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Trade: ICP/USDT/30/MIDPOINT/KCL/6681

Strategy
ICP/USDT/30/MIDPOINT/KCL/6681
Pair
ICP_USDT
Interval
30m
Score
344671
Daily Profit
0.218326
Profit Factor
1.342909
Profitability
56.331878
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-03 19:30
Expiration Time
2025-12-17 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 113710.4861 25270.5349 88439.9513 51306.3764 16823.4727 34482.9037
Total P&L (%) 113.7105 25.2705 88.44 51.3064 16.8235 34.4829
Avg Daily Profit (%) 0.2183 0.0485 0.1698 0.0795 0.0299 0.0569
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70443 -14092 -73057 -108389 -23858 -118842
Profit Factor 1.3429 1.2805 1.3662 1.1108 1.1443 1.0995
Total Trades 229 115 114 229 115 114
Winning Trades 129 62 67 129 62 67
Losing Trades 100 53 47 100 53 47
Profitability (%) 56.3319 53.913 58.7719 56.3319 53.913 58.7719
Ratio Avg Win / Avg Loss 1.041 1.0946 0.9584 0.8611 0.9782 0.7713
Largest Winning Trade 20988 14712 20988 19384 12419 19384
Largest Losing Trade -67572 -6352 -67572 -106229 -11022 -106229
Avg Bars in Trades 106 23 189 106 23 189
Avg Bars in Winners 87 22 147 87 22 147
Avg Bars in Losers 130 25 248 130 25 248
Bars Traded 24314 2740 21574 24314 2740 21574
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 344671 -131712 234073 -186850 -225509 -232041
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714509000000,
    "first_datapoint_time": 1714768200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759509052789,
    "expiration_time": 1765987200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 145,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            113710.4861375821,
            25270.5348569963,
            88439.9512805858,
            51306.3764308204,
            16823.4726936079,
            34482.9037372126
        ],
        [
            113.710486,
            25.270535,
            88.439951,
            51.306376,
            16.823473,
            34.482904
        ],
        [
            0.218326,
            0.04852,
            0.169806,
            0.079546,
            0.029859,
            0.0569
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70443,
            -14092,
            -73057,
            -108389,
            -23858,
            -118842
        ],
        [
            1.342909,
            1.280464,
            1.366206,
            1.110804,
            1.144289,
            1.099534
        ],
        [
            229,
            115,
            114,
            229,
            115,
            114
        ],
        [
            129,
            62,
            67,
            129,
            62,
            67
        ],
        [
            100,
            53,
            47,
            100,
            53,
            47
        ],
        [
            56.331878,
            53.913043,
            58.77193,
            56.331878,
            53.913043,
            58.77193
        ],
        [
            1.041015,
            1.09459,
            0.958384,
            0.861088,
            0.978183,
            0.771315
        ],
        [
            20988,
            14712,
            20988,
            19384,
            12419,
            19384
        ],
        [
            -67572,
            -6352,
            -67572,
            -106229,
            -11022,
            -106229
        ],
        [
            106,
            23,
            189,
            106,
            23,
            189
        ],
        [
            87,
            22,
            147,
            87,
            22,
            147
        ],
        [
            130,
            25,
            248,
            130,
            25,
            248
        ],
        [
            24314,
            2740,
            21574,
            24314,
            2740,
            21574
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344671,
            -131712,
            234073,
            -186850,
            -225509,
            -232041
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714509000000,
    "first_datapoint_time": 1714768200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759509052789,
    "expiration_time": 1765987200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 145,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)