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Trade: ICP/USDT/15/WMA/KCL/2245

Strategy
ICP/USDT/15/WMA/KCL/2245
Pair
ICP_USDT
Interval
15m
Score
523313
Daily Profit
0.353291
Profit Factor
2.482336
Profitability
64.516129
Streak
40.993476
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 06:20
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 110153.1459 18149.0795 92004.0665 166559.2146 32390.3096 134168.905
Total P&L (%) 110.1531 18.1491 92.0041 166.5592 32.3903 134.1689
Avg Daily Profit (%) 0.423 0.0697 0.3533 0.3772 0.1078 0.3273
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22522 -13398 -17321 -51407 -26000 -41009
Profit Factor 2.221 1.6447 2.4823 1.918 1.5904 2.0599
Total Trades 61 30 31 61 30 31
Winning Trades 35 15 20 35 15 20
Losing Trades 26 15 11 26 15 11
Profitability (%) 57.377 50 64.5161 57.377 50 64.5161
Ratio Avg Win / Avg Loss 1.6499 1.6447 1.3653 1.4248 1.5904 1.133
Largest Winning Trade 24539 7665 24539 27270 16012 27270
Largest Losing Trade -13556 -7489 -13556 -32758 -14963 -32758
Avg Bars in Trades 401 83 708 401 83 708
Avg Bars in Winners 380 109 583 380 109 583
Avg Bars in Losers 428 57 935 428 57 935
Bars Traded 24469 2497 21972 24469 2497 21972
Profit Streak 25.7018 25.7018 40.9935 25.7018 25.7018 40.9935
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151221 -105792 523313 -153308 -49901 485960

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": 1736410500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758856836295,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 175,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            110153.1459367305,
            18149.0794501187,
            92004.0664866119,
            166559.2145549849,
            32390.3096017659,
            134168.9049532192
        ],
        [
            110.153146,
            18.149079,
            92.004066,
            166.559215,
            32.39031,
            134.168905
        ],
        [
            0.422983,
            0.069692,
            0.353291,
            0.377188,
            0.107801,
            0.327265
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22522,
            -13398,
            -17321,
            -51407,
            -26000,
            -41009
        ],
        [
            2.220975,
            1.644718,
            2.482336,
            1.91797,
            1.590394,
            2.059946
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            57.377049,
            50,
            64.516129,
            57.377049,
            50,
            64.516129
        ],
        [
            1.649867,
            1.644718,
            1.365285,
            1.424777,
            1.590394,
            1.13297
        ],
        [
            24539,
            7665,
            24539,
            27270,
            16012,
            27270
        ],
        [
            -13556,
            -7489,
            -13556,
            -32758,
            -14963,
            -32758
        ],
        [
            401,
            83,
            708,
            401,
            83,
            708
        ],
        [
            380,
            109,
            583,
            380,
            109,
            583
        ],
        [
            428,
            57,
            935,
            428,
            57,
            935
        ],
        [
            24469,
            2497,
            21972,
            24469,
            2497,
            21972
        ],
        [
            25.701809,
            25.701809,
            40.993476,
            25.701809,
            25.701809,
            40.993476
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151221,
            -105792,
            523313,
            -153308,
            -49901,
            485960
        ]
    ]
}
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": 1736410500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758856836295,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 175,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)