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Trade: ICP/USDT/3/SMA/KCL/7068

Strategy
ICP/USDT/3/SMA/KCL/7068
Pair
ICP_USDT
Interval
3m
Score
407344
Daily Profit
0.505361
Profit Factor
2.540173
Profitability
72.727273
Streak
4.844480
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-09-30 03:19
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 21899.299 -4419.9025 26319.2015 23210.7267 -5989.9621 29200.6888
Total P&L (%) 21.8993 -4.4199 26.3192 23.2107 -5.99 29.2007
Avg Daily Profit (%) 0.4205 -0.0849 0.5054 0.4016 -0.1185 0.4931
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -6617 -9136 -4711 -8644 -11413 -5972
Profit Factor 1.6426 0.7399 2.5402 1.5676 0.7065 2.4257
Total Trades 67 34 33 67 34 33
Winning Trades 40 16 24 40 16 24
Losing Trades 27 18 9 27 18 9
Profitability (%) 59.7015 47.0588 72.7273 59.7015 47.0588 72.7273
Ratio Avg Win / Avg Loss 1.1088 0.8323 0.9526 1.0581 0.7948 0.9096
Largest Winning Trade 4111 1965 4111 4507 2417 4507
Largest Losing Trade -4101 -3831 -4101 -4791 -4791 -4621
Avg Bars in Trades 332 76 597 332 76 597
Avg Bars in Winners 289 73 433 289 73 433
Avg Bars in Losers 397 78 1034 397 78 1034
Bars Traded 22295 2588 19707 22295 2588 19707
Profit Streak 0 0 4.8445 0 0 4.8445
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -115361 -583440 407344 -114928 -583440 404850
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": 1754579700000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759191543099,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 179,
            "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": [
        [
            21899.298961558,
            -4419.9024987143,
            26319.2014602724,
            23210.7267488692,
            -5989.9620982809,
            29200.68884715
        ],
        [
            21.899299,
            -4.419902,
            26.319201,
            23.210727,
            -5.989962,
            29.200689
        ],
        [
            0.420493,
            -0.084868,
            0.505361,
            0.401584,
            -0.118533,
            0.493141
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -6617,
            -9136,
            -4711,
            -8644,
            -11413,
            -5972
        ],
        [
            1.6426,
            0.739864,
            2.540173,
            1.567612,
            0.706514,
            2.42566
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            40,
            16,
            24,
            40,
            16,
            24
        ],
        [
            27,
            18,
            9,
            27,
            18,
            9
        ],
        [
            59.701493,
            47.058824,
            72.727273,
            59.701493,
            47.058824,
            72.727273
        ],
        [
            1.108755,
            0.832347,
            0.952565,
            1.058138,
            0.794828,
            0.909623
        ],
        [
            4111,
            1965,
            4111,
            4507,
            2417,
            4507
        ],
        [
            -4101,
            -3831,
            -4101,
            -4791,
            -4791,
            -4621
        ],
        [
            332,
            76,
            597,
            332,
            76,
            597
        ],
        [
            289,
            73,
            433,
            289,
            73,
            433
        ],
        [
            397,
            78,
            1034,
            397,
            78,
            1034
        ],
        [
            22295,
            2588,
            19707,
            22295,
            2588,
            19707
        ],
        [
            0,
            0,
            4.84448,
            0,
            0,
            4.84448
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115361,
            -583440,
            407344,
            -114928,
            -583440,
            404850
        ]
    ]
}
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": 1754579700000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759191543099,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 179,
            "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)