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Trade: ICP/USDT/15/DEMA/KCL/1449

Strategy
ICP/USDT/15/DEMA/KCL/1449
Pair
ICP_USDT
Interval
15m
Score
439593
Daily Profit
0.266365
Profit Factor
2.006212
Profitability
58.974359
Streak
51.833565
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 15:30
Expiration Time
2025-12-20 14:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 70878.6019 1511.8666 69366.7352 82800.0244 -1808.2362 84608.2605
Total P&L (%) 70.8786 1.5119 69.3667 82.8 -1.8082 84.6083
Avg Daily Profit (%) 0.2722 0.0058 0.2664 0.2319 -0.007 0.2357
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26901 -18647 -22135 -42069 -24087 -32455
Profit Factor 1.6259 1.0341 2.0062 1.5389 0.9692 1.8908
Total Trades 79 40 39 79 40 39
Winning Trades 44 21 23 44 21 23
Losing Trades 35 19 16 35 19 16
Profitability (%) 55.6962 52.5 58.9744 55.6962 52.5 58.9744
Ratio Avg Win / Avg Loss 1.2934 0.9356 1.3956 1.2242 0.8769 1.3153
Largest Winning Trade 13058 7820 13058 17398 8641 17398
Largest Losing Trade -15684 -8387 -15684 -21393 -9721 -21393
Avg Bars in Trades 299 76 528 299 76 528
Avg Bars in Winners 258 56 442 258 56 442
Avg Bars in Losers 351 98 651 351 98 651
Bars Traded 23673 3063 20611 23673 3063 20611
Profit Streak 0 0 51.8336 0 0 51.8336
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -21729 -536537 439593 -22496 -581821 423654
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737253800000,
    "first_datapoint_time": 1737376200000,
    "last_datapoint_time": 1759752900000,
    "evaluation_time": 1759753819993,
    "expiration_time": 1766232900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 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": [
        [
            70878.6018684118,
            1511.8666289912,
            69366.7352394206,
            82800.0243663155,
            -1808.2361599564,
            84608.260526272
        ],
        [
            70.878602,
            1.511867,
            69.366735,
            82.800024,
            -1.808236,
            84.608261
        ],
        [
            0.27217,
            0.005805,
            0.266365,
            0.231903,
            -0.007007,
            0.235692
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26901,
            -18647,
            -22135,
            -42069,
            -24087,
            -32455
        ],
        [
            1.625945,
            1.034131,
            2.006212,
            1.538948,
            0.969168,
            1.890764
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            55.696203,
            52.5,
            58.974359,
            55.696203,
            52.5,
            58.974359
        ],
        [
            1.293366,
            0.935642,
            1.395626,
            1.224163,
            0.876867,
            1.315314
        ],
        [
            13058,
            7820,
            13058,
            17398,
            8641,
            17398
        ],
        [
            -15684,
            -8387,
            -15684,
            -21393,
            -9721,
            -21393
        ],
        [
            299,
            76,
            528,
            299,
            76,
            528
        ],
        [
            258,
            56,
            442,
            258,
            56,
            442
        ],
        [
            351,
            98,
            651,
            351,
            98,
            651
        ],
        [
            23673,
            3063,
            20611,
            23673,
            3063,
            20611
        ],
        [
            0,
            0,
            51.833565,
            0,
            0,
            51.833565
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21729,
            -536537,
            439593,
            -22496,
            -581821,
            423654
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737253800000,
    "first_datapoint_time": 1737376200000,
    "last_datapoint_time": 1759752900000,
    "evaluation_time": 1759753819993,
    "expiration_time": 1766232900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 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)