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Trade: ICP/USDT/15/KCU/BBM/7859

Strategy
ICP/USDT/15/KCU/BBM/7859
Pair
ICP_USDT
Interval
15m
Score
310435
Daily Profit
0.297893
Profit Factor
1.379570
Profitability
66.386555
Streak
4.054579
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 07:48
Expiration Time
2025-12-25 06:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 68768.3081 -8808.9141 77577.2222 59638.1759 -12945.9227 72584.0986
Total P&L (%) 68.7683 -8.8089 77.5772 59.6382 -12.9459 72.5841
Avg Daily Profit (%) 0.2641 -0.0338 0.2979 0.1798 -0.0532 0.2098
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26588 -18393 -24264 -40189 -27001 -36178
Profit Factor 1.2542 0.8669 1.3796 1.164 0.8513 1.2624
Total Trades 239 120 119 239 120 119
Winning Trades 143 64 79 143 64 79
Losing Trades 96 56 40 96 56 40
Profitability (%) 59.8326 53.3333 66.3866 59.8326 53.3333 66.3866
Ratio Avg Win / Avg Loss 0.842 0.7586 0.6985 0.7814 0.7449 0.6392
Largest Winning Trade 24734 4702 24734 30248 7097 30248
Largest Losing Trade -21670 -8817 -21670 -30564 -11825 -30564
Avg Bars in Trades 104 9 199 104 9 199
Avg Bars in Winners 90 6 158 90 6 158
Avg Bars in Losers 124 12 281 124 12 281
Bars Traded 24876 1122 23754 24876 1122 23754
Profit Streak 0.3358 0.3358 4.0546 0.3358 0.3358 4.0546
Trades During Streak 2 1 5 2 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 148141 -585029 310435 -37170 -585307 257541
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737657900000,
    "first_datapoint_time": 1737685800000,
    "last_datapoint_time": 1760157000000,
    "evaluation_time": 1760158115667,
    "expiration_time": 1766637000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 24,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 160,
            "offset": 0,
            "std": 3.8177
        }
    }
}
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": [
        [
            68768.3081007834,
            -8808.9140831538,
            77577.222183937,
            59638.1758763122,
            -12945.9227312926,
            72584.0986076051
        ],
        [
            68.768308,
            -8.808914,
            77.577222,
            59.638176,
            -12.945923,
            72.584099
        ],
        [
            0.264067,
            -0.033826,
            0.297893,
            0.179771,
            -0.053223,
            0.209771
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26588,
            -18393,
            -24264,
            -40189,
            -27001,
            -36178
        ],
        [
            1.254157,
            0.86692,
            1.37957,
            1.163977,
            0.851316,
            1.26239
        ],
        [
            239,
            120,
            119,
            239,
            120,
            119
        ],
        [
            143,
            64,
            79,
            143,
            64,
            79
        ],
        [
            96,
            56,
            40,
            96,
            56,
            40
        ],
        [
            59.832636,
            53.333333,
            66.386555,
            59.832636,
            53.333333,
            66.386555
        ],
        [
            0.841951,
            0.758555,
            0.698516,
            0.781411,
            0.744902,
            0.639185
        ],
        [
            24734,
            4702,
            24734,
            30248,
            7097,
            30248
        ],
        [
            -21670,
            -8817,
            -21670,
            -30564,
            -11825,
            -30564
        ],
        [
            104,
            9,
            199,
            104,
            9,
            199
        ],
        [
            90,
            6,
            158,
            90,
            6,
            158
        ],
        [
            124,
            12,
            281,
            124,
            12,
            281
        ],
        [
            24876,
            1122,
            23754,
            24876,
            1122,
            23754
        ],
        [
            0.335829,
            0.335829,
            4.054579,
            0.335829,
            0.335829,
            4.054579
        ],
        [
            2,
            1,
            5,
            2,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            148141,
            -585029,
            310435,
            -37170,
            -585307,
            257541
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737657900000,
    "first_datapoint_time": 1737685800000,
    "last_datapoint_time": 1760157000000,
    "evaluation_time": 1760158115667,
    "expiration_time": 1766637000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 24,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 160,
            "offset": 0,
            "std": 3.8177
        }
    }
}

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)