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Trade: ICP/USDT/30/KCU/PWMA/4716

Strategy
ICP/USDT/30/KCU/PWMA/4716
Pair
ICP_USDT
Interval
30m
Score
346274
Daily Profit
0.177020
Profit Factor
1.489246
Profitability
75.000000
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-09 13:57
Expiration Time
2025-12-23 12:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 114106.7463 21909.6356 92197.1107 112684.2719 16709.7032 95974.5687
Total P&L (%) 114.1067 21.9096 92.1971 112.6843 16.7097 95.9746
Avg Daily Profit (%) 0.2191 0.0421 0.177 0.145 0.0297 0.1293
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49034 -24906 -54868 -53351 -40241 -64569
Profit Factor 1.3498 1.159 1.4892 1.2492 1.0849 1.3758
Total Trades 168 84 84 168 84 84
Winning Trades 111 48 63 111 48 63
Losing Trades 57 36 21 57 36 21
Profitability (%) 66.0714 57.1429 75 66.0714 57.1429 75
Ratio Avg Win / Avg Loss 0.6931 0.8693 0.4964 0.6415 0.8137 0.4586
Largest Winning Trade 20732 20732 17571 19283 19283 17150
Largest Losing Trade -32309 -13935 -32309 -39613 -36258 -39613
Avg Bars in Trades 144 72 216 144 72 216
Avg Bars in Winners 112 63 149 112 63 149
Avg Bars in Losers 205 83 415 205 83 415
Bars Traded 24242 6068 18174 24242 6068 18174
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 320411 -189545 346274 36883 -291073 -18952
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715007600000,
    "first_datapoint_time": 1715382000000,
    "last_datapoint_time": 1760005800000,
    "evaluation_time": 1760007457154,
    "expiration_time": 1766485800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 83,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 88,
            "offset": 121
        }
    }
}
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": [
        [
            114106.7462915027,
            21909.6355708943,
            92197.1107206084,
            112684.2718906227,
            16709.7031737646,
            95974.5687168581
        ],
        [
            114.106746,
            21.909636,
            92.197111,
            112.684272,
            16.709703,
            95.974569
        ],
        [
            0.219086,
            0.042067,
            0.17702,
            0.144997,
            0.029672,
            0.129265
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49034,
            -24906,
            -54868,
            -53351,
            -40241,
            -64569
        ],
        [
            1.349805,
            1.159049,
            1.489246,
            1.249228,
            1.084926,
            1.375816
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            111,
            48,
            63,
            111,
            48,
            63
        ],
        [
            57,
            36,
            21,
            57,
            36,
            21
        ],
        [
            66.071429,
            57.142857,
            75,
            66.071429,
            57.142857,
            75
        ],
        [
            0.693143,
            0.869287,
            0.496415,
            0.641496,
            0.813694,
            0.458605
        ],
        [
            20732,
            20732,
            17571,
            19283,
            19283,
            17150
        ],
        [
            -32309,
            -13935,
            -32309,
            -39613,
            -36258,
            -39613
        ],
        [
            144,
            72,
            216,
            144,
            72,
            216
        ],
        [
            112,
            63,
            149,
            112,
            63,
            149
        ],
        [
            205,
            83,
            415,
            205,
            83,
            415
        ],
        [
            24242,
            6068,
            18174,
            24242,
            6068,
            18174
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320411,
            -189545,
            346274,
            36883,
            -291073,
            -18952
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715007600000,
    "first_datapoint_time": 1715382000000,
    "last_datapoint_time": 1760005800000,
    "evaluation_time": 1760007457154,
    "expiration_time": 1766485800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 83,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 88,
            "offset": 121
        }
    }
}

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)