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Trade: ICP/USDT/15/VWAP/KCL/7852

Strategy
ICP/USDT/15/VWAP/KCL/7852
Pair
ICP_USDT
Interval
15m
Score
410134
Daily Profit
0.391434
Profit Factor
1.666439
Profitability
68.211921
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 00:26
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 101937.1293 12566.2848 89370.8446 146010.4531 16289.4746 129720.9786
Total P&L (%) 101.9371 12.5663 89.3708 146.0105 16.2895 129.721
Avg Daily Profit (%) 0.3914 0.0483 0.3432 0.3463 0.058 0.3199
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42014 -12768 -31585 -98119 -27755 -75131
Profit Factor 1.6664 1.1978 1.9992 1.4468 1.128 1.65
Total Trades 151 76 75 151 76 75
Winning Trades 103 52 51 103 52 51
Losing Trades 48 24 24 48 24 24
Profitability (%) 68.2119 68.4211 68 68.2119 68.4211 68
Ratio Avg Win / Avg Loss 0.7766 0.5528 0.9408 0.6742 0.5206 0.7765
Largest Winning Trade 11061 8248 11061 24390 14336 24390
Largest Losing Trade -14517 -11477 -14517 -37640 -17386 -37640
Avg Bars in Trades 163 35 293 163 35 293
Avg Bars in Winners 112 22 204 112 22 204
Avg Bars in Losers 273 65 481 273 65 481
Bars Traded 24716 2733 21983 24716 2733 21983
Profit Streak 0 0 9.8936 0 0 9.8936
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410134 -267166 -45212 357917 -254415 -46085

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": 1736401500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758835605651,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 194,
            "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": [
        [
            101937.1293475238,
            12566.2847726848,
            89370.8445748391,
            146010.4531241564,
            16289.4745694735,
            129720.9785546828
        ],
        [
            101.937129,
            12.566285,
            89.370845,
            146.010453,
            16.289475,
            129.720979
        ],
        [
            0.391434,
            0.048254,
            0.34318,
            0.346272,
            0.057966,
            0.319877
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42014,
            -12768,
            -31585,
            -98119,
            -27755,
            -75131
        ],
        [
            1.666439,
            1.197837,
            1.999232,
            1.446796,
            1.128043,
            1.649986
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            68.211921,
            68.421053,
            68,
            68.211921,
            68.421053,
            68
        ],
        [
            0.776593,
            0.552848,
            0.940815,
            0.674235,
            0.520635,
            0.776464
        ],
        [
            11061,
            8248,
            11061,
            24390,
            14336,
            24390
        ],
        [
            -14517,
            -11477,
            -14517,
            -37640,
            -17386,
            -37640
        ],
        [
            163,
            35,
            293,
            163,
            35,
            293
        ],
        [
            112,
            22,
            204,
            112,
            22,
            204
        ],
        [
            273,
            65,
            481,
            273,
            65,
            481
        ],
        [
            24716,
            2733,
            21983,
            24716,
            2733,
            21983
        ],
        [
            0,
            0,
            9.893584,
            0,
            0,
            9.893584
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410134,
            -267166,
            -45212,
            357917,
            -254415,
            -46085
        ]
    ]
}
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": 1736401500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758835605651,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 194,
            "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)