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Trade: ICP/USDT/30/VWMA/KCL/9304

Strategy
ICP/USDT/30/VWMA/KCL/9304
Pair
ICP_USDT
Interval
30m
Score
375424
Daily Profit
0.222586
Profit Factor
1.609633
Profitability
57.407407
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-07 23:15
Expiration Time
2025-12-21 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 115929.2128 22204.7625 93724.4503 114951.6646 22336.8353 92614.8293
Total P&L (%) 115.9292 22.2048 93.7245 114.9517 22.3368 92.6148
Avg Daily Profit (%) 0.2226 0.0426 0.18 0.147 0.0387 0.1259
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49286 -28190 -50566 -57695 -29944 -59075
Profit Factor 1.6096 1.304 1.8003 1.5126 1.2712 1.6528
Total Trades 108 54 54 108 54 54
Winning Trades 62 26 36 62 26 36
Losing Trades 46 28 18 46 28 18
Profitability (%) 57.4074 48.1481 66.6667 57.4074 48.1481 66.6667
Ratio Avg Win / Avg Loss 1.1942 1.4043 0.9002 1.1223 1.3689 0.8264
Largest Winning Trade 19903 13142 19903 21416 10602 21416
Largest Losing Trade -49286 -23290 -49286 -57695 -24956 -57695
Avg Bars in Trades 224 95 353 224 95 353
Avg Bars in Winners 184 78 261 184 78 261
Avg Bars in Losers 278 110 538 278 110 538
Bars Traded 24226 5131 19095 24226 5131 19095
Profit Streak 0 0 34.8649 0 0 34.8649
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375424 -322617 -169384 190923 -327952 -202005
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714869000000,
    "first_datapoint_time": 1715304600000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759868124706,
    "expiration_time": 1766347200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 243,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            115929.2128217032,
            22204.7625244305,
            93724.4502972727,
            114951.6645762593,
            22336.8353218843,
            92614.829254375
        ],
        [
            115.929213,
            22.204763,
            93.72445,
            114.951665,
            22.336835,
            92.614829
        ],
        [
            0.222586,
            0.042633,
            0.179952,
            0.147036,
            0.038716,
            0.12594
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49286,
            -28190,
            -50566,
            -57695,
            -29944,
            -59075
        ],
        [
            1.609633,
            1.303961,
            1.800305,
            1.512609,
            1.271158,
            1.652802
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            62,
            26,
            36,
            62,
            26,
            36
        ],
        [
            46,
            28,
            18,
            46,
            28,
            18
        ],
        [
            57.407407,
            48.148148,
            66.666667,
            57.407407,
            48.148148,
            66.666667
        ],
        [
            1.194244,
            1.404266,
            0.900153,
            1.122258,
            1.36894,
            0.826401
        ],
        [
            19903,
            13142,
            19903,
            21416,
            10602,
            21416
        ],
        [
            -49286,
            -23290,
            -49286,
            -57695,
            -24956,
            -57695
        ],
        [
            224,
            95,
            353,
            224,
            95,
            353
        ],
        [
            184,
            78,
            261,
            184,
            78,
            261
        ],
        [
            278,
            110,
            538,
            278,
            110,
            538
        ],
        [
            24226,
            5131,
            19095,
            24226,
            5131,
            19095
        ],
        [
            0,
            0,
            34.864869,
            0,
            0,
            34.864869
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375424,
            -322617,
            -169384,
            190923,
            -327952,
            -202005
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714869000000,
    "first_datapoint_time": 1715304600000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759868124706,
    "expiration_time": 1766347200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 243,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)