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Trade: ICP/USDT/15/BBU/KCU/1117

Strategy
ICP/USDT/15/BBU/KCU/1117
Pair
ICP_USDT
Interval
15m
Score
385019
Daily Profit
0.321497
Profit Factor
1.678051
Profitability
58.119658
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 14:55
Expiration Time
2025-12-17 13:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 83724.2713 1986.1955 81738.0758 104554.7495 4150.845 100403.9046
Total P&L (%) 83.7243 1.9862 81.7381 104.5548 4.1508 100.4039
Avg Daily Profit (%) 0.3215 0.0076 0.3139 0.2752 0.0156 0.2673
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28548 -14863 -20377 -44759 -22631 -31759
Profit Factor 1.6781 1.0443 2.0394 1.5638 1.0639 1.8335
Total Trades 117 59 58 117 59 58
Winning Trades 68 32 36 68 32 36
Losing Trades 49 27 22 49 27 22
Profitability (%) 58.1197 54.2373 62.069 58.1197 54.2373 62.069
Ratio Avg Win / Avg Loss 1.2092 0.8811 1.2463 1.1269 0.8977 1.1205
Largest Winning Trade 22650 4113 22650 24262 6215 24262
Largest Losing Trade -20377 -4307 -20377 -31759 -5815 -31759
Avg Bars in Trades 206 37 378 206 37 378
Avg Bars in Winners 199 36 345 199 36 345
Avg Bars in Losers 216 38 433 216 38 433
Bars Traded 24188 2210 21978 24188 2210 21978
Profit Streak 0 0 5.7157 0 0 5.7157
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385019 -698855 -167824 357390 -667205 -168619
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736992800000,
    "first_datapoint_time": 1737180900000,
    "last_datapoint_time": 1759491900000,
    "evaluation_time": 1759492537185,
    "expiration_time": 1765971900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 102,
            "offset": 0,
            "std": 4.14992
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 210,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            83724.2713389431,
            1986.1954964224,
            81738.0758425209,
            104554.7495368723,
            4150.84496894,
            100403.9045679324
        ],
        [
            83.724271,
            1.986195,
            81.738076,
            104.55475,
            4.150845,
            100.403905
        ],
        [
            0.321497,
            0.007627,
            0.31387,
            0.27519,
            0.015618,
            0.267296
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28548,
            -14863,
            -20377,
            -44759,
            -22631,
            -31759
        ],
        [
            1.678051,
            1.044295,
            2.039429,
            1.563823,
            1.063886,
            1.833464
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            68,
            32,
            36,
            68,
            32,
            36
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            58.119658,
            54.237288,
            62.068966,
            58.119658,
            54.237288,
            62.068966
        ],
        [
            1.209184,
            0.881124,
            1.246318,
            1.126872,
            0.897653,
            1.12045
        ],
        [
            22650,
            4113,
            22650,
            24262,
            6215,
            24262
        ],
        [
            -20377,
            -4307,
            -20377,
            -31759,
            -5815,
            -31759
        ],
        [
            206,
            37,
            378,
            206,
            37,
            378
        ],
        [
            199,
            36,
            345,
            199,
            36,
            345
        ],
        [
            216,
            38,
            433,
            216,
            38,
            433
        ],
        [
            24188,
            2210,
            21978,
            24188,
            2210,
            21978
        ],
        [
            0,
            0,
            5.715708,
            0,
            0,
            5.715708
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385019,
            -698855,
            -167824,
            357390,
            -667205,
            -168619
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736992800000,
    "first_datapoint_time": 1737180900000,
    "last_datapoint_time": 1759491900000,
    "evaluation_time": 1759492537185,
    "expiration_time": 1765971900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 102,
            "offset": 0,
            "std": 4.14992
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 210,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)