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Trade: ICP/USDT/3/MIDPOINT/KCL/6378

Strategy
ICP/USDT/3/MIDPOINT/KCL/6378
Pair
ICP_USDT
Interval
3m
Score
378892
Daily Profit
0.502762
Profit Factor
2.218275
Profitability
70.454545
Streak
12.627127
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-04 03:33
Expiration Time
2025-12-12 10:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 21976.505 -4207.3653 26183.8703 22842.6187 -4752.7655 27595.3842
Total P&L (%) 21.9765 -4.2074 26.1839 22.8426 -4.7528 27.5954
Avg Daily Profit (%) 0.422 -0.0808 0.5028 0.3958 -0.0935 0.469
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -9284 -5316 -9102 -10342 -6074 -10158
Profit Factor 1.715 0.5449 2.2183 1.6641 0.5415 2.1483
Total Trades 89 45 44 89 45 44
Winning Trades 51 20 31 51 20 31
Losing Trades 38 25 13 38 25 13
Profitability (%) 57.3034 44.4444 70.4545 57.3034 44.4444 70.4545
Ratio Avg Win / Avg Loss 1.2778 0.6811 0.9302 1.2399 0.6769 0.9009
Largest Winning Trade 7144 542 7144 7373 615 7373
Largest Losing Trade -9102 -2918 -9102 -10158 -3395 -10158
Avg Bars in Trades 250 4 501 250 4 501
Avg Bars in Winners 254 3 416 254 3 416
Avg Bars in Losers 244 5 702 244 5 702
Bars Traded 22267 217 22050 22267 217 22050
Profit Streak 11.7396 11.7396 12.6271 11.7396 11.7396 12.6271
Trades During Streak 6 3 7 6 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 246834 -582578 378892 256037 -582578 368168
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754558280000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759537983747,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 60,
            "offset": 207,
            "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": [
        [
            21976.5050207871,
            -4207.3653164581,
            26183.8703372451,
            22842.6187252687,
            -4752.7655029689,
            27595.3842282375
        ],
        [
            21.976505,
            -4.207365,
            26.18387,
            22.842619,
            -4.752766,
            27.595384
        ],
        [
            0.421976,
            -0.080787,
            0.502762,
            0.395816,
            -0.093455,
            0.469019
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -9284,
            -5316,
            -9102,
            -10342,
            -6074,
            -10158
        ],
        [
            1.714978,
            0.544891,
            2.218275,
            1.664094,
            0.541499,
            2.148335
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            51,
            20,
            31,
            51,
            20,
            31
        ],
        [
            38,
            25,
            13,
            38,
            25,
            13
        ],
        [
            57.303371,
            44.444444,
            70.454545,
            57.303371,
            44.444444,
            70.454545
        ],
        [
            1.277827,
            0.681113,
            0.930244,
            1.239913,
            0.676874,
            0.900915
        ],
        [
            7144,
            542,
            7144,
            7373,
            615,
            7373
        ],
        [
            -9102,
            -2918,
            -9102,
            -10158,
            -3395,
            -10158
        ],
        [
            250,
            4,
            501,
            250,
            4,
            501
        ],
        [
            254,
            3,
            416,
            254,
            3,
            416
        ],
        [
            244,
            5,
            702,
            244,
            5,
            702
        ],
        [
            22267,
            217,
            22050,
            22267,
            217,
            22050
        ],
        [
            11.739627,
            11.739627,
            12.627127,
            11.739627,
            11.739627,
            12.627127
        ],
        [
            6,
            3,
            7,
            6,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            246834,
            -582578,
            378892,
            256037,
            -582578,
            368168
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754558280000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759537983747,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 60,
            "offset": 207,
            "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)