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Trade: ICP/USDT/15/KCB/EMA/7950

Strategy
ICP/USDT/15/KCB/EMA/7950
Pair
ICP_USDT
Interval
15m
Score
553648
Daily Profit
0.268713
Profit Factor
2.808140
Profitability
85.294118
Streak
46.070222
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 14:26
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 69106.112 -872.2365 69978.3485 77235.6935 -68.8781 77304.5716
Total P&L (%) 69.1061 -0.8722 69.9783 77.2357 -0.0689 77.3046
Avg Daily Profit (%) 0.2654 -0.0033 0.2687 0.22 -0.0003 0.2202
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29943 -30588 -15976 -34046 -34949 -19946
Profit Factor 1.608 0.9884 2.8081 1.6169 0.9992 2.7597
Total Trades 67 33 34 67 33 34
Winning Trades 51 22 29 51 22 29
Losing Trades 16 11 5 16 11 5
Profitability (%) 76.1194 66.6667 85.2941 76.1194 66.6667 85.2941
Ratio Avg Win / Avg Loss 0.5045 0.4942 0.4842 0.5073 0.4996 0.4758
Largest Winning Trade 10962 7803 10962 11135 9021 11135
Largest Losing Trade -16837 -16837 -15976 -19946 -18170 -19946
Avg Bars in Trades 355 398 313 355 398 313
Avg Bars in Winners 242 246 239 242 246 239
Avg Bars in Losers 714 702 740 714 702 740
Bars Traded 23811 13155 10656 23811 13155 10656
Profit Streak 23.7161 23.7161 46.0702 23.7161 23.7161 46.0702
Trades During Streak 7 3 7 7 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -108993 -578572 553648 -109304 -578572 535392
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736609400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758972367221,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 196,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 183,
            "offset": 242
        }
    }
}
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": [
        [
            69106.1120438481,
            -872.2364801519,
            69978.3485239999,
            77235.6935151775,
            -68.8780565127,
            77304.5715716902
        ],
        [
            69.106112,
            -0.872236,
            69.978349,
            77.235694,
            -0.068878,
            77.304572
        ],
        [
            0.265364,
            -0.003349,
            0.268713,
            0.220006,
            -0.000265,
            0.220156
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29943,
            -30588,
            -15976,
            -34046,
            -34949,
            -19946
        ],
        [
            1.607954,
            0.988365,
            2.80814,
            1.616875,
            0.999153,
            2.759676
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            51,
            22,
            29,
            51,
            22,
            29
        ],
        [
            16,
            11,
            5,
            16,
            11,
            5
        ],
        [
            76.119403,
            66.666667,
            85.294118,
            76.119403,
            66.666667,
            85.294118
        ],
        [
            0.504456,
            0.494183,
            0.484162,
            0.507255,
            0.499576,
            0.475806
        ],
        [
            10962,
            7803,
            10962,
            11135,
            9021,
            11135
        ],
        [
            -16837,
            -16837,
            -15976,
            -19946,
            -18170,
            -19946
        ],
        [
            355,
            398,
            313,
            355,
            398,
            313
        ],
        [
            242,
            246,
            239,
            242,
            246,
            239
        ],
        [
            714,
            702,
            740,
            714,
            702,
            740
        ],
        [
            23811,
            13155,
            10656,
            23811,
            13155,
            10656
        ],
        [
            23.716056,
            23.716056,
            46.070222,
            23.716056,
            23.716056,
            46.070222
        ],
        [
            7,
            3,
            7,
            7,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -108993,
            -578572,
            553648,
            -109304,
            -578572,
            535392
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736609400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758972367221,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 196,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 183,
            "offset": 242
        }
    }
}

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)