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Trade: ICP/USDT/15/DCL/KCL/7154

Strategy
ICP/USDT/15/DCL/KCL/7154
Pair
ICP_USDT
Interval
15m
Score
434640
Daily Profit
0.291805
Profit Factor
1.622632
Profitability
75.352113
Streak
13.740968
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 10:02
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 77088.9427 1097.0878 75991.8549 85490.4699 -7739.8362 93230.3061
Total P&L (%) 77.0889 1.0971 75.9919 85.4905 -7.7398 93.2303
Avg Daily Profit (%) 0.296 0.0042 0.2918 0.2375 -0.0309 0.2533
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29015 -28824 -26850 -48188 -42443 -40270
Profit Factor 1.3039 1.0083 1.6226 1.2377 0.9588 1.543
Total Trades 284 142 142 284 142 142
Winning Trades 191 84 107 191 84 107
Losing Trades 93 58 35 93 58 35
Profitability (%) 67.2535 59.1549 75.3521 67.2535 59.1549 75.3521
Ratio Avg Win / Avg Loss 0.6349 0.6962 0.5308 0.6027 0.662 0.5047
Largest Winning Trade 10356 10356 5799 14221 14221 8626
Largest Losing Trade -18833 -14803 -18833 -28768 -18935 -28768
Avg Bars in Trades 86 50 123 86 50 123
Avg Bars in Winners 46 29 59 46 29 59
Avg Bars in Losers 169 80 317 169 80 317
Bars Traded 24682 7167 17515 24682 7167 17515
Profit Streak 4.1368 4.1368 13.741 4.1368 4.1368 13.741
Trades During Streak 2 1 7 2 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344822 -566471 434640 312267 -581257 408677
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736415900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759042919660,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 210,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            77088.9426502635,
            1097.0877721442,
            75991.8548781193,
            85490.4698991695,
            -7739.8362293561,
            93230.3061285256
        ],
        [
            77.088943,
            1.097088,
            75.991855,
            85.49047,
            -7.739836,
            93.230306
        ],
        [
            0.296018,
            0.004213,
            0.291805,
            0.237527,
            -0.030929,
            0.253263
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29015,
            -28824,
            -26850,
            -48188,
            -42443,
            -40270
        ],
        [
            1.303886,
            1.008335,
            1.622632,
            1.23772,
            0.958818,
            1.543038
        ],
        [
            284,
            142,
            142,
            284,
            142,
            142
        ],
        [
            191,
            84,
            107,
            191,
            84,
            107
        ],
        [
            93,
            58,
            35,
            93,
            58,
            35
        ],
        [
            67.253521,
            59.15493,
            75.352113,
            67.253521,
            59.15493,
            75.352113
        ],
        [
            0.634876,
            0.696231,
            0.530768,
            0.60266,
            0.662041,
            0.504732
        ],
        [
            10356,
            10356,
            5799,
            14221,
            14221,
            8626
        ],
        [
            -18833,
            -14803,
            -18833,
            -28768,
            -18935,
            -28768
        ],
        [
            86,
            50,
            123,
            86,
            50,
            123
        ],
        [
            46,
            29,
            59,
            46,
            29,
            59
        ],
        [
            169,
            80,
            317,
            169,
            80,
            317
        ],
        [
            24682,
            7167,
            17515,
            24682,
            7167,
            17515
        ],
        [
            4.136801,
            4.136802,
            13.740968,
            4.136802,
            4.136802,
            13.740968
        ],
        [
            2,
            1,
            7,
            2,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344822,
            -566471,
            434640,
            312267,
            -581257,
            408677
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736415900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759042919660,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 210,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)