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Trade: ICP/USDT/15/ZLMA/KCL/8783

Strategy
ICP/USDT/15/ZLMA/KCL/8783
Pair
ICP_USDT
Interval
15m
Score
423733
Daily Profit
0.299649
Profit Factor
2.106577
Profitability
63.888889
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 12:48
Expiration Time
2025-12-19 11:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 79170.1934 1135.5481 78034.6453 86045.7525 -6997.2301 93042.9826
Total P&L (%) 79.1702 1.1355 78.0346 86.0458 -6.9972 93.043
Avg Daily Profit (%) 0.304 0.0044 0.2996 0.2387 -0.0279 0.2529
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31560 -26136 -25397 -62489 -33766 -49656
Profit Factor 1.6146 1.0195 2.1066 1.3951 0.9229 1.7327
Total Trades 72 36 36 72 36 36
Winning Trades 40 17 23 40 17 23
Losing Trades 32 19 13 32 19 13
Profitability (%) 55.5556 47.2222 63.8889 55.5556 47.2222 63.8889
Ratio Avg Win / Avg Loss 1.2917 1.1394 1.1907 1.1161 1.0315 0.9794
Largest Winning Trade 15218 14923 15218 21252 14397 21252
Largest Losing Trade -26136 -26136 -14476 -33766 -33766 -26163
Avg Bars in Trades 332 74 590 332 74 590
Avg Bars in Winners 301 60 480 301 60 480
Avg Bars in Losers 370 86 787 370 86 787
Bars Traded 23940 2667 21273 23940 2667 21273
Profit Streak 8.7522 11.2835 0 8.7522 11.2835 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -73050 -553256 423733 -74888 -580497 323371
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737158400000,
    "first_datapoint_time": 1737342900000,
    "last_datapoint_time": 1759657500000,
    "evaluation_time": 1759657693749,
    "expiration_time": 1766137500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 120,
            "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": [
        [
            79170.1934302226,
            1135.5481372367,
            78034.6452929859,
            86045.7525324801,
            -6997.2300521608,
            93042.9825846408
        ],
        [
            79.170193,
            1.135548,
            78.034645,
            86.045753,
            -6.99723,
            93.042983
        ],
        [
            0.30401,
            0.00436,
            0.299649,
            0.238677,
            -0.027851,
            0.252889
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31560,
            -26136,
            -25397,
            -62489,
            -33766,
            -49656
        ],
        [
            1.614619,
            1.01948,
            2.106577,
            1.395084,
            0.922944,
            1.732717
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            40,
            17,
            23,
            40,
            17,
            23
        ],
        [
            32,
            19,
            13,
            32,
            19,
            13
        ],
        [
            55.555556,
            47.222222,
            63.888889,
            55.555556,
            47.222222,
            63.888889
        ],
        [
            1.291695,
            1.139419,
            1.190674,
            1.116067,
            1.031526,
            0.979362
        ],
        [
            15218,
            14923,
            15218,
            21252,
            14397,
            21252
        ],
        [
            -26136,
            -26136,
            -14476,
            -33766,
            -33766,
            -26163
        ],
        [
            332,
            74,
            590,
            332,
            74,
            590
        ],
        [
            301,
            60,
            480,
            301,
            60,
            480
        ],
        [
            370,
            86,
            787,
            370,
            86,
            787
        ],
        [
            23940,
            2667,
            21273,
            23940,
            2667,
            21273
        ],
        [
            8.752242,
            11.283492,
            0,
            8.752242,
            11.283492,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -73050,
            -553256,
            423733,
            -74888,
            -580497,
            323371
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737158400000,
    "first_datapoint_time": 1737342900000,
    "last_datapoint_time": 1759657500000,
    "evaluation_time": 1759657693749,
    "expiration_time": 1766137500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 120,
            "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)