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Trade: ICP/USDT/5/KCU/RMA/8468

Strategy
ICP/USDT/5/KCU/RMA/8468
Pair
ICP_USDT
Interval
5m
Score
639474
Daily Profit
0.564587
Profit Factor
3.167424
Profitability
72.222222
Streak
7.227590
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 23:57
Expiration Time
2025-12-25 22:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 42898.0504 -9908.339 52806.3894 45246.4508 -17779.5843 63026.0351
Total P&L (%) 42.8981 -9.9083 52.8064 45.2465 -17.7796 63.026
Avg Daily Profit (%) 0.4942 -0.1141 0.6083 0.4309 -0.2253 0.5646
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -18968 -21056 -11930 -23365 -30531 -13557
Profit Factor 1.6506 0.7653 3.2258 1.5325 0.6819 3.1674
Total Trades 72 36 36 72 36 36
Winning Trades 48 22 26 48 22 26
Losing Trades 24 14 10 24 14 10
Profitability (%) 66.6667 61.1111 72.2222 66.6667 61.1111 72.2222
Ratio Avg Win / Avg Loss 0.8253 0.487 1.2407 0.7662 0.4339 1.2182
Largest Winning Trade 20222 3334 20222 24431 4020 24431
Largest Losing Trade -15663 -15663 -8801 -22439 -22439 -10121
Avg Bars in Trades 333 198 468 333 198 468
Avg Bars in Winners 224 122 310 224 122 310
Avg Bars in Losers 551 318 878 551 318 878
Bars Traded 24031 7160 16871 24031 7160 16871
Profit Streak 0.9915 0 7.2276 0.9915 0 7.2276
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -77738 -581008 632453 -78580 -581008 639474
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752716400000,
    "first_datapoint_time": 1752780000000,
    "last_datapoint_time": 1760216100000,
    "evaluation_time": 1760216263815,
    "expiration_time": 1766696100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 120,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 213,
            "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": [
        [
            42898.0504031774,
            -9908.3389724169,
            52806.3893755944,
            45246.4507871219,
            -17779.5843444978,
            63026.0351316198
        ],
        [
            42.89805,
            -9.908339,
            52.806389,
            45.246451,
            -17.779584,
            63.026035
        ],
        [
            0.49416,
            -0.114138,
            0.608298,
            0.430901,
            -0.225257,
            0.564587
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -18968,
            -21056,
            -11930,
            -23365,
            -30531,
            -13557
        ],
        [
            1.650633,
            0.765251,
            3.225806,
            1.532467,
            0.681919,
            3.167424
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            24,
            14,
            10,
            24,
            14,
            10
        ],
        [
            66.666667,
            61.111111,
            72.222222,
            66.666667,
            61.111111,
            72.222222
        ],
        [
            0.825316,
            0.486978,
            1.240695,
            0.766233,
            0.433948,
            1.21824
        ],
        [
            20222,
            3334,
            20222,
            24431,
            4020,
            24431
        ],
        [
            -15663,
            -15663,
            -8801,
            -22439,
            -22439,
            -10121
        ],
        [
            333,
            198,
            468,
            333,
            198,
            468
        ],
        [
            224,
            122,
            310,
            224,
            122,
            310
        ],
        [
            551,
            318,
            878,
            551,
            318,
            878
        ],
        [
            24031,
            7160,
            16871,
            24031,
            7160,
            16871
        ],
        [
            0.991479,
            0,
            7.22759,
            0.991479,
            0,
            7.22759
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -77738,
            -581008,
            632453,
            -78580,
            -581008,
            639474
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752716400000,
    "first_datapoint_time": 1752780000000,
    "last_datapoint_time": 1760216100000,
    "evaluation_time": 1760216263815,
    "expiration_time": 1766696100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 120,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 213,
            "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)