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Trade: ICP/USDT/30/SWMA/KCL/4939

Strategy
ICP/USDT/30/SWMA/KCL/4939
Pair
ICP_USDT
Interval
30m
Score
386257
Daily Profit
0.154466
Profit Factor
1.366533
Profitability
76.984127
Streak
38.522239
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-30 06:02
Expiration Time
2025-12-14 04:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 92070.0804 11619.547 80450.5334 28479.3348 5464.2612 23015.0736
Total P&L (%) 92.0701 11.6195 80.4505 28.4793 5.4643 23.0151
Avg Daily Profit (%) 0.1768 0.0223 0.1545 0.0481 0.0102 0.0398
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67576 -21430 -70158 -100541 -29149 -105285
Profit Factor 1.2542 1.0815 1.3665 1.0749 1.0412 1.093
Total Trades 253 127 126 253 127 126
Winning Trades 178 81 97 178 81 97
Losing Trades 75 46 29 75 46 29
Profitability (%) 70.3557 63.7795 76.9841 70.3557 63.7795 76.9841
Ratio Avg Win / Avg Loss 0.5285 0.6142 0.4086 0.4529 0.5913 0.3268
Largest Winning Trade 10537 7300 10537 9807 6812 9807
Largest Losing Trade -64125 -18958 -64125 -84234 -12777 -84234
Avg Bars in Trades 96 50 142 96 50 142
Avg Bars in Winners 61 30 87 61 30 87
Avg Bars in Losers 178 84 327 178 84 327
Bars Traded 24415 6407 18008 24415 6407 18008
Profit Streak 3.2097 3.2097 38.5222 3.2097 3.2097 38.5222
Trades During Streak 2 1 10 2 1 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304573 -410988 386257 -268766 -521829 -259831
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714201200000,
    "first_datapoint_time": 1714595400000,
    "last_datapoint_time": 1759199400000,
    "evaluation_time": 1759201321498,
    "expiration_time": 1765679400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 220,
            "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": [
        [
            92070.0804069687,
            11619.5470055598,
            80450.5334014088,
            28479.3348169055,
            5464.2612315634,
            23015.0735853421
        ],
        [
            92.07008,
            11.619547,
            80.450533,
            28.479335,
            5.464261,
            23.015074
        ],
        [
            0.176776,
            0.02231,
            0.154466,
            0.048127,
            0.010215,
            0.039778
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67576,
            -21430,
            -70158,
            -100541,
            -29149,
            -105285
        ],
        [
            1.254246,
            1.081461,
            1.366533,
            1.074919,
            1.041162,
            1.093033
        ],
        [
            253,
            127,
            126,
            253,
            127,
            126
        ],
        [
            178,
            81,
            97,
            178,
            81,
            97
        ],
        [
            75,
            46,
            29,
            75,
            46,
            29
        ],
        [
            70.355731,
            63.779528,
            76.984127,
            70.355731,
            63.779528,
            76.984127
        ],
        [
            0.528474,
            0.614163,
            0.408551,
            0.452915,
            0.591277,
            0.326783
        ],
        [
            10537,
            7300,
            10537,
            9807,
            6812,
            9807
        ],
        [
            -64125,
            -18958,
            -64125,
            -84234,
            -12777,
            -84234
        ],
        [
            96,
            50,
            142,
            96,
            50,
            142
        ],
        [
            61,
            30,
            87,
            61,
            30,
            87
        ],
        [
            178,
            84,
            327,
            178,
            84,
            327
        ],
        [
            24415,
            6407,
            18008,
            24415,
            6407,
            18008
        ],
        [
            3.209739,
            3.209739,
            38.522239,
            3.20974,
            3.20974,
            38.52224
        ],
        [
            2,
            1,
            10,
            2,
            1,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304573,
            -410988,
            386257,
            -268766,
            -521829,
            -259831
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714201200000,
    "first_datapoint_time": 1714595400000,
    "last_datapoint_time": 1759199400000,
    "evaluation_time": 1759201321498,
    "expiration_time": 1765679400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 220,
            "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)