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Trade: ICP/USDT/15/DCU/KCB/2246

Strategy
ICP/USDT/15/DCU/KCB/2246
Pair
ICP_USDT
Interval
15m
Score
407834
Daily Profit
0.290780
Profit Factor
1.588509
Profitability
58.646617
Streak
7.709196
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 04:16
Expiration Time
2025-12-17 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 74916.9751 -807.9713 75724.9464 79221.7997 -14147.0739 93368.8736
Total P&L (%) 74.917 -0.808 75.7249 79.2218 -14.1471 93.3689
Avg Daily Profit (%) 0.2877 -0.0031 0.2908 0.2243 -0.0586 0.2535
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52080 -24335 -37578 -103358 -45636 -72721
Profit Factor 1.306 0.993 1.5885 1.1808 0.9297 1.3941
Total Trades 267 134 133 267 134 133
Winning Trades 147 69 78 147 69 78
Losing Trades 120 65 55 120 65 55
Profitability (%) 55.0562 51.4925 58.6466 55.0562 51.4925 58.6466
Ratio Avg Win / Avg Loss 1.0662 0.9355 1.1201 0.9639 0.8758 0.983
Largest Winning Trade 20908 20908 12107 30226 30226 20705
Largest Losing Trade -21914 -11141 -21914 -47475 -16337 -47475
Avg Bars in Trades 91 34 149 91 34 149
Avg Bars in Winners 76 26 121 76 26 121
Avg Bars in Losers 110 41 190 110 41 190
Bars Traded 24501 4564 19937 24501 4564 19937
Profit Streak 7.5738 7.5738 7.7092 7.5738 7.5738 7.7092
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387321 -581038 407834 -13188 -581038 293600
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736954100000,
    "first_datapoint_time": 1737108000000,
    "last_datapoint_time": 1759453200000,
    "evaluation_time": 1759454174572,
    "expiration_time": 1765933200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 172,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            74916.9750847717,
            -807.9712760316,
            75724.9463608034,
            79221.7997119379,
            -14147.0738685805,
            93368.8735805185
        ],
        [
            74.916975,
            -0.807971,
            75.724946,
            79.2218,
            -14.147074,
            93.368874
        ],
        [
            0.287678,
            -0.003103,
            0.29078,
            0.224295,
            -0.058555,
            0.253539
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52080,
            -24335,
            -37578,
            -103358,
            -45636,
            -72721
        ],
        [
            1.306043,
            0.993042,
            1.588509,
            1.180826,
            0.92968,
            1.394078
        ],
        [
            267,
            134,
            133,
            267,
            134,
            133
        ],
        [
            147,
            69,
            78,
            147,
            69,
            78
        ],
        [
            120,
            65,
            55,
            120,
            65,
            55
        ],
        [
            55.05618,
            51.492537,
            58.646617,
            55.05618,
            51.492537,
            58.646617
        ],
        [
            1.066157,
            0.935474,
            1.120102,
            0.96394,
            0.875785,
            0.983004
        ],
        [
            20908,
            20908,
            12107,
            30226,
            30226,
            20705
        ],
        [
            -21914,
            -11141,
            -21914,
            -47475,
            -16337,
            -47475
        ],
        [
            91,
            34,
            149,
            91,
            34,
            149
        ],
        [
            76,
            26,
            121,
            76,
            26,
            121
        ],
        [
            110,
            41,
            190,
            110,
            41,
            190
        ],
        [
            24501,
            4564,
            19937,
            24501,
            4564,
            19937
        ],
        [
            7.57378,
            7.57378,
            7.709196,
            7.57378,
            7.57378,
            7.709196
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387321,
            -581038,
            407834,
            -13188,
            -581038,
            293600
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736954100000,
    "first_datapoint_time": 1737108000000,
    "last_datapoint_time": 1759453200000,
    "evaluation_time": 1759454174572,
    "expiration_time": 1765933200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 172,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)