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Trade: ICP/USDT/15/HLC3/KCL/6225

Strategy
ICP/USDT/15/HLC3/KCL/6225
Pair
ICP_USDT
Interval
15m
Score
457694
Daily Profit
0.233480
Profit Factor
1.453691
Profitability
86.219081
Streak
9.122237
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 05:11
Expiration Time
2025-12-13 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 38603.5735 -22199.2332 60802.8067 29645.6195 -30780.402 60426.0215
Total P&L (%) 38.6036 -22.1992 60.8028 29.6456 -30.7804 60.426
Avg Daily Profit (%) 0.1482 -0.0852 0.2335 0.0997 -0.1412 0.1817
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40780 -40782 -28841 -51647 -47360 -31454
Profit Factor 1.156 0.8042 1.4537 1.1114 0.7547 1.4298
Total Trades 567 284 283 567 284 283
Winning Trades 439 195 244 439 195 244
Losing Trades 128 89 39 128 89 39
Profitability (%) 77.425 68.662 86.2191 77.425 68.662 86.2191
Ratio Avg Win / Avg Loss 0.3371 0.3671 0.2324 0.3241 0.3445 0.2285
Largest Winning Trade 4357 4086 4357 5024 5024 4742
Largest Losing Trade -20294 -17268 -20294 -22515 -21617 -22515
Avg Bars in Trades 42 12 72 42 12 72
Avg Bars in Winners 17 4 28 17 4 28
Avg Bars in Losers 127 31 348 127 31 348
Bars Traded 24122 3610 20512 24122 3610 20512
Profit Streak 3.0597 3.0597 9.1222 3.0597 3.0597 9.1222
Trades During Streak 8 4 10 8 4 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -42403 -578476 457694 -157209 -578754 435585
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736612100000,
    "first_datapoint_time": 1736812800000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759111861290,
    "expiration_time": 1765591200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 224,
            "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": [
        [
            38603.573456741,
            -22199.2332279186,
            60802.8066846598,
            29645.6195201178,
            -30780.4019616947,
            60426.0214818123
        ],
        [
            38.603573,
            -22.199233,
            60.802807,
            29.64562,
            -30.780402,
            60.426021
        ],
        [
            0.148236,
            -0.085244,
            0.23348,
            0.099748,
            -0.141167,
            0.181665
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40780,
            -40782,
            -28841,
            -51647,
            -47360,
            -31454
        ],
        [
            1.156035,
            0.804214,
            1.453691,
            1.111416,
            0.7547,
            1.429775
        ],
        [
            567,
            284,
            283,
            567,
            284,
            283
        ],
        [
            439,
            195,
            244,
            439,
            195,
            244
        ],
        [
            128,
            89,
            39,
            128,
            89,
            39
        ],
        [
            77.425044,
            68.661972,
            86.219081,
            77.425044,
            68.661972,
            86.219081
        ],
        [
            0.337067,
            0.367051,
            0.232352,
            0.324058,
            0.344453,
            0.22853
        ],
        [
            4357,
            4086,
            4357,
            5024,
            5024,
            4742
        ],
        [
            -20294,
            -17268,
            -20294,
            -22515,
            -21617,
            -22515
        ],
        [
            42,
            12,
            72,
            42,
            12,
            72
        ],
        [
            17,
            4,
            28,
            17,
            4,
            28
        ],
        [
            127,
            31,
            348,
            127,
            31,
            348
        ],
        [
            24122,
            3610,
            20512,
            24122,
            3610,
            20512
        ],
        [
            3.059737,
            3.059737,
            9.122237,
            3.059737,
            3.059737,
            9.122237
        ],
        [
            8,
            4,
            10,
            8,
            4,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -42403,
            -578476,
            457694,
            -157209,
            -578754,
            435585
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736612100000,
    "first_datapoint_time": 1736812800000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759111861290,
    "expiration_time": 1765591200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 224,
            "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)