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Trade: ICP/USDT/240/HWMA/PSAR/5791

Strategy
ICP/USDT/240/HWMA/PSAR/5791
Pair
ICP_USDT
Interval
4h
Score
402159
Daily Profit
0.285912
Profit Factor
1.516242
Profitability
53.125000
Streak
0.000000
Best Strategy
Training Data Length
1597.670000
Evaluation Time
2025-09-27 00:51
Expiration Time
2025-11-11 12:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 456793.191 184368.2844 272424.9066 602476.2258 143732.7491 458743.4767
Total P&L (%) 456.7932 184.3683 272.4249 602.4762 143.7327 458.7435
Avg Daily Profit (%) 0.2859 0.1154 0.1705 0.1221 0.0558 0.1077
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122600 -83624 -73496 -631367 -584758 -261451
Profit Factor 1.5162 1.3445 1.7791 1.1675 1.0636 1.3432
Total Trades 192 96 96 192 96 96
Winning Trades 102 43 59 102 43 59
Losing Trades 90 53 37 90 53 37
Profitability (%) 53.125 44.7917 61.4583 53.125 44.7917 61.4583
Ratio Avg Win / Avg Loss 1.3379 1.6572 1.1157 1.0302 1.311 0.8423
Largest Winning Trade 75840 75840 46275 385069 385069 105141
Largest Losing Trade -51382 -42263 -51382 -247124 -247124 -173036
Avg Bars in Trades 49 49 49 49 49 49
Avg Bars in Winners 49 49 49 49 49 49
Avg Bars in Losers 49 49 49 49 49 49
Bars Traded 9496 4749 4747 9496 4749 4747
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402159 -39798 389488 -64419 -271305 -49275
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9586,
    "evaluation_days": 1597.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1620691200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758923479771,
    "expiration_time": 1762856352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02422,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "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": [
        [
            456793.1909877438,
            184368.2843690644,
            272424.9066186791,
            602476.2258094158,
            143732.7490864844,
            458743.4767229309
        ],
        [
            456.793191,
            184.368284,
            272.424907,
            602.476226,
            143.732749,
            458.743477
        ],
        [
            0.285912,
            0.115398,
            0.170514,
            0.122092,
            0.055778,
            0.107747
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122600,
            -83624,
            -73496,
            -631367,
            -584758,
            -261451
        ],
        [
            1.516242,
            1.34451,
            1.779066,
            1.167543,
            1.063619,
            1.343199
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            102,
            43,
            59,
            102,
            43,
            59
        ],
        [
            90,
            53,
            37,
            90,
            53,
            37
        ],
        [
            53.125,
            44.791667,
            61.458333,
            53.125,
            44.791667,
            61.458333
        ],
        [
            1.337861,
            1.657187,
            1.115685,
            1.030185,
            1.310972,
            0.842345
        ],
        [
            75840,
            75840,
            46275,
            385069,
            385069,
            105141
        ],
        [
            -51382,
            -42263,
            -51382,
            -247124,
            -247124,
            -173036
        ],
        [
            49,
            49,
            49,
            49,
            49,
            49
        ],
        [
            49,
            49,
            49,
            49,
            49,
            49
        ],
        [
            49,
            49,
            49,
            49,
            49,
            49
        ],
        [
            9496,
            4749,
            4747,
            9496,
            4749,
            4747
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402159,
            -39798,
            389488,
            -64419,
            -271305,
            -49275
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9586,
    "evaluation_days": 1597.67,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1620691200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758923479771,
    "expiration_time": 1762856352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02422,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "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)