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Trade: ICP/USDT/15/HWMA/KCL/7949

Strategy
ICP/USDT/15/HWMA/KCL/7949
Pair
ICP_USDT
Interval
15m
Score
431078
Daily Profit
0.220295
Profit Factor
1.331805
Profitability
80.383795
Streak
6.301341
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 13:43
Expiration Time
2025-12-16 12:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 33633.0087 -23736.2738 57369.2825 21174.1434 -36370.3171 57544.4605
Total P&L (%) 33.633 -23.7363 57.3693 21.1741 -36.3703 57.5445
Avg Daily Profit (%) 0.1291 -0.0911 0.2203 0.0738 -0.1735 0.1747
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50346 -45599 -35971 -68656 -58236 -43828
Profit Factor 1.1011 0.8516 1.3318 1.0549 0.8066 1.2914
Total Trades 939 470 469 939 470 469
Winning Trades 655 278 377 655 278 377
Losing Trades 284 192 92 284 192 92
Profitability (%) 69.7551 59.1489 80.3838 69.7551 59.1489 80.3838
Ratio Avg Win / Avg Loss 0.4774 0.5881 0.325 0.4574 0.5571 0.3151
Largest Winning Trade 4086 4086 3725 5802 5802 4251
Largest Losing Trade -21058 -17268 -21058 -26437 -24603 -26437
Avg Bars in Trades 26 8 43 26 8 43
Avg Bars in Winners 12 3 19 12 3 19
Avg Bars in Losers 57 16 143 57 16 143
Bars Traded 24531 4023 20508 24531 4023 20508
Profit Streak 0 0 6.3013 0 0 6.3013
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -127389 -578531 431078 -255569 -578809 408571
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736901900000,
    "first_datapoint_time": 1737116100000,
    "last_datapoint_time": 1759401000000,
    "evaluation_time": 1759401835870,
    "expiration_time": 1765881000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.5416,
            "nb": 0.97354,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 239,
            "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": [
        [
            33633.0087384119,
            -23736.273775324,
            57369.2825137361,
            21174.1434179757,
            -36370.3171173339,
            57544.4605353095
        ],
        [
            33.633009,
            -23.736274,
            57.369283,
            21.174143,
            -36.370317,
            57.544461
        ],
        [
            0.129149,
            -0.091146,
            0.220295,
            0.073777,
            -0.17345,
            0.174693
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50346,
            -45599,
            -35971,
            -68656,
            -58236,
            -43828
        ],
        [
            1.101053,
            0.851579,
            1.331805,
            1.054912,
            0.806644,
            1.291365
        ],
        [
            939,
            470,
            469,
            939,
            470,
            469
        ],
        [
            655,
            278,
            377,
            655,
            278,
            377
        ],
        [
            284,
            192,
            92,
            284,
            192,
            92
        ],
        [
            69.755059,
            59.148936,
            80.383795,
            69.755059,
            59.148936,
            80.383795
        ],
        [
            0.477403,
            0.588141,
            0.325003,
            0.457397,
            0.557107,
            0.315134
        ],
        [
            4086,
            4086,
            3725,
            5802,
            5802,
            4251
        ],
        [
            -21058,
            -17268,
            -21058,
            -26437,
            -24603,
            -26437
        ],
        [
            26,
            8,
            43,
            26,
            8,
            43
        ],
        [
            12,
            3,
            19,
            12,
            3,
            19
        ],
        [
            57,
            16,
            143,
            57,
            16,
            143
        ],
        [
            24531,
            4023,
            20508,
            24531,
            4023,
            20508
        ],
        [
            0,
            0,
            6.301341,
            0,
            0,
            6.301341
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -127389,
            -578531,
            431078,
            -255569,
            -578809,
            408571
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736901900000,
    "first_datapoint_time": 1737116100000,
    "last_datapoint_time": 1759401000000,
    "evaluation_time": 1759401835870,
    "expiration_time": 1765881000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.5416,
            "nb": 0.97354,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 239,
            "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)