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Trade: ICP/USDT/120/ZLMA/KCB/4074

Strategy
ICP/USDT/120/ZLMA/KCB/4074
Pair
ICP_USDT
Interval
2h
Score
338995
Daily Profit
0.192296
Profit Factor
1.385980
Profitability
45.739910
Streak
11.582289
Best Strategy
Training Data Length
1606.580000
Evaluation Time
2025-10-03 20:58
Expiration Time
2025-11-30 14:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 308938.3598 120782.8479 188155.5119 386690.5275 94457.7145 292232.8129
Total P&L (%) 308.9384 120.7828 188.1555 386.6905 94.4577 292.2328
Avg Daily Profit (%) 0.1923 0.0752 0.1171 0.0985 0.0414 0.0851
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99734 -97514 -112947 -1054249 -654498 -660542
Profit Factor 1.386 1.2906 1.489 1.099 1.0463 1.1566
Total Trades 223 111 112 223 111 112
Winning Trades 102 44 58 102 44 58
Losing Trades 121 67 54 121 67 54
Profitability (%) 45.7399 39.6396 51.7857 45.7399 39.6396 51.7857
Ratio Avg Win / Avg Loss 1.6442 1.9652 1.3863 1.3037 1.5932 1.0769
Largest Winning Trade 59571 59571 38923 222953 209436 222953
Largest Losing Trade -31208 -24789 -31208 -190772 -173617 -190772
Avg Bars in Trades 82 91 74 82 91 74
Avg Bars in Winners 111 121 103 111 121 103
Avg Bars in Losers 59 71 43 59 71 43
Bars Traded 18502 10147 8355 18502 10147 8355
Profit Streak 11.5823 0 12.6656 11.5823 0 12.6656
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338995 -95716 -34824 -172884 -310367 -126978
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19279,
    "evaluation_days": 1606.58,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622030400000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759514309749,
    "expiration_time": 1764504316800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 29,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            308938.3598106268,
            120782.8479123563,
            188155.5118982707,
            386690.5274537691,
            94457.7145093352,
            292232.8129444344
        ],
        [
            308.93836,
            120.782848,
            188.155512,
            386.690527,
            94.457715,
            292.232813
        ],
        [
            0.192296,
            0.07518,
            0.117116,
            0.098547,
            0.041404,
            0.085104
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99734,
            -97514,
            -112947,
            -1054249,
            -654498,
            -660542
        ],
        [
            1.38598,
            1.2906,
            1.489011,
            1.099011,
            1.046307,
            1.156631
        ],
        [
            223,
            111,
            112,
            223,
            111,
            112
        ],
        [
            102,
            44,
            58,
            102,
            44,
            58
        ],
        [
            121,
            67,
            54,
            121,
            67,
            54
        ],
        [
            45.73991,
            39.63964,
            51.785714,
            45.73991,
            39.63964,
            51.785714
        ],
        [
            1.644153,
            1.965232,
            1.38632,
            1.303729,
            1.593241,
            1.076864
        ],
        [
            59571,
            59571,
            38923,
            222953,
            209436,
            222953
        ],
        [
            -31208,
            -24789,
            -31208,
            -190772,
            -173617,
            -190772
        ],
        [
            82,
            91,
            74,
            82,
            91,
            74
        ],
        [
            111,
            121,
            103,
            111,
            121,
            103
        ],
        [
            59,
            71,
            43,
            59,
            71,
            43
        ],
        [
            18502,
            10147,
            8355,
            18502,
            10147,
            8355
        ],
        [
            11.582289,
            0,
            12.665622,
            11.582289,
            0,
            12.665622
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338995,
            -95716,
            -34824,
            -172884,
            -310367,
            -126978
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19279,
    "evaluation_days": 1606.58,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622030400000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759514309749,
    "expiration_time": 1764504316800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 29,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)