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Trade: ICP/USDT/15/KCU/MIDPRICE/3292

Strategy
ICP/USDT/15/KCU/MIDPRICE/3292
Pair
ICP_USDT
Interval
15m
Score
456022
Daily Profit
0.269319
Profit Factor
2.156404
Profitability
59.574468
Streak
30.147790
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 15:02
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 71472.984 1336.9434 70136.0406 83344.3011 -7938.0798 91282.3809
Total P&L (%) 71.473 1.3369 70.136 83.3443 -7.9381 91.2824
Avg Daily Profit (%) 0.2745 0.0051 0.2693 0.233 -0.0318 0.2494
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49042 -39739 -19492 -70834 -60336 -26416
Profit Factor 1.5608 1.02 2.1564 1.4484 0.9196 2.0472
Total Trades 93 46 47 93 46 47
Winning Trades 53 25 28 53 25 28
Losing Trades 40 21 19 40 21 19
Profitability (%) 56.9892 54.3478 59.5745 56.9892 54.3478 59.5745
Ratio Avg Win / Avg Loss 1.178 0.8568 1.4633 1.0932 0.7724 1.3891
Largest Winning Trade 12706 9035 12706 18421 9852 18421
Largest Losing Trade -16215 -9594 -16215 -21132 -14811 -21132
Avg Bars in Trades 261 185 335 261 185 335
Avg Bars in Winners 214 135 284 214 135 284
Avg Bars in Losers 322 244 409 322 244 409
Bars Traded 24275 8525 15750 24275 8525 15750
Profit Streak 24.8561 24.8561 30.1478 24.8561 24.8561 30.1478
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404560 -551648 456022 367098 -580510 442292
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": 1736583300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758974569074,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 201,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 174,
            "offset": 222
        }
    }
}
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": [
        [
            71472.9839708488,
            1336.9433900947,
            70136.0405807541,
            83344.3010564317,
            -7938.079842883,
            91282.3808993147
        ],
        [
            71.472984,
            1.336943,
            70.136041,
            83.344301,
            -7.93808,
            91.282381
        ],
        [
            0.274453,
            0.005134,
            0.269319,
            0.233047,
            -0.031755,
            0.249362
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49042,
            -39739,
            -19492,
            -70834,
            -60336,
            -26416
        ],
        [
            1.5608,
            1.020015,
            2.156404,
            1.448427,
            0.919564,
            2.047159
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            56.989247,
            54.347826,
            59.574468,
            56.989247,
            54.347826,
            59.574468
        ],
        [
            1.177962,
            0.856812,
            1.463274,
            1.093153,
            0.772433,
            1.389143
        ],
        [
            12706,
            9035,
            12706,
            18421,
            9852,
            18421
        ],
        [
            -16215,
            -9594,
            -16215,
            -21132,
            -14811,
            -21132
        ],
        [
            261,
            185,
            335,
            261,
            185,
            335
        ],
        [
            214,
            135,
            284,
            214,
            135,
            284
        ],
        [
            322,
            244,
            409,
            322,
            244,
            409
        ],
        [
            24275,
            8525,
            15750,
            24275,
            8525,
            15750
        ],
        [
            24.856123,
            24.856123,
            30.14779,
            24.856123,
            24.856124,
            30.14779
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404560,
            -551648,
            456022,
            367098,
            -580510,
            442292
        ]
    ]
}
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": 1736583300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758974569074,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 201,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 174,
            "offset": 222
        }
    }
}

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)