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Trade: ICP/USDT/15/KCU/RMA/8517

Strategy
ICP/USDT/15/KCU/RMA/8517
Pair
ICP_USDT
Interval
15m
Score
540910
Daily Profit
0.264285
Profit Factor
3.015144
Profitability
79.310345
Streak
49.564973
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 14:03
Expiration Time
2025-12-18 13:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 66942.7468 -1882.3294 68825.0762 77971.768 -3086.7939 81058.562
Total P&L (%) 66.9427 -1.8823 68.8251 77.9718 -3.0868 81.0586
Avg Daily Profit (%) 0.2571 -0.0072 0.2643 0.2216 -0.012 0.2282
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23366 -19076 -12604 -28754 -22469 -17453
Profit Factor 1.6801 0.9707 3.0151 1.6412 0.9608 2.8904
Total Trades 59 30 29 59 30 29
Winning Trades 43 20 23 43 20 23
Losing Trades 16 10 6 16 10 6
Profitability (%) 72.8814 66.6667 79.3103 72.8814 66.6667 79.3103
Ratio Avg Win / Avg Loss 0.6251 0.4854 0.7866 0.6107 0.4804 0.754
Largest Winning Trade 9345 7669 9345 12782 8580 12782
Largest Losing Trade -16490 -16490 -12604 -17453 -16185 -17453
Avg Bars in Trades 408 335 483 408 335 483
Avg Bars in Winners 261 190 323 261 190 323
Avg Bars in Losers 802 625 1097 802 625 1097
Bars Traded 24081 10063 14018 24081 10063 14018
Profit Streak 0 0 49.565 0 0 49.565
Trades During Streak 0 0 7 0 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -169619 -580060 540910 -169793 -580060 523964
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737076500000,
    "first_datapoint_time": 1737263700000,
    "last_datapoint_time": 1759575600000,
    "evaluation_time": 1759575813710,
    "expiration_time": 1766055600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 209,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 183,
            "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": [
        [
            66942.7468074837,
            -1882.3294073166,
            68825.0762148003,
            77971.7680465075,
            -3086.7939261984,
            81058.5619727058
        ],
        [
            66.942747,
            -1.882329,
            68.825076,
            77.971768,
            -3.086794,
            81.058562
        ],
        [
            0.257057,
            -0.007228,
            0.264285,
            0.221601,
            -0.012039,
            0.228219
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23366,
            -19076,
            -12604,
            -28754,
            -22469,
            -17453
        ],
        [
            1.680072,
            0.970717,
            3.015144,
            1.641183,
            0.960791,
            2.890375
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            16,
            10,
            6,
            16,
            10,
            6
        ],
        [
            72.881356,
            66.666667,
            79.310345,
            72.881356,
            66.666667,
            79.310345
        ],
        [
            0.625143,
            0.485359,
            0.786559,
            0.610673,
            0.480395,
            0.754011
        ],
        [
            9345,
            7669,
            9345,
            12782,
            8580,
            12782
        ],
        [
            -16490,
            -16490,
            -12604,
            -17453,
            -16185,
            -17453
        ],
        [
            408,
            335,
            483,
            408,
            335,
            483
        ],
        [
            261,
            190,
            323,
            261,
            190,
            323
        ],
        [
            802,
            625,
            1097,
            802,
            625,
            1097
        ],
        [
            24081,
            10063,
            14018,
            24081,
            10063,
            14018
        ],
        [
            0,
            0,
            49.564973,
            0,
            0,
            49.564973
        ],
        [
            0,
            0,
            7,
            0,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169619,
            -580060,
            540910,
            -169793,
            -580060,
            523964
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737076500000,
    "first_datapoint_time": 1737263700000,
    "last_datapoint_time": 1759575600000,
    "evaluation_time": 1759575813710,
    "expiration_time": 1766055600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 209,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 183,
            "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)