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Trade: ICP/USDT/360/KCB/DCM/9278

Strategy
ICP/USDT/360/KCB/DCM/9278
Pair
ICP_USDT
Interval
6h
Score
397351
Daily Profit
0.218650
Profit Factor
1.639557
Profitability
57.391304
Streak
0.000000
Best Strategy
Training Data Length
1597.750000
Evaluation Time
2025-09-25 23:35
Expiration Time
2025-11-11 12:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 349348.6839 145253.3996 204095.2843 376068.5069 98292.8296 277775.6773
Total P&L (%) 349.3487 145.2534 204.0953 376.0685 98.2928 277.7757
Avg Daily Profit (%) 0.2187 0.0909 0.1277 0.0977 0.0429 0.0832
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90646 -94960 -44688 -396295 -222196 -271951
Profit Factor 1.6396 1.5503 1.7231 1.2813 1.1759 1.3569
Total Trades 115 58 57 115 58 57
Winning Trades 66 31 35 66 31 35
Losing Trades 49 27 22 49 27 22
Profitability (%) 57.3913 53.4483 61.4035 57.3913 53.4483 61.4035
Ratio Avg Win / Avg Loss 1.2172 1.3502 1.0831 0.9513 1.0242 0.8529
Largest Winning Trade 151414 151414 43634 170658 127656 170658
Largest Losing Trade -44688 -33593 -44688 -173420 -107312 -173420
Avg Bars in Trades 52 58 46 52 58 46
Avg Bars in Winners 52 48 56 52 48 56
Avg Bars in Losers 52 70 29 52 70 29
Bars Traded 6015 3391 2624 6015 3391 2624
Profit Streak 0 0 69.8576 0 0 69.8576
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397351 -249586 -198351 -62959 -342261 -261097

Evaluation Data

{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6391,
    "evaluation_days": 1597.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623434400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758832499665,
    "expiration_time": 1762856568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 101,
            "offset": 0
        }
    }
}
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": [
        [
            349348.6838934332,
            145253.3995681277,
            204095.2843253057,
            376068.5069186479,
            98292.8295835251,
            277775.6773351229
        ],
        [
            349.348684,
            145.2534,
            204.095284,
            376.068507,
            98.29283,
            277.775677
        ],
        [
            0.21865,
            0.090911,
            0.127739,
            0.09771,
            0.042855,
            0.083222
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90646,
            -94960,
            -44688,
            -396295,
            -222196,
            -271951
        ],
        [
            1.639557,
            1.550255,
            1.723074,
            1.281293,
            1.175946,
            1.356912
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            66,
            31,
            35,
            66,
            31,
            35
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            57.391304,
            53.448276,
            61.403509,
            57.391304,
            53.448276,
            61.403509
        ],
        [
            1.217247,
            1.350222,
            1.083075,
            0.951263,
            1.024211,
            0.852916
        ],
        [
            151414,
            151414,
            43634,
            170658,
            127656,
            170658
        ],
        [
            -44688,
            -33593,
            -44688,
            -173420,
            -107312,
            -173420
        ],
        [
            52,
            58,
            46,
            52,
            58,
            46
        ],
        [
            52,
            48,
            56,
            52,
            48,
            56
        ],
        [
            52,
            70,
            29,
            52,
            70,
            29
        ],
        [
            6015,
            3391,
            2624,
            6015,
            3391,
            2624
        ],
        [
            0,
            0,
            69.857635,
            0,
            0,
            69.857635
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397351,
            -249586,
            -198351,
            -62959,
            -342261,
            -261097
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6391,
    "evaluation_days": 1597.75,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623434400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758832499665,
    "expiration_time": 1762856568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 101,
            "offset": 0
        }
    }
}

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)