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Trade: ICP/USDT/15/HLC3/KCL/4698

Strategy
ICP/USDT/15/HLC3/KCL/4698
Pair
ICP_USDT
Interval
15m
Score
351321
Daily Profit
0.164986
Profit Factor
1.253270
Profitability
85.422741
Streak
5.549329
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 05:11
Expiration Time
2025-12-13 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 13516.209 -29449.4869 42965.6959 -1962.9849 -37846.2403 35883.2554
Total P&L (%) 13.5162 -29.4495 42.9657 -1.963 -37.8462 35.8833
Avg Daily Profit (%) 0.0519 -0.1131 0.165 -0.0076 -0.1824 0.1178
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57625 -45031 -39841 -65805 -51408 -41165
Profit Factor 1.043 0.7969 1.2533 0.9939 0.7494 1.2123
Total Trades 686 343 343 686 343 343
Winning Trades 524 231 293 524 231 293
Losing Trades 162 112 50 162 112 50
Profitability (%) 76.3848 67.3469 85.4227 76.3848 67.3469 85.4227
Ratio Avg Win / Avg Loss 0.3224 0.3864 0.2139 0.3073 0.3633 0.2069
Largest Winning Trade 4338 4200 4338 5105 5105 4246
Largest Losing Trade -20492 -19676 -20492 -25132 -25132 -23467
Avg Bars in Trades 35 12 58 35 12 58
Avg Bars in Winners 14 4 21 14 4 21
Avg Bars in Losers 106 30 275 106 30 275
Bars Traded 24542 4403 20139 24542 4403 20139
Profit Streak 3.0806 3.0806 5.5493 3.0806 3.0806 5.5493
Trades During Streak 6 3 8 6 3 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -348785 -578330 351321 -574916 -578608 -34166
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736612100000,
    "first_datapoint_time": 1736771400000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759111862068,
    "expiration_time": 1765591200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 178,
            "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": [
        [
            13516.2089892007,
            -29449.4869499443,
            42965.6959391449,
            -1962.9849120792,
            -37846.2403206894,
            35883.2554086103
        ],
        [
            13.516209,
            -29.449487,
            42.965696,
            -1.962985,
            -37.84624,
            35.883255
        ],
        [
            0.051902,
            -0.113085,
            0.164986,
            -0.007612,
            -0.182446,
            0.117812
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57625,
            -45031,
            -39841,
            -65805,
            -51408,
            -41165
        ],
        [
            1.042961,
            0.796858,
            1.25327,
            0.993866,
            0.749377,
            1.212291
        ],
        [
            686,
            343,
            343,
            686,
            343,
            343
        ],
        [
            524,
            231,
            293,
            524,
            231,
            293
        ],
        [
            162,
            112,
            50,
            162,
            112,
            50
        ],
        [
            76.38484,
            67.346939,
            85.422741,
            76.38484,
            67.346939,
            85.422741
        ],
        [
            0.322442,
            0.386356,
            0.213869,
            0.307264,
            0.363334,
            0.206876
        ],
        [
            4338,
            4200,
            4338,
            5105,
            5105,
            4246
        ],
        [
            -20492,
            -19676,
            -20492,
            -25132,
            -25132,
            -23467
        ],
        [
            35,
            12,
            58,
            35,
            12,
            58
        ],
        [
            14,
            4,
            21,
            14,
            4,
            21
        ],
        [
            106,
            30,
            275,
            106,
            30,
            275
        ],
        [
            24542,
            4403,
            20139,
            24542,
            4403,
            20139
        ],
        [
            3.080579,
            3.080579,
            5.549329,
            3.080579,
            3.080579,
            5.549329
        ],
        [
            6,
            3,
            8,
            6,
            3,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -348785,
            -578330,
            351321,
            -574916,
            -578608,
            -34166
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736612100000,
    "first_datapoint_time": 1736771400000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759111862068,
    "expiration_time": 1765591200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 178,
            "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)