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Trade: ICP/USDT/30/WMA/KCL/5373

Strategy
ICP/USDT/30/WMA/KCL/5373
Pair
ICP_USDT
Interval
30m
Score
509268
Daily Profit
0.449285
Profit Factor
1.893662
Profitability
78.666667
Streak
3.293989
Best Strategy
Training Data Length
314.900000
Evaluation Time
2025-10-11 16:03
Expiration Time
2025-11-25 22:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 141479.8838 18922.5419 122557.3419 261166.3417 40400.445 220765.8967
Total P&L (%) 141.4799 18.9225 122.5573 261.1663 40.4004 220.7659
Avg Daily Profit (%) 0.4493 0.0601 0.3892 0.4086 0.1078 0.3708
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -17671 -19995 -16876 -41625 -39799 -41625
Profit Factor 1.8937 1.2178 2.7156 1.7924 1.2378 2.3822
Total Trades 150 75 75 150 75 75
Winning Trades 118 54 64 118 54 64
Losing Trades 32 21 11 32 21 11
Profitability (%) 78.6667 72 85.3333 78.6667 72 85.3333
Ratio Avg Win / Avg Loss 0.5135 0.4736 0.4667 0.4861 0.4814 0.4094
Largest Winning Trade 9004 8216 9004 16222 15291 16222
Largest Losing Trade -16876 -16290 -16876 -41625 -29454 -41625
Avg Bars in Trades 97 53 142 97 53 142
Avg Bars in Winners 64 28 93 64 28 93
Avg Bars in Losers 221 116 423 221 116 423
Bars Traded 14654 3986 10667 14654 3986 10667
Profit Streak 3.294 14.6273 3.294 3.294 14.6273 3.294
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 509268 -175877 -42269 489727 -106700 -43070
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 15115,
    "actual_packets": 15115,
    "evaluation_days": 314.9,
    "actual_first_datapoint_time": 1732980600000,
    "first_datapoint_time": 1733362200000,
    "last_datapoint_time": 1760185800000,
    "evaluation_time": 1760187800673,
    "expiration_time": 1764103608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 213,
            "offset": 179,
            "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": [
        [
            141479.8837776482,
            18922.5418786,
            122557.3418990481,
            261166.3416690408,
            40400.4449901357,
            220765.8966789052
        ],
        [
            141.479884,
            18.922542,
            122.557342,
            261.166342,
            40.400445,
            220.765897
        ],
        [
            0.449285,
            0.060091,
            0.389194,
            0.408635,
            0.107816,
            0.370816
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -17671,
            -19995,
            -16876,
            -41625,
            -39799,
            -41625
        ],
        [
            1.893662,
            1.217812,
            2.71555,
            1.792429,
            1.237843,
            2.382248
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            118,
            54,
            64,
            118,
            54,
            64
        ],
        [
            32,
            21,
            11,
            32,
            21,
            11
        ],
        [
            78.666667,
            72,
            85.333333,
            78.666667,
            72,
            85.333333
        ],
        [
            0.513535,
            0.473594,
            0.466735,
            0.486082,
            0.481383,
            0.409449
        ],
        [
            9004,
            8216,
            9004,
            16222,
            15291,
            16222
        ],
        [
            -16876,
            -16290,
            -16876,
            -41625,
            -29454,
            -41625
        ],
        [
            97,
            53,
            142,
            97,
            53,
            142
        ],
        [
            64,
            28,
            93,
            64,
            28,
            93
        ],
        [
            221,
            116,
            423,
            221,
            116,
            423
        ],
        [
            14654,
            3986,
            10667,
            14654,
            3986,
            10667
        ],
        [
            3.293989,
            14.627323,
            3.293989,
            3.293989,
            14.627323,
            3.293989
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            509268,
            -175877,
            -42269,
            489727,
            -106700,
            -43070
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 15115,
    "actual_packets": 15115,
    "evaluation_days": 314.9,
    "actual_first_datapoint_time": 1732980600000,
    "first_datapoint_time": 1733362200000,
    "last_datapoint_time": 1760185800000,
    "evaluation_time": 1760187800673,
    "expiration_time": 1764103608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 213,
            "offset": 179,
            "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)