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Trade: ICP/USDT/15/KCU/SINWMA/3280

Strategy
ICP/USDT/15/KCU/SINWMA/3280
Pair
ICP_USDT
Interval
15m
Score
335563
Daily Profit
0.208874
Profit Factor
1.972744
Profitability
61.290323
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 13:25
Expiration Time
2025-12-12 12:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 41423.7006 -12971.2913 54394.9919 37554.3539 -20344.4741 57898.828
Total P&L (%) 41.4237 -12.9713 54.395 37.5544 -20.3445 57.8988
Avg Daily Profit (%) 0.1591 -0.0498 0.2089 0.1225 -0.0873 0.1756
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38063 -19891 -28004 -61010 -29515 -46575
Profit Factor 1.5068 0.4977 1.9727 1.3227 0.4422 1.7246
Total Trades 63 32 31 63 32 31
Winning Trades 34 15 19 34 15 19
Losing Trades 29 17 12 29 17 12
Profitability (%) 53.9683 46.875 61.2903 53.9683 46.875 61.2903
Ratio Avg Win / Avg Loss 1.2852 0.564 1.2459 1.1282 0.5012 1.0892
Largest Winning Trade 25822 4833 25822 26967 6350 26967
Largest Losing Trade -15733 -5068 -15733 -24061 -7414 -24061
Avg Bars in Trades 384 13 767 384 13 767
Avg Bars in Winners 317 8 561 317 8 561
Avg Bars in Losers 462 17 1093 462 17 1093
Bars Traded 24206 422 23784 24206 422 23784
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -145357 -582865 335563 -183556 -583143 316480
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736555400000,
    "first_datapoint_time": 1736619300000,
    "last_datapoint_time": 1759054500000,
    "evaluation_time": 1759055115602,
    "expiration_time": 1765534500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 25,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 72,
            "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": [
        [
            41423.7005817261,
            -12971.2913442755,
            54394.9919260015,
            37554.3539068219,
            -20344.4741021488,
            57898.8280089707
        ],
        [
            41.423701,
            -12.971291,
            54.394992,
            37.554354,
            -20.344474,
            57.898828
        ],
        [
            0.159065,
            -0.049809,
            0.208874,
            0.122511,
            -0.087305,
            0.175557
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38063,
            -19891,
            -28004,
            -61010,
            -29515,
            -46575
        ],
        [
            1.506769,
            0.497658,
            1.972744,
            1.322688,
            0.442213,
            1.724586
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            53.968254,
            46.875,
            61.290323,
            53.968254,
            46.875,
            61.290323
        ],
        [
            1.285186,
            0.564012,
            1.245944,
            1.128175,
            0.501175,
            1.089212
        ],
        [
            25822,
            4833,
            25822,
            26967,
            6350,
            26967
        ],
        [
            -15733,
            -5068,
            -15733,
            -24061,
            -7414,
            -24061
        ],
        [
            384,
            13,
            767,
            384,
            13,
            767
        ],
        [
            317,
            8,
            561,
            317,
            8,
            561
        ],
        [
            462,
            17,
            1093,
            462,
            17,
            1093
        ],
        [
            24206,
            422,
            23784,
            24206,
            422,
            23784
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -145357,
            -582865,
            335563,
            -183556,
            -583143,
            316480
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736555400000,
    "first_datapoint_time": 1736619300000,
    "last_datapoint_time": 1759054500000,
    "evaluation_time": 1759055115602,
    "expiration_time": 1765534500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 25,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 72,
            "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)