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Trade: ICP/USDT/240/KCB/DCM/1213

Strategy
ICP/USDT/240/KCB/DCM/1213
Pair
ICP_USDT
Interval
4h
Score
406729
Daily Profit
0.207419
Profit Factor
1.492497
Profitability
49.668874
Streak
15.775678
Best Strategy
Training Data Length
1605.000000
Evaluation Time
2025-10-02 01:36
Expiration Time
2025-11-19 01:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 332908.1795 137870.7681 195037.4114 127000.7555 160616.242 -33615.4865
Total P&L (%) 332.9082 137.8708 195.0374 127.0008 160.6162 -33.6155
Avg Daily Profit (%) 0.2074 0.0859 0.1215 0.0511 0.0597 -0.0255
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110111 -65408 -91630 -353862 -238219 -207526
Profit Factor 1.4925 1.3989 1.5904 1.1033 1.2609 0.9452
Total Trades 151 75 76 151 75 76
Winning Trades 75 34 41 75 34 41
Losing Trades 76 41 35 76 41 35
Profitability (%) 49.6689 45.3333 53.9474 49.6689 45.3333 53.9474
Ratio Avg Win / Avg Loss 1.5124 1.687 1.3576 1.1181 1.5205 0.8069
Largest Winning Trade 165729 165729 62601 329744 329744 62601
Largest Losing Trade -72024 -32734 -72024 -117167 -83362 -117167
Avg Bars in Trades 62 70 55 62 70 55
Avg Bars in Winners 77 81 73 77 81 73
Avg Bars in Losers 47 60 33 47 60 33
Bars Traded 9453 5251 4202 9453 5251 4202
Profit Streak 15.7757 0 78.109 15.7757 0 78.109
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406729 -135244 -76905 -230298 -171024 -628760
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9630,
    "evaluation_days": 1605,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622937600000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759358218589,
    "expiration_time": 1763508960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 157,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 133,
            "offset": 0
        }
    }
}
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": [
        [
            332908.1794831771,
            137870.7680726696,
            195037.4114105077,
            127000.7554901016,
            160616.2419749229,
            -33615.4864848216
        ],
        [
            332.908179,
            137.870768,
            195.037411,
            127.000755,
            160.616242,
            -33.615486
        ],
        [
            0.207419,
            0.085901,
            0.121519,
            0.05109,
            0.059699,
            -0.025524
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110111,
            -65408,
            -91630,
            -353862,
            -238219,
            -207526
        ],
        [
            1.492497,
            1.398939,
            1.590367,
            1.103339,
            1.260919,
            0.945197
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            75,
            34,
            41,
            75,
            34,
            41
        ],
        [
            76,
            41,
            35,
            76,
            41,
            35
        ],
        [
            49.668874,
            45.333333,
            53.947368,
            49.668874,
            45.333333,
            53.947368
        ],
        [
            1.512397,
            1.686956,
            1.35763,
            1.11805,
            1.52052,
            0.806876
        ],
        [
            165729,
            165729,
            62601,
            329744,
            329744,
            62601
        ],
        [
            -72024,
            -32734,
            -72024,
            -117167,
            -83362,
            -117167
        ],
        [
            62,
            70,
            55,
            62,
            70,
            55
        ],
        [
            77,
            81,
            73,
            77,
            81,
            73
        ],
        [
            47,
            60,
            33,
            47,
            60,
            33
        ],
        [
            9453,
            5251,
            4202,
            9453,
            5251,
            4202
        ],
        [
            15.775678,
            0,
            78.109011,
            15.775678,
            0,
            78.109011
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406729,
            -135244,
            -76905,
            -230298,
            -171024,
            -628760
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9630,
    "evaluation_days": 1605,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622937600000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759358218589,
    "expiration_time": 1763508960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 157,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 133,
            "offset": 0
        }
    }
}

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)