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Trade: ICP/USDT/240/KCB/MIDPOINT/6449

Strategy
ICP/USDT/240/KCB/MIDPOINT/6449
Pair
ICP_USDT
Interval
4h
Score
393229
Daily Profit
0.236797
Profit Factor
1.819334
Profitability
47.967480
Streak
0.000000
Best Strategy
Training Data Length
1604.000000
Evaluation Time
2025-10-01 02:12
Expiration Time
2025-11-18 00:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 379823.0754 158191.7553 221631.3201 627374.8103 222072.9263 405301.8839
Total P&L (%) 379.8231 158.1918 221.6313 627.3748 222.0729 405.3019
Avg Daily Profit (%) 0.2368 0.0986 0.1382 0.1238 0.0729 0.101
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105663 -134265 -37780 -253759 -105241 -193355
Profit Factor 1.8193 1.6481 2.0097 1.6002 1.5505 1.6315
Total Trades 123 62 61 123 62 61
Winning Trades 59 27 32 59 27 32
Losing Trades 64 35 29 64 35 29
Profitability (%) 47.9675 43.5484 52.459 47.9675 43.5484 52.459
Ratio Avg Win / Avg Loss 1.9735 2.1365 1.8213 1.7358 2.0099 1.4785
Largest Winning Trade 170315 170315 40889 171236 115136 171236
Largest Losing Trade -45280 -45280 -37078 -189888 -49841 -189888
Avg Bars in Trades 73 79 66 73 79 66
Avg Bars in Winners 90 89 90 90 89 90
Avg Bars in Losers 57 72 40 57 72 40
Bars Traded 9021 4948 4073 9021 4948 4073
Profit Streak 0 0 74.967 0 0 74.967
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393229 -215154 -165559 -24779 -249787 -216901
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9624,
    "evaluation_days": 1604,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623470400000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759273945371,
    "expiration_time": 1763419968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 194,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 150,
            "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": [
        [
            379823.0754149136,
            158191.7553345028,
            221631.3200804114,
            627374.8102592655,
            222072.9263304333,
            405301.8839288321
        ],
        [
            379.823075,
            158.191755,
            221.63132,
            627.37481,
            222.072926,
            405.301884
        ],
        [
            0.236797,
            0.098623,
            0.138174,
            0.123784,
            0.072945,
            0.101048
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105663,
            -134265,
            -37780,
            -253759,
            -105241,
            -193355
        ],
        [
            1.819334,
            1.648123,
            2.009715,
            1.600207,
            1.550457,
            1.631478
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            59,
            27,
            32,
            59,
            27,
            32
        ],
        [
            64,
            35,
            29,
            64,
            35,
            29
        ],
        [
            47.96748,
            43.548387,
            52.459016,
            47.96748,
            43.548387,
            52.459016
        ],
        [
            1.973515,
            2.136456,
            1.821304,
            1.735818,
            2.009852,
            1.478527
        ],
        [
            170315,
            170315,
            40889,
            171236,
            115136,
            171236
        ],
        [
            -45280,
            -45280,
            -37078,
            -189888,
            -49841,
            -189888
        ],
        [
            73,
            79,
            66,
            73,
            79,
            66
        ],
        [
            90,
            89,
            90,
            90,
            89,
            90
        ],
        [
            57,
            72,
            40,
            57,
            72,
            40
        ],
        [
            9021,
            4948,
            4073,
            9021,
            4948,
            4073
        ],
        [
            0,
            0,
            74.96696,
            0,
            0,
            74.96696
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393229,
            -215154,
            -165559,
            -24779,
            -249787,
            -216901
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9624,
    "evaluation_days": 1604,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1623470400000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759273945371,
    "expiration_time": 1763419968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 194,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 150,
            "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)