -12913.1437422523,
            106051.764918324
        ],
        [
            78.643007,
            -2.560161,
            81.203168,
            93.138621,
            -12.913144,
            106.051765
        ],
        [
            0.301985,
            -0.009831,
            0.311816,
            0.25308,
            -0.053079,
            0.277998
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37438,
            -24221,
            -32267,
            -60023,
            -38514,
            -51458
        ],
        [
            1.450033,
            0.968458,
            1.867723,
            1.345452,
            0.897964,
            1.741313
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            146,
            68,
            78,
            146,
            68,
            78
        ],
        [
            44,
            27,
            17,
            44,
            27,
            17
        ],
        [
            76.842105,
            71.578947,
            82.105263,
            76.842105,
            71.578947,
            82.105263
        ],
        [
            0.436996,
            0.384535,
            0.407068,
            0.405479,
            0.356545,
            0.379517
        ],
        [
            8376,
            5330,
            8376,
            9023,
            8117,
            9023
        ],
        [
            -20295,
            -12415,
            -20295,
            -32454,
            -16988,
            -32454
        ],
        [
            128,
            51,
            205,
            128,
            51,
            205
        ],
        [
            68,
            22,
            108,
            68,
            22,
            108
        ],
        [
            328,
            126,
            649,
            328,
            126,
            649
        ],
        [
            24401,
            4922,
            19479,
            24401,
            4922,
            19479
        ],
        [
            7.911564,
            7.911564,
            19.630314,
            7.911564,
            7.911564,
            19.630314
        ],
        [
            4,
            2,
            7,
            4,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450414,
            -578265,
            491596,
            412358,
            -578265,
            472408
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737061200000,
    "first_datapoint_time": 1737279000000,
    "last_datapoint_time": 1759560300000,
    "evaluation_time": 1759560759164,
    "expiration_time": 1766040300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 243,
            "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)