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Trade: ICP/USDT/15/KCU/SINWMA/3453

Strategy
ICP/USDT/15/KCU/SINWMA/3453
Pair
ICP_USDT
Interval
15m
Score
437335
Daily Profit
0.257236
Profit Factor
1.943858
Profitability
56.410256
Streak
11.394413
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 12:12
Expiration Time
2025-12-15 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 52385.1774 -14604.1609 66989.3382 49405.1251 -21347.4178 70752.5429
Total P&L (%) 52.3852 -14.6042 66.9893 49.4051 -21.3474 70.7525
Avg Daily Profit (%) 0.2012 -0.0561 0.2572 0.1543 -0.0922 0.2057
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40268 -24797 -30389 -62132 -32823 -49023
Profit Factor 1.4466 0.6848 1.9439 1.3004 0.6596 1.6953
Total Trades 79 40 39 79 40 39
Winning Trades 42 20 22 42 20 22
Losing Trades 37 20 17 37 20 17
Profitability (%) 53.1646 50 56.4103 53.1646 50 56.4103
Ratio Avg Win / Avg Loss 1.2744 0.6848 1.5021 1.1456 0.6596 1.31
Largest Winning Trade 16222 6041 16222 22544 7313 22544
Largest Losing Trade -18478 -13013 -18478 -29855 -17307 -29855
Avg Bars in Trades 304 49 564 304 49 564
Avg Bars in Winners 345 30 632 345 30 632
Avg Bars in Losers 256 69 476 256 69 476
Bars Traded 24016 1997 22018 24016 1997 22018
Profit Streak 7.8527 7.8527 11.3944 7.8527 7.8527 11.3944
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -23691 -581469 437335 -25197 -581469 371425
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736810100000,
    "first_datapoint_time": 1736991900000,
    "last_datapoint_time": 1759309200000,
    "evaluation_time": 1759309977336,
    "expiration_time": 1765789200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 100,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 203,
            "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": [
        [
            52385.1773920931,
            -14604.1608547841,
            66989.3382468771,
            49405.125053989,
            -21347.4178108879,
            70752.5428648769
        ],
        [
            52.385177,
            -14.604161,
            66.989338,
            49.405125,
            -21.347418,
            70.752543
        ],
        [
            0.201157,
            -0.056079,
            0.257236,
            0.15429,
            -0.092166,
            0.205666
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40268,
            -24797,
            -30389,
            -62132,
            -32823,
            -49023
        ],
        [
            1.446569,
            0.684792,
            1.943858,
            1.300383,
            0.659616,
            1.6953
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            53.164557,
            50,
            56.410256,
            53.164557,
            50,
            56.410256
        ],
        [
            1.274358,
            0.684792,
            1.502072,
            1.145575,
            0.659616,
            1.310005
        ],
        [
            16222,
            6041,
            16222,
            22544,
            7313,
            22544
        ],
        [
            -18478,
            -13013,
            -18478,
            -29855,
            -17307,
            -29855
        ],
        [
            304,
            49,
            564,
            304,
            49,
            564
        ],
        [
            345,
            30,
            632,
            345,
            30,
            632
        ],
        [
            256,
            69,
            476,
            256,
            69,
            476
        ],
        [
            24016,
            1997,
            22018,
            24016,
            1997,
            22018
        ],
        [
            7.852747,
            7.852747,
            11.394413,
            7.852747,
            7.852747,
            11.394414
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -23691,
            -581469,
            437335,
            -25197,
            -581469,
            371425
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736810100000,
    "first_datapoint_time": 1736991900000,
    "last_datapoint_time": 1759309200000,
    "evaluation_time": 1759309977336,
    "expiration_time": 1765789200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 100,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 203,
            "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)