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Trade: ICP/USDT/15/KCU/MIDPOINT/5209

Strategy
ICP/USDT/15/KCU/MIDPOINT/5209
Pair
ICP_USDT
Interval
15m
Score
311603
Daily Profit
0.177539
Profit Factor
1.778672
Profitability
56.818182
Streak
12.093418
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 16:59
Expiration Time
2025-12-16 15:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 28322.327 -17912.3197 46234.6467 20390.8254 -23225.9816 43616.8071
Total P&L (%) 28.3223 -17.9123 46.2346 20.3908 -23.226 43.6168
Avg Daily Profit (%) 0.1088 -0.0688 0.1775 0.0713 -0.1014 0.1391
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40524 -26749 -28821 -52170 -32096 -38793
Profit Factor 1.2587 0.6424 1.7787 1.1513 0.6105 1.5804
Total Trades 89 45 44 89 45 44
Winning Trades 44 19 25 44 19 25
Losing Trades 45 26 19 45 26 19
Profitability (%) 49.4382 42.2222 56.8182 49.4382 42.2222 56.8182
Ratio Avg Win / Avg Loss 1.2873 0.8791 1.3518 1.1775 0.8354 1.2011
Largest Winning Trade 22387 4509 22387 23437 5089 23437
Largest Losing Trade -14921 -8797 -14921 -19892 -10098 -19892
Avg Bars in Trades 263 37 493 263 37 493
Avg Bars in Winners 356 46 591 356 46 591
Avg Bars in Losers 171 30 364 171 30 364
Bars Traded 23415 1692 21723 23415 1692 21723
Profit Streak 12.0934 16.9372 12.0934 12.0934 16.9372 12.0934
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -50998 -583322 311603 -158270 -583600 -6817
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736913600000,
    "first_datapoint_time": 1737097200000,
    "last_datapoint_time": 1759412700000,
    "evaluation_time": 1759413571322,
    "expiration_time": 1765892700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 76,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 205,
            "offset": 0
        }
    }
}
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": [
        [
            28322.326990662,
            -17912.3197098171,
            46234.6467004791,
            20390.8254436419,
            -23225.9816383638,
            43616.8070820055
        ],
        [
            28.322327,
            -17.91232,
            46.234647,
            20.390825,
            -23.225982,
            43.616807
        ],
        [
            0.108756,
            -0.068782,
            0.177539,
            0.071285,
            -0.10144,
            0.139095
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40524,
            -26749,
            -28821,
            -52170,
            -32096,
            -38793
        ],
        [
            1.258714,
            0.642449,
            1.778672,
            1.151287,
            0.610502,
            1.58038
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            45,
            26,
            19,
            45,
            26,
            19
        ],
        [
            49.438202,
            42.222222,
            56.818182,
            49.438202,
            42.222222,
            56.818182
        ],
        [
            1.287321,
            0.879141,
            1.351791,
            1.177452,
            0.835424,
            1.201089
        ],
        [
            22387,
            4509,
            22387,
            23437,
            5089,
            23437
        ],
        [
            -14921,
            -8797,
            -14921,
            -19892,
            -10098,
            -19892
        ],
        [
            263,
            37,
            493,
            263,
            37,
            493
        ],
        [
            356,
            46,
            591,
            356,
            46,
            591
        ],
        [
            171,
            30,
            364,
            171,
            30,
            364
        ],
        [
            23415,
            1692,
            21723,
            23415,
            1692,
            21723
        ],
        [
            12.093418,
            16.937168,
            12.093418,
            12.093418,
            16.937168,
            12.093418
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50998,
            -583322,
            311603,
            -158270,
            -583600,
            -6817
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736913600000,
    "first_datapoint_time": 1737097200000,
    "last_datapoint_time": 1759412700000,
    "evaluation_time": 1759413571322,
    "expiration_time": 1765892700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 76,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 205,
            "offset": 0
        }
    }
}

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)