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Trade: ICP/USDT/15/KCU/SSF/3607

Strategy
ICP/USDT/15/KCU/SSF/3607
Pair
ICP_USDT
Interval
15m
Score
379649
Daily Profit
0.237524
Profit Factor
1.874089
Profitability
67.567568
Streak
16.711906
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 12:35
Expiration Time
2025-12-15 11:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 40928.2884 -20927.7993 61856.0876 32349.4537 -31710.8393 64060.293
Total P&L (%) 40.9283 -20.9278 61.8561 32.3495 -31.7108 64.0603
Avg Daily Profit (%) 0.1572 -0.0804 0.2375 0.1077 -0.1464 0.1903
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49654 -34621 -35445 -65985 -45353 -47438
Profit Factor 1.3058 0.6682 1.8741 1.1919 0.5994 1.7166
Total Trades 75 38 37 75 38 37
Winning Trades 46 21 25 46 21 25
Losing Trades 29 17 12 29 17 12
Profitability (%) 61.3333 55.2632 67.5676 61.3333 55.2632 67.5676
Ratio Avg Win / Avg Loss 0.8232 0.5409 0.8996 0.7514 0.4853 0.8239
Largest Winning Trade 20713 7014 20713 22578 7204 22578
Largest Losing Trade -15432 -13773 -15432 -22089 -18255 -22089
Avg Bars in Trades 323 47 607 323 47 607
Avg Bars in Winners 273 33 475 273 33 475
Avg Bars in Losers 403 65 882 403 65 882
Bars Traded 24285 1816 22469 24285 1816 22469
Profit Streak 0 0 16.7119 0 0 16.7119
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -57358 -581478 379649 -124153 -581478 359460
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736811000000,
    "first_datapoint_time": 1736918100000,
    "last_datapoint_time": 1759310100000,
    "evaluation_time": 1759311308680,
    "expiration_time": 1765790100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 120,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 248,
            "offset": 0,
            "poles": 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": [
        [
            40928.2883878207,
            -20927.7992619993,
            61856.0876498201,
            32349.4536877146,
            -31710.8393240703,
            64060.293011785
        ],
        [
            40.928288,
            -20.927799,
            61.856088,
            32.349454,
            -31.710839,
            64.060293
        ],
        [
            0.157163,
            -0.080362,
            0.237524,
            0.107682,
            -0.146356,
            0.190283
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49654,
            -34621,
            -35445,
            -65985,
            -45353,
            -47438
        ],
        [
            1.3058,
            0.6682,
            1.874089,
            1.191908,
            0.599446,
            1.716556
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            61.333333,
            55.263158,
            67.567568,
            61.333333,
            55.263158,
            67.567568
        ],
        [
            0.823222,
            0.540924,
            0.899563,
            0.75142,
            0.485266,
            0.823947
        ],
        [
            20713,
            7014,
            20713,
            22578,
            7204,
            22578
        ],
        [
            -15432,
            -13773,
            -15432,
            -22089,
            -18255,
            -22089
        ],
        [
            323,
            47,
            607,
            323,
            47,
            607
        ],
        [
            273,
            33,
            475,
            273,
            33,
            475
        ],
        [
            403,
            65,
            882,
            403,
            65,
            882
        ],
        [
            24285,
            1816,
            22469,
            24285,
            1816,
            22469
        ],
        [
            0,
            0,
            16.711906,
            0,
            0,
            16.711906
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57358,
            -581478,
            379649,
            -124153,
            -581478,
            359460
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736811000000,
    "first_datapoint_time": 1736918100000,
    "last_datapoint_time": 1759310100000,
    "evaluation_time": 1759311308680,
    "expiration_time": 1765790100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 120,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 248,
            "offset": 0,
            "poles": 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)