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Trade: ICP/USDT/15/ZLMA/KCL/7844

Strategy
ICP/USDT/15/ZLMA/KCL/7844
Pair
ICP_USDT
Interval
15m
Score
446356
Daily Profit
0.277126
Profit Factor
1.687876
Profitability
76.767677
Streak
19.538645
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 07:10
Expiration Time
2025-12-18 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 60123.8667 -12045.2354 72169.102 60837.5239 -29302.8222 90140.3461
Total P&L (%) 60.1239 -12.0452 72.1691 60.8375 -29.3028 90.1403
Avg Daily Profit (%) 0.2309 -0.0463 0.2771 0.1827 -0.1331 0.2471
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51076 -40133 -34839 -74478 -61142 -47243
Profit Factor 1.3069 0.8676 1.6879 1.224 0.7782 1.6462
Total Trades 198 99 99 198 99 99
Winning Trades 143 67 76 143 67 76
Losing Trades 55 32 23 55 32 23
Profitability (%) 72.2222 67.6768 76.7677 72.2222 67.6768 76.7677
Ratio Avg Win / Avg Loss 0.5027 0.4144 0.5108 0.4708 0.3717 0.4982
Largest Winning Trade 10481 9257 10481 12287 10228 12287
Largest Losing Trade -18924 -14924 -18924 -28742 -23811 -28742
Avg Bars in Trades 123 40 205 123 40 205
Avg Bars in Winners 63 18 102 63 18 102
Avg Bars in Losers 278 86 545 278 86 545
Bars Traded 24402 4038 20364 24402 4038 20364
Profit Streak 8.0282 8.0282 19.5386 8.0282 8.0282 19.5386
Trades During Streak 6 3 7 6 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356574 -578336 446356 325210 -578336 434211
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737051300000,
    "first_datapoint_time": 1737274500000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759551038922,
    "expiration_time": 1766030400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 249,
            "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": [
        [
            60123.866664846,
            -12045.2353584791,
            72169.1020233252,
            60837.5239174498,
            -29302.8221858318,
            90140.3461032817
        ],
        [
            60.123867,
            -12.045235,
            72.169102,
            60.837524,
            -29.302822,
            90.140346
        ],
        [
            0.230873,
            -0.046253,
            0.277126,
            0.18265,
            -0.133067,
            0.247057
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51076,
            -40133,
            -34839,
            -74478,
            -61142,
            -47243
        ],
        [
            1.306911,
            0.867612,
            1.687876,
            1.224003,
            0.778188,
            1.646233
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            143,
            67,
            76,
            143,
            67,
            76
        ],
        [
            55,
            32,
            23,
            55,
            32,
            23
        ],
        [
            72.222222,
            67.676768,
            76.767677,
            72.222222,
            67.676768,
            76.767677
        ],
        [
            0.502658,
            0.414382,
            0.510805,
            0.47077,
            0.371672,
            0.498202
        ],
        [
            10481,
            9257,
            10481,
            12287,
            10228,
            12287
        ],
        [
            -18924,
            -14924,
            -18924,
            -28742,
            -23811,
            -28742
        ],
        [
            123,
            40,
            205,
            123,
            40,
            205
        ],
        [
            63,
            18,
            102,
            63,
            18,
            102
        ],
        [
            278,
            86,
            545,
            278,
            86,
            545
        ],
        [
            24402,
            4038,
            20364,
            24402,
            4038,
            20364
        ],
        [
            8.028228,
            8.028228,
            19.538645,
            8.028228,
            8.028228,
            19.538645
        ],
        [
            6,
            3,
            7,
            6,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356574,
            -578336,
            446356,
            325210,
            -578336,
            434211
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737051300000,
    "first_datapoint_time": 1737274500000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759551038922,
    "expiration_time": 1766030400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 249,
            "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)