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Trade: ICP/USDT/480/KCB/FWMA/6307

Strategy
ICP/USDT/480/KCB/FWMA/6307
Pair
ICP_USDT
Interval
8h
Score
445569
Daily Profit
0.213825
Profit Factor
1.639427
Profitability
55.555556
Streak
37.957790
Best Strategy
Training Data Length
1608.330000
Evaluation Time
2025-10-05 09:59
Expiration Time
2025-11-22 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 343901.7619 149212.7897 194688.9722 327863.2882 130809.6653 197053.6229
Total P&L (%) 343.9018 149.2128 194.689 327.8633 130.8097 197.0536
Avg Daily Profit (%) 0.2138 0.0928 0.1211 0.0904 0.052 0.0677
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67603 -73538 -55726 -215081 -149430 -144291
Profit Factor 1.6394 1.5668 1.709 1.3493 1.3046 1.387
Total Trades 135 68 67 135 68 67
Winning Trades 75 34 41 75 34 41
Losing Trades 60 34 26 60 34 26
Profitability (%) 55.5556 50 61.194 55.5556 50 61.194
Ratio Avg Win / Avg Loss 1.3115 1.5668 1.0838 1.0794 1.3046 0.8796
Largest Winning Trade 140110 140110 62042 115605 115605 105108
Largest Losing Trade -55726 -31419 -55726 -144291 -68425 -144291
Avg Bars in Trades 33 21 45 33 21 45
Avg Bars in Winners 36 22 49 36 22 49
Avg Bars in Losers 28 20 39 28 20 39
Bars Traded 4506 1467 3039 4506 1467 3039
Profit Streak 37.9578 37.9578 76.9578 37.9578 37.9578 76.9578
Trades During Streak 6 3 4 6 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445569 -173750 -143089 -69214 -230806 -217378
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4825,
    "evaluation_days": 1608.33,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1625184000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759647553097,
    "expiration_time": 1763791200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 157,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 96,
            "offset": 28
        }
    }
}
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": [
        [
            343901.7619107715,
            149212.7897390042,
            194688.9721717673,
            327863.2881994076,
            130809.6652730205,
            197053.6229263867
        ],
        [
            343.901762,
            149.21279,
            194.688972,
            327.863288,
            130.809665,
            197.053623
        ],
        [
            0.213825,
            0.092775,
            0.12105,
            0.090422,
            0.052019,
            0.067717
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67603,
            -73538,
            -55726,
            -215081,
            -149430,
            -144291
        ],
        [
            1.639427,
            1.566839,
            1.709014,
            1.349293,
            1.304573,
            1.387015
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            75,
            34,
            41,
            75,
            34,
            41
        ],
        [
            60,
            34,
            26,
            60,
            34,
            26
        ],
        [
            55.555556,
            50,
            61.19403,
            55.555556,
            50,
            61.19403
        ],
        [
            1.311541,
            1.566839,
            1.083765,
            1.079435,
            1.304573,
            0.879571
        ],
        [
            140110,
            140110,
            62042,
            115605,
            115605,
            105108
        ],
        [
            -55726,
            -31419,
            -55726,
            -144291,
            -68425,
            -144291
        ],
        [
            33,
            21,
            45,
            33,
            21,
            45
        ],
        [
            36,
            22,
            49,
            36,
            22,
            49
        ],
        [
            28,
            20,
            39,
            28,
            20,
            39
        ],
        [
            4506,
            1467,
            3039,
            4506,
            1467,
            3039
        ],
        [
            37.95779,
            37.95779,
            76.95779,
            37.95779,
            37.95779,
            76.95779
        ],
        [
            6,
            3,
            4,
            6,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445569,
            -173750,
            -143089,
            -69214,
            -230806,
            -217378
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4825,
    "evaluation_days": 1608.33,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1625184000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759647553097,
    "expiration_time": 1763791200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 157,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 96,
            "offset": 28
        }
    }
}

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)