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Trade: ICP/USDT/15/DCU/KCB/1197

Strategy
ICP/USDT/15/DCU/KCB/1197
Pair
ICP_USDT
Interval
15m
Score
440802
Daily Profit
0.380446
Profit Factor
1.653129
Profitability
57.615894
Streak
7.566748
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 01:51
Expiration Time
2025-12-18 00:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 99075.8621 8220.1712 90855.6909 140857.9934 10269.6826 130588.3108
Total P&L (%) 99.0759 8.2202 90.8557 140.858 10.2697 130.5883
Avg Daily Profit (%) 0.3804 0.0316 0.3489 0.3381 0.0375 0.3213
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28209 -11634 -22426 -62635 -27060 -52445
Profit Factor 1.6531 1.1405 1.975 1.4474 1.0884 1.6574
Total Trades 151 76 75 151 76 75
Winning Trades 87 42 45 87 42 45
Losing Trades 64 34 30 64 34 30
Profitability (%) 57.6159 55.2632 60 57.6159 55.2632 60
Ratio Avg Win / Avg Loss 1.2161 0.9233 1.3167 1.0648 0.8811 1.105
Largest Winning Trade 11792 5447 11792 20814 9397 20814
Largest Losing Trade -14239 -6718 -14239 -29632 -14207 -29632
Avg Bars in Trades 159 25 294 159 25 294
Avg Bars in Winners 142 28 248 142 28 248
Avg Bars in Losers 182 21 365 182 21 365
Bars Traded 24067 1944 22123 24067 1944 22123
Profit Streak 7.5667 7.9001 0 7.5667 7.9001 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440802 -432632 -45245 390519 -473580 -46093
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737032400000,
    "first_datapoint_time": 1737227700000,
    "last_datapoint_time": 1759531500000,
    "evaluation_time": 1759531867016,
    "expiration_time": 1766011500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 218,
            "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": [
        [
            99075.8620756126,
            8220.1711728864,
            90855.6909027262,
            140857.9933813584,
            10269.6825932031,
            130588.3107881554
        ],
        [
            99.075862,
            8.220171,
            90.855691,
            140.857993,
            10.269683,
            130.588311
        ],
        [
            0.380446,
            0.031565,
            0.348881,
            0.338116,
            0.037546,
            0.321329
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28209,
            -11634,
            -22426,
            -62635,
            -27060,
            -52445
        ],
        [
            1.653129,
            1.140492,
            1.975012,
            1.447418,
            1.088389,
            1.657425
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            87,
            42,
            45,
            87,
            42,
            45
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            57.615894,
            55.263158,
            60,
            57.615894,
            55.263158,
            60
        ],
        [
            1.216095,
            0.923255,
            1.316675,
            1.064767,
            0.881076,
            1.10495
        ],
        [
            11792,
            5447,
            11792,
            20814,
            9397,
            20814
        ],
        [
            -14239,
            -6718,
            -14239,
            -29632,
            -14207,
            -29632
        ],
        [
            159,
            25,
            294,
            159,
            25,
            294
        ],
        [
            142,
            28,
            248,
            142,
            28,
            248
        ],
        [
            182,
            21,
            365,
            182,
            21,
            365
        ],
        [
            24067,
            1944,
            22123,
            24067,
            1944,
            22123
        ],
        [
            7.566748,
            7.900081,
            0,
            7.566748,
            7.900081,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440802,
            -432632,
            -45245,
            390519,
            -473580,
            -46093
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737032400000,
    "first_datapoint_time": 1737227700000,
    "last_datapoint_time": 1759531500000,
    "evaluation_time": 1759531867016,
    "expiration_time": 1766011500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 218,
            "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)