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Trade: ICP/USDT/3/VWMA/KCL/5788

Strategy
ICP/USDT/3/VWMA/KCL/5788
Pair
ICP_USDT
Interval
3m
Score
369269
Daily Profit
0.470365
Profit Factor
2.194551
Profitability
62.162162
Streak
15.363805
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-10 12:13
Expiration Time
2025-12-12 10:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 17790.3706 -6706.2235 24496.594 17790.6471 -8427.9732 26218.6203
Total P&L (%) 17.7904 -6.7062 24.4966 17.7906 -8.428 26.2186
Avg Daily Profit (%) 0.3416 -0.1288 0.4704 0.3149 -0.1689 0.4481
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -12871 -12636 -5529 -15751 -15306 -6935
Profit Factor 1.4276 0.6821 2.1946 1.3625 0.658 2.0729
Total Trades 75 38 37 75 38 37
Winning Trades 43 20 23 43 20 23
Losing Trades 32 18 14 32 18 14
Profitability (%) 57.3333 52.6316 62.1622 57.3333 52.6316 62.1622
Ratio Avg Win / Avg Loss 1.0624 0.6139 1.3358 1.0139 0.5922 1.2618
Largest Winning Trade 4235 2498 4235 4438 2765 4438
Largest Losing Trade -6573 -6573 -4929 -8120 -8120 -5442
Avg Bars in Trades 297 101 499 297 101 499
Avg Bars in Winners 255 78 410 255 78 410
Avg Bars in Losers 353 126 646 353 126 646
Bars Traded 22323 3838 18485 22323 3838 18485
Profit Streak 0 0 15.3638 0 0 15.3638
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -60495 -582202 369269 -61121 -582202 359946
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754589420000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1760087632791,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 233,
            "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": [
        [
            17790.3705675547,
            -6706.2234656703,
            24496.594033225,
            17790.6470955174,
            -8427.9731764637,
            26218.6202719811
        ],
        [
            17.790371,
            -6.706223,
            24.496594,
            17.790647,
            -8.427973,
            26.21862
        ],
        [
            0.341597,
            -0.128768,
            0.470365,
            0.314893,
            -0.168913,
            0.448093
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -12871,
            -12636,
            -5529,
            -15751,
            -15306,
            -6935
        ],
        [
            1.427626,
            0.682104,
            2.194551,
            1.362461,
            0.658035,
            2.072897
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            57.333333,
            52.631579,
            62.162162,
            57.333333,
            52.631579,
            62.162162
        ],
        [
            1.062419,
            0.613894,
            1.335813,
            1.013924,
            0.592231,
            1.261764
        ],
        [
            4235,
            2498,
            4235,
            4438,
            2765,
            4438
        ],
        [
            -6573,
            -6573,
            -4929,
            -8120,
            -8120,
            -5442
        ],
        [
            297,
            101,
            499,
            297,
            101,
            499
        ],
        [
            255,
            78,
            410,
            255,
            78,
            410
        ],
        [
            353,
            126,
            646,
            353,
            126,
            646
        ],
        [
            22323,
            3838,
            18485,
            22323,
            3838,
            18485
        ],
        [
            0,
            0,
            15.363805,
            0,
            0,
            15.363805
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -60495,
            -582202,
            369269,
            -61121,
            -582202,
            359946
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754589420000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1760087632791,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 233,
            "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)