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Trade: ICP/USDT/5/DEMA/KCL/2149

Strategy
ICP/USDT/5/DEMA/KCL/2149
Pair
ICP_USDT
Interval
5m
Score
314531
Daily Profit
0.323060
Profit Factor
2.059176
Profitability
66.666667
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-07 05:00
Expiration Time
2025-12-21 03:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 39831.5046 13192.7634 26638.7412 46061.9548 13749.4889 32312.466
Total P&L (%) 39.8315 13.1928 26.6387 46.062 13.7495 32.3125
Avg Daily Profit (%) 0.4588 0.152 0.3069 0.4374 0.1485 0.3231
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -8466 -6544 -7122 -13384 -10290 -9652
Profit Factor 2.0483 1.9342 2.1158 1.9259 1.7145 2.0592
Total Trades 61 31 30 61 31 30
Winning Trades 42 22 20 42 22 20
Losing Trades 19 9 10 19 9 10
Profitability (%) 68.8525 70.9677 66.6667 68.8525 70.9677 66.6667
Ratio Avg Win / Avg Loss 0.9266 0.7913 1.0579 0.8712 0.7014 1.0296
Largest Winning Trade 6031 3591 6031 7260 4985 7260
Largest Losing Trade -6089 -4775 -6089 -9384 -7550 -9384
Avg Bars in Trades 386 130 652 386 130 652
Avg Bars in Winners 222 101 354 222 101 354
Avg Bars in Losers 751 200 1247 751 200 1247
Bars Traded 23600 4036 19564 23600 4036 19564
Profit Streak 2.4238 10.9064 0 2.4238 10.9064 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -158477 -55959 295325 -158343 -41340 314531
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752302400000,
    "first_datapoint_time": 1752364500000,
    "last_datapoint_time": 1759802100000,
    "evaluation_time": 1759802413929,
    "expiration_time": 1766282100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 184,
            "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": [
        [
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            13192.7634355621,
            26638.7412104474,
            46061.9548175917,
            13749.4888503247,
            32312.465967267
        ],
        [
            39.831505,
            13.192763,
            26.638741,
            46.061955,
            13.749489,
            32.312466
        ],
        [
            0.458835,
            0.151973,
            0.306863,
            0.437379,
            0.148513,
            0.32306
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -8466,
            -6544,
            -7122,
            -13384,
            -10290,
            -9652
        ],
        [
            2.048318,
            1.934232,
            2.115799,
            1.92587,
            1.714529,
            2.059176
        ],
        [
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            30,
            61,
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        ],
        [
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            22,
            20,
            42,
            22,
            20
        ],
        [
            19,
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            10,
            19,
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            10
        ],
        [
            68.852459,
            70.967742,
            66.666667,
            68.852459,
            70.967742,
            66.666667
        ],
        [
            0.92662,
            0.791277,
            1.0579,
            0.871227,
            0.701398,
            1.029588
        ],
        [
            6031,
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            7260,
            4985,
            7260
        ],
        [
            -6089,
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            -6089,
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        ],
        [
            386,
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            652,
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        ],
        [
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            101,
            354,
            222,
            101,
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        ],
        [
            751,
            200,
            1247,
            751,
            200,
            1247
        ],
        [
            23600,
            4036,
            19564,
            23600,
            4036,
            19564
        ],
        [
            2.423772,
            10.906411,
            0,
            2.423772,
            10.906411,
            0
        ],
        [
            1,
            2,
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            0
        ],
        [
            0.8,
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        ],
        [
            -158477,
            -55959,
            295325,
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            -41340,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752302400000,
    "first_datapoint_time": 1752364500000,
    "last_datapoint_time": 1759802100000,
    "evaluation_time": 1759802413929,
    "expiration_time": 1766282100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 184,
            "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)