← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ICP/USDT/15/VWAP/KCL/2802

Strategy
ICP/USDT/15/VWAP/KCL/2802
Pair
ICP_USDT
Interval
15m
Score
468122
Daily Profit
0.282585
Profit Factor
2.069053
Profitability
62.500000
Streak
42.369649
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 11:22
Expiration Time
2025-12-18 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 73738.4881 147.7461 73590.742 89552.9513 3386.8931 86166.0582
Total P&L (%) 73.7385 0.1477 73.5907 89.553 3.3869 86.1661
Avg Daily Profit (%) 0.2832 0.0006 0.2826 0.2459 0.0128 0.2389
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27627 -11401 -26000 -61544 -21441 -59533
Profit Factor 1.7278 1.0045 2.0691 1.4896 1.0671 1.6506
Total Trades 97 49 48 97 49 48
Winning Trades 61 31 30 61 31 30
Losing Trades 36 18 18 36 18 18
Profitability (%) 62.8866 63.2653 62.5 62.8866 63.2653 62.5
Ratio Avg Win / Avg Loss 1.0197 0.5833 1.2414 0.8791 0.6196 0.9904
Largest Winning Trade 18504 4035 18504 22129 7563 22129
Largest Losing Trade -15559 -6384 -15559 -32868 -12389 -32868
Avg Bars in Trades 245 13 482 245 13 482
Avg Bars in Winners 236 10 469 236 10 469
Avg Bars in Losers 261 18 504 261 18 504
Bars Traded 23816 652 23164 23816 652 23164
Profit Streak 0 0 42.3696 0 0 42.3696
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397040 -574043 468122 292409 -489198 365618
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737066600000,
    "first_datapoint_time": 1737132300000,
    "last_datapoint_time": 1759565700000,
    "evaluation_time": 1759566137677,
    "expiration_time": 1766045700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 74,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            73738.488081124,
            147.7460591112,
            73590.7420220128,
            89552.9513311365,
            3386.8931227058,
            86166.0582084307
        ],
        [
            73.738488,
            0.147746,
            73.590742,
            89.552951,
            3.386893,
            86.166058
        ],
        [
            0.283152,
            0.000567,
            0.282585,
            0.245866,
            0.012791,
            0.238926
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27627,
            -11401,
            -26000,
            -61544,
            -21441,
            -59533
        ],
        [
            1.727753,
            1.004548,
            2.069053,
            1.489621,
            1.067115,
            1.650613
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            62.886598,
            63.265306,
            62.5,
            62.886598,
            63.265306,
            62.5
        ],
        [
            1.019658,
            0.583286,
            1.241432,
            0.879121,
            0.619615,
            0.990368
        ],
        [
            18504,
            4035,
            18504,
            22129,
            7563,
            22129
        ],
        [
            -15559,
            -6384,
            -15559,
            -32868,
            -12389,
            -32868
        ],
        [
            245,
            13,
            482,
            245,
            13,
            482
        ],
        [
            236,
            10,
            469,
            236,
            10,
            469
        ],
        [
            261,
            18,
            504,
            261,
            18,
            504
        ],
        [
            23816,
            652,
            23164,
            23816,
            652,
            23164
        ],
        [
            0,
            0,
            42.369649,
            0,
            0,
            42.369649
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397040,
            -574043,
            468122,
            292409,
            -489198,
            365618
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737066600000,
    "first_datapoint_time": 1737132300000,
    "last_datapoint_time": 1759565700000,
    "evaluation_time": 1759566137677,
    "expiration_time": 1766045700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 74,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)