← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ICP/USDT/3/SSF/KCL/9310

Strategy
ICP/USDT/3/SSF/KCL/9310
Pair
ICP_USDT
Interval
3m
Score
301029
Daily Profit
0.449384
Profit Factor
2.156870
Profitability
48.484848
Streak
11.621116
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-01 05:57
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 17160.6105 -6243.2916 23403.9021 17258.0317 -7007.6021 24265.6338
Total P&L (%) 17.1606 -6.2433 23.4039 17.258 -7.0076 24.2656
Avg Daily Profit (%) 0.3295 -0.1199 0.4494 0.3062 -0.1394 0.418
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -8869 -9808 -6006 -10034 -11024 -6794
Profit Factor 1.5007 0.5555 2.1569 1.4539 0.5458 2.074
Total Trades 67 34 33 67 34 33
Winning Trades 27 11 16 27 11 16
Losing Trades 40 23 17 40 23 17
Profitability (%) 40.2985 32.3529 48.4848 40.2985 32.3529 48.4848
Ratio Avg Win / Avg Loss 2.2232 1.1615 2.2917 2.1539 1.1411 2.2036
Largest Winning Trade 5734 2395 5734 6297 2673 6297
Largest Losing Trade -4796 -3057 -4796 -5151 -3403 -5151
Avg Bars in Trades 332 37 636 332 37 636
Avg Bars in Winners 305 30 495 305 30 495
Avg Bars in Losers 350 41 768 350 41 768
Bars Traded 22283 1288 20995 22283 1288 20995
Profit Streak 8.642 8.642 11.6211 8.642 8.642 11.6211
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -123341 -586822 301029 -124039 -586822 296302
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": 1754571780000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759287444460,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 135,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            17160.6105329034,
            -6243.2915676592,
            23403.9021005626,
            17258.0316591299,
            -7007.6021246091,
            24265.633783739
        ],
        [
            17.160611,
            -6.243292,
            23.403902,
            17.258032,
            -7.007602,
            24.265634
        ],
        [
            0.329505,
            -0.119879,
            0.449384,
            0.306164,
            -0.139404,
            0.41802
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -8869,
            -9808,
            -6006,
            -10034,
            -11024,
            -6794
        ],
        [
            1.50067,
            0.555478,
            2.15687,
            1.45391,
            0.545757,
            2.073993
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            27,
            11,
            16,
            27,
            11,
            16
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            40.298507,
            32.352941,
            48.484848,
            40.298507,
            32.352941,
            48.484848
        ],
        [
            2.223214,
            1.161454,
            2.291675,
            2.15394,
            1.141129,
            2.203617
        ],
        [
            5734,
            2395,
            5734,
            6297,
            2673,
            6297
        ],
        [
            -4796,
            -3057,
            -4796,
            -5151,
            -3403,
            -5151
        ],
        [
            332,
            37,
            636,
            332,
            37,
            636
        ],
        [
            305,
            30,
            495,
            305,
            30,
            495
        ],
        [
            350,
            41,
            768,
            350,
            41,
            768
        ],
        [
            22283,
            1288,
            20995,
            22283,
            1288,
            20995
        ],
        [
            8.64195,
            8.64195,
            11.621116,
            8.64195,
            8.64195,
            11.621116
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -123341,
            -586822,
            301029,
            -124039,
            -586822,
            296302
        ]
    ]
}
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": 1754571780000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759287444460,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 135,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)