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Trade: ICP/USDT/480/HWMA/PSAR/2094

Strategy
ICP/USDT/480/HWMA/PSAR/2094
Pair
ICP_USDT
Interval
8h
Score
358391
Daily Profit
0.179889
Profit Factor
1.206360
Profitability
53.475936
Streak
4.568224
Best Strategy
Training Data Length
1601.330000
Evaluation Time
2025-09-28 08:38
Expiration Time
2025-11-15 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 288061.7619 50503.946 237557.8158 10089.4364 -63679.0742 73768.5106
Total P&L (%) 288.0618 50.5039 237.5578 10.0894 -63.6791 73.7685
Avg Daily Profit (%) 0.1799 0.0315 0.1484 0.006 -0.0632 0.0345
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118364 -125867 -94991 -334652 -231256 -214026
Profit Factor 1.2064 1.0621 1.4077 1.0041 0.9508 1.0642
Total Trades 374 187 187 374 187 187
Winning Trades 200 89 111 200 89 111
Losing Trades 174 98 76 174 98 76
Profitability (%) 53.4759 47.5936 59.3583 53.4759 47.5936 59.3583
Ratio Avg Win / Avg Loss 1.0495 1.1695 0.9638 0.8736 1.0469 0.7286
Largest Winning Trade 65775 65775 30708 75960 75960 73954
Largest Losing Trade -60220 -60220 -49881 -111846 -82850 -111846
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 4801 2410 2391 4801 2410 2391
Profit Streak 4.5682 0 17.5682 4.5682 0 17.5682
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358391 -304500 253814 -562454 -579345 -295397
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4804,
    "evaluation_days": 1601.33,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1620691200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759037894555,
    "expiration_time": 1763168256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.94708
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    }
}
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": [
        [
            288061.761884795,
            50503.946035399,
            237557.8158493956,
            10089.4363790077,
            -63679.0742280467,
            73768.5106070543
        ],
        [
            288.061762,
            50.503946,
            237.557816,
            10.089436,
            -63.679074,
            73.768511
        ],
        [
            0.179889,
            0.031539,
            0.14835,
            0.006003,
            -0.063226,
            0.034512
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118364,
            -125867,
            -94991,
            -334652,
            -231256,
            -214026
        ],
        [
            1.20636,
            1.062105,
            1.407675,
            1.00413,
            0.950774,
            1.064187
        ],
        [
            374,
            187,
            187,
            374,
            187,
            187
        ],
        [
            200,
            89,
            111,
            200,
            89,
            111
        ],
        [
            174,
            98,
            76,
            174,
            98,
            76
        ],
        [
            53.475936,
            47.593583,
            59.358289,
            53.475936,
            47.593583,
            59.358289
        ],
        [
            1.049533,
            1.169509,
            0.963813,
            0.873593,
            1.046919,
            0.728632
        ],
        [
            65775,
            65775,
            30708,
            75960,
            75960,
            73954
        ],
        [
            -60220,
            -60220,
            -49881,
            -111846,
            -82850,
            -111846
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            4801,
            2410,
            2391,
            4801,
            2410,
            2391
        ],
        [
            4.568224,
            0,
            17.568224,
            4.568224,
            0,
            17.568224
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358391,
            -304500,
            253814,
            -562454,
            -579345,
            -295397
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4804,
    "evaluation_days": 1601.33,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1620691200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759037894555,
    "expiration_time": 1763168256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.94708
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    }
}

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)