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Trade: ICP/USDT/15/VWMA/KCB/3312

Strategy
ICP/USDT/15/VWMA/KCB/3312
Pair
ICP_USDT
Interval
15m
Score
307430
Daily Profit
0.242784
Profit Factor
1.707601
Profitability
65.217391
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 14:22
Expiration Time
2025-12-25 13:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 68604.5588 5378.6605 63225.8982 67907.4172 -664.2859 68571.703
Total P&L (%) 68.6046 5.3787 63.2259 67.9074 -0.6643 68.5717
Avg Daily Profit (%) 0.2634 0.0207 0.2428 0.1992 -0.0026 0.2007
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29509 -22364 -18904 -39755 -30371 -26133
Profit Factor 1.3022 1.0391 1.7076 1.2313 0.9962 1.5752
Total Trades 183 91 92 183 91 92
Winning Trades 118 58 60 118 58 60
Losing Trades 65 33 32 65 33 32
Profitability (%) 64.4809 63.7363 65.2174 64.4809 63.7363 65.2174
Ratio Avg Win / Avg Loss 0.7173 0.5912 0.9107 0.6783 0.5668 0.8401
Largest Winning Trade 9703 9703 7958 11212 11212 8498
Largest Losing Trade -21854 -21854 -18261 -23919 -23213 -23919
Avg Bars in Trades 134 144 123 134 144 123
Avg Bars in Winners 86 71 100 86 71 100
Avg Bars in Losers 221 273 168 221 273 168
Bars Traded 24594 13187 11407 24594 13187 11407
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 285881 -509898 307430 248843 -580426 294386
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737682200000,
    "first_datapoint_time": 1737833400000,
    "last_datapoint_time": 1760181300000,
    "evaluation_time": 1760181754708,
    "expiration_time": 1766661300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 169,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            68604.5587594208,
            5378.6605482321,
            63225.8982111888,
            67907.4171568937,
            -664.2858766311,
            68571.7030335248
        ],
        [
            68.604559,
            5.378661,
            63.225898,
            67.907417,
            -0.664286,
            68.571703
        ],
        [
            0.263438,
            0.020654,
            0.242784,
            0.199201,
            -0.002559,
            0.20072
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29509,
            -22364,
            -18904,
            -39755,
            -30371,
            -26133
        ],
        [
            1.302247,
            1.039081,
            1.707601,
            1.231335,
            0.99619,
            1.575201
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            118,
            58,
            60,
            118,
            58,
            60
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            64.480874,
            63.736264,
            65.217391,
            64.480874,
            63.736264,
            65.217391
        ],
        [
            0.717339,
            0.591201,
            0.910721,
            0.678278,
            0.566798,
            0.840107
        ],
        [
            9703,
            9703,
            7958,
            11212,
            11212,
            8498
        ],
        [
            -21854,
            -21854,
            -18261,
            -23919,
            -23213,
            -23919
        ],
        [
            134,
            144,
            123,
            134,
            144,
            123
        ],
        [
            86,
            71,
            100,
            86,
            71,
            100
        ],
        [
            221,
            273,
            168,
            221,
            273,
            168
        ],
        [
            24594,
            13187,
            11407,
            24594,
            13187,
            11407
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            285881,
            -509898,
            307430,
            248843,
            -580426,
            294386
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737682200000,
    "first_datapoint_time": 1737833400000,
    "last_datapoint_time": 1760181300000,
    "evaluation_time": 1760181754708,
    "expiration_time": 1766661300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 169,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)