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Trade: ICP/USDT/480/KCU/DCM/3492

Strategy
ICP/USDT/480/KCU/DCM/3492
Pair
ICP_USDT
Interval
8h
Score
524194
Daily Profit
0.165234
Profit Factor
3.184973
Profitability
51.428571
Streak
76.257265
Best Strategy
Training Data Length
1608.330000
Evaluation Time
2025-10-05 09:10
Expiration Time
2025-11-22 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -76594.7114 -27943.0549 -48651.6565 -1379473.5303 1322952.397 -2702425.9273
Total P&L (%) -76.5947 -27.9431 -48.6517 -1379.4735 1322.9524 -2702.4259
Avg Daily Profit (%) -0.0476 -0.0174 -0.0303 0 0.1652 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -412095 -86830 -331078 -3271229 -336917 -3330564
Profit Factor 0.8679 0.8476 0.8772 0.6882 3.185 0.2923
Total Trades 71 35 36 71 35 36
Winning Trades 39 15 24 39 18 21
Losing Trades 32 20 12 32 17 15
Profitability (%) 54.9296 42.8571 66.6667 54.9296 51.4286 58.3333
Ratio Avg Win / Avg Loss 0.7121 1.1302 0.4386 0.5647 3.008 0.2088
Largest Winning Trade 54239 36102 54239 743842 743842 171981
Largest Losing Trade -329989 -43910 -329989 -2821760 -199969 -2821760
Avg Bars in Trades 63 48 78 63 48 78
Avg Bars in Winners 57 36 71 74 59 86
Avg Bars in Losers 69 56 91 50 35 66
Bars Traded 4498 1680 2818 4498 1680 2818
Profit Streak 46.2573 0 78.9239 0 76.2573 0
Trades During Streak 1 0 2 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -670581 -581898 -577656 -671138 524194 -579699
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4825,
    "evaluation_days": 1608.33,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1627689600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759644627664,
    "expiration_time": 1763791200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 244,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 7,
            "offset": 202
        }
    }
}
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": [
        [
            -76594.7113811173,
            -27943.0548619438,
            -48651.6565191735,
            -1379473.530298037,
            1322952.397042479,
            -2702425.9273405164
        ],
        [
            -76.594711,
            -27.943055,
            -48.651657,
            -1379.47353,
            1322.952397,
            -2702.425927
        ],
        [
            -0.047624,
            -0.017374,
            -0.03025,
            0,
            0.165234,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -412095,
            -86830,
            -331078,
            -3271229,
            -336917,
            -3330564
        ],
        [
            0.867857,
            0.847615,
            0.877225,
            0.68819,
            3.184973,
            0.2923
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            39,
            15,
            24,
            39,
            18,
            21
        ],
        [
            32,
            20,
            12,
            32,
            17,
            15
        ],
        [
            54.929577,
            42.857143,
            66.666667,
            54.929577,
            51.428571,
            58.333333
        ],
        [
            0.712088,
            1.130154,
            0.438612,
            0.564669,
            3.00803,
            0.208786
        ],
        [
            54239,
            36102,
            54239,
            743842,
            743842,
            171981
        ],
        [
            -329989,
            -43910,
            -329989,
            -2821760,
            -199969,
            -2821760
        ],
        [
            63,
            48,
            78,
            63,
            48,
            78
        ],
        [
            57,
            36,
            71,
            74,
            59,
            86
        ],
        [
            69,
            56,
            91,
            50,
            35,
            66
        ],
        [
            4498,
            1680,
            2818,
            4498,
            1680,
            2818
        ],
        [
            46.257265,
            0,
            78.923931,
            0,
            76.257265,
            0
        ],
        [
            1,
            0,
            2,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -670581,
            -581898,
            -577656,
            -671138,
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            -579699
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4825,
    "evaluation_days": 1608.33,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1627689600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759644627664,
    "expiration_time": 1763791200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 244,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 7,
            "offset": 202
        }
    }
}

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)