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Trade: ICP/USDT/15/SMA/KCL/2836

Strategy
ICP/USDT/15/SMA/KCL/2836
Pair
ICP_USDT
Interval
15m
Score
520312
Daily Profit
0.436069
Profit Factor
1.906888
Profitability
64.220183
Streak
12.778246
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 14:55
Expiration Time
2025-12-17 13:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 113561.1749 15883.0832 97678.0918 176341.0671 27936.3789 148404.6882
Total P&L (%) 113.5612 15.8831 97.6781 176.3411 27.9364 148.4047
Avg Daily Profit (%) 0.4361 0.061 0.3751 0.3911 0.0946 0.35
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22950 -20117 -19063 -45927 -31400 -39034
Profit Factor 1.9069 1.2894 2.3887 1.7895 1.3089 2.1164
Total Trades 109 55 54 109 55 54
Winning Trades 70 33 37 70 33 37
Losing Trades 39 22 17 39 22 17
Profitability (%) 64.2202 60 68.5185 64.2202 60 68.5185
Ratio Avg Win / Avg Loss 1.0624 0.8596 1.0975 0.997 0.8726 0.9724
Largest Winning Trade 10552 7445 10552 21228 9313 21228
Largest Losing Trade -16499 -16283 -16499 -34736 -23503 -34736
Avg Bars in Trades 220 91 352 220 91 352
Avg Bars in Winners 174 78 260 174 78 260
Avg Bars in Losers 303 110 552 303 110 552
Bars Traded 24079 5042 19037 24079 5042 19037
Profit Streak 12.7782 12.7782 13.2053 12.7782 12.7782 13.2053
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 520312 -301840 -165414 438312 -250506 -167820
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736992800000,
    "first_datapoint_time": 1737167400000,
    "last_datapoint_time": 1759491900000,
    "evaluation_time": 1759492540476,
    "expiration_time": 1765971900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 195,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            113561.1749414536,
            15883.0831599401,
            97678.0917815135,
            176341.0670829277,
            27936.378932055,
            148404.6881508727
        ],
        [
            113.561175,
            15.883083,
            97.678092,
            176.341067,
            27.936379,
            148.404688
        ],
        [
            0.436069,
            0.06099,
            0.375079,
            0.391081,
            0.094647,
            0.350004
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22950,
            -20117,
            -19063,
            -45927,
            -31400,
            -39034
        ],
        [
            1.906888,
            1.289401,
            2.388694,
            1.789461,
            1.308899,
            2.11641
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            70,
            33,
            37,
            70,
            33,
            37
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            64.220183,
            60,
            68.518519,
            64.220183,
            60,
            68.518519
        ],
        [
            1.062409,
            0.859601,
            1.097508,
            0.996986,
            0.872599,
            0.972405
        ],
        [
            10552,
            7445,
            10552,
            21228,
            9313,
            21228
        ],
        [
            -16499,
            -16283,
            -16499,
            -34736,
            -23503,
            -34736
        ],
        [
            220,
            91,
            352,
            220,
            91,
            352
        ],
        [
            174,
            78,
            260,
            174,
            78,
            260
        ],
        [
            303,
            110,
            552,
            303,
            110,
            552
        ],
        [
            24079,
            5042,
            19037,
            24079,
            5042,
            19037
        ],
        [
            12.778246,
            12.778246,
            13.205329,
            12.778246,
            12.778246,
            13.20533
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            520312,
            -301840,
            -165414,
            438312,
            -250506,
            -167820
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736992800000,
    "first_datapoint_time": 1737167400000,
    "last_datapoint_time": 1759491900000,
    "evaluation_time": 1759492540476,
    "expiration_time": 1765971900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 195,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)