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Trade: ICP/USDT/60/KCB/ZLMA/6200

Strategy
ICP/USDT/60/KCB/ZLMA/6200
Pair
ICP_USDT
Interval
1h
Score
314566
Daily Profit
0.224051
Profit Factor
1.633502
Profitability
42.268041
Streak
17.653052
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-04 14:40
Expiration Time
2025-12-18 13:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 233387.6801 194353.9365 39033.7436 158294.2826 111624.3232 46669.9594
Total P&L (%) 233.3877 194.3539 39.0337 158.2943 111.6243 46.67
Avg Daily Profit (%) 0.2241 0.1866 0.0375 0.0911 0.072 0.0368
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64298 -58168 -43203 -141346 -152236 -98339
Profit Factor 1.6335 2.0536 1.2122 1.2153 1.2809 1.1381
Total Trades 97 48 49 97 48 49
Winning Trades 41 16 25 41 16 25
Losing Trades 56 32 24 56 32 24
Profitability (%) 42.268 33.3333 51.0204 42.268 33.3333 51.0204
Ratio Avg Win / Avg Loss 2.2311 4.1072 1.1637 1.6599 2.5617 1.0926
Largest Winning Trade 179419 179419 27425 190386 190386 60310
Largest Losing Trade -23294 -14592 -23294 -40378 -40378 -36521
Avg Bars in Trades 253 220 285 253 220 285
Avg Bars in Winners 388 373 398 388 373 398
Avg Bars in Losers 153 143 167 153 143 167
Bars Traded 24547 10570 13977 24547 10570 13977
Profit Streak 17.6531 0 55.5281 17.6531 0 55.5281
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314566 180621 -144393 -72793 -102133 -212786
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669575600000,
    "first_datapoint_time": 1670374800000,
    "last_datapoint_time": 1759575600000,
    "evaluation_time": 1759578023678,
    "expiration_time": 1766055600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 126,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 223,
            "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": [
        [
            233387.6801031479,
            194353.936511501,
            39033.743591647,
            158294.2825629887,
            111624.3231826451,
            46669.9593803436
        ],
        [
            233.38768,
            194.353937,
            39.033744,
            158.294283,
            111.624323,
            46.669959
        ],
        [
            0.224051,
            0.186579,
            0.037472,
            0.091138,
            0.071991,
            0.036776
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64298,
            -58168,
            -43203,
            -141346,
            -152236,
            -98339
        ],
        [
            1.633502,
            2.053603,
            1.212206,
            1.21527,
            1.280865,
            1.138119
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            41,
            16,
            25,
            41,
            16,
            25
        ],
        [
            56,
            32,
            24,
            56,
            32,
            24
        ],
        [
            42.268041,
            33.333333,
            51.020408,
            42.268041,
            33.333333,
            51.020408
        ],
        [
            2.231124,
            4.107205,
            1.163718,
            1.659881,
            2.56173,
            1.092594
        ],
        [
            179419,
            179419,
            27425,
            190386,
            190386,
            60310
        ],
        [
            -23294,
            -14592,
            -23294,
            -40378,
            -40378,
            -36521
        ],
        [
            253,
            220,
            285,
            253,
            220,
            285
        ],
        [
            388,
            373,
            398,
            388,
            373,
            398
        ],
        [
            153,
            143,
            167,
            153,
            143,
            167
        ],
        [
            24547,
            10570,
            13977,
            24547,
            10570,
            13977
        ],
        [
            17.653052,
            0,
            55.528052,
            17.653052,
            0,
            55.528052
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314566,
            180621,
            -144393,
            -72793,
            -102133,
            -212786
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669575600000,
    "first_datapoint_time": 1670374800000,
    "last_datapoint_time": 1759575600000,
    "evaluation_time": 1759578023678,
    "expiration_time": 1766055600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 126,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 223,
            "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)