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Trade: ICP/USDT/15/T3/KCL/3986

Strategy
ICP/USDT/15/T3/KCL/3986
Pair
ICP_USDT
Interval
15m
Score
416026
Daily Profit
0.289775
Profit Factor
2.013250
Profitability
64.102564
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 11:16
Expiration Time
2025-12-22 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 84530.7778 9067.5271 75463.2508 106901.5804 12455.0788 94446.5016
Total P&L (%) 84.5308 9.0675 75.4633 106.9016 12.4551 94.4465
Avg Daily Profit (%) 0.3246 0.0348 0.2898 0.2796 0.0451 0.2557
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29718 -9887 -24616 -65351 -19189 -56218
Profit Factor 1.7213 1.2123 2.0133 1.4386 1.1554 1.5775
Total Trades 79 40 39 79 40 39
Winning Trades 43 18 25 43 18 25
Losing Trades 36 22 14 36 22 14
Profitability (%) 54.4304 45 64.1026 54.4304 45 64.1026
Ratio Avg Win / Avg Loss 1.4411 1.4817 1.1274 1.2044 1.4121 0.8834
Largest Winning Trade 13915 5722 13915 23034 10066 23034
Largest Losing Trade -16454 -6002 -16454 -38342 -9164 -38342
Avg Bars in Trades 299 60 544 299 60 544
Avg Bars in Winners 291 71 448 291 71 448
Avg Bars in Losers 309 51 715 309 51 715
Bars Traded 23660 2427 21233 23660 2427 21233
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -21261 -315922 416026 -22866 -275044 311870
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737411300000,
    "first_datapoint_time": 1737562500000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759911362543,
    "expiration_time": 1766390400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 63,
            "offset": 0,
            "a": 0.62185
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 169,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            84530.777839594,
            9067.5270570901,
            75463.250782504,
            106901.5803924284,
            12455.078801169,
            94446.5015912591
        ],
        [
            84.530778,
            9.067527,
            75.463251,
            106.90158,
            12.455079,
            94.446502
        ],
        [
            0.324594,
            0.034819,
            0.289775,
            0.279583,
            0.045085,
            0.255678
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29718,
            -9887,
            -24616,
            -65351,
            -19189,
            -56218
        ],
        [
            1.721334,
            1.212303,
            2.01325,
            1.438619,
            1.15535,
            1.577482
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            43,
            18,
            25,
            43,
            18,
            25
        ],
        [
            36,
            22,
            14,
            36,
            22,
            14
        ],
        [
            54.43038,
            45,
            64.102564,
            54.43038,
            45,
            64.102564
        ],
        [
            1.441116,
            1.481704,
            1.12742,
            1.204426,
            1.412095,
            0.88339
        ],
        [
            13915,
            5722,
            13915,
            23034,
            10066,
            23034
        ],
        [
            -16454,
            -6002,
            -16454,
            -38342,
            -9164,
            -38342
        ],
        [
            299,
            60,
            544,
            299,
            60,
            544
        ],
        [
            291,
            71,
            448,
            291,
            71,
            448
        ],
        [
            309,
            51,
            715,
            309,
            51,
            715
        ],
        [
            23660,
            2427,
            21233,
            23660,
            2427,
            21233
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21261,
            -315922,
            416026,
            -22866,
            -275044,
            311870
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737411300000,
    "first_datapoint_time": 1737562500000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759911362543,
    "expiration_time": 1766390400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 63,
            "offset": 0,
            "a": 0.62185
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 169,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)