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Trade: ICP/USDT/720/KCU/PSAR/5285

Strategy
ICP/USDT/720/KCU/PSAR/5285
Pair
ICP_USDT
Interval
12h
Score
403622
Daily Profit
0.191530
Profit Factor
1.766209
Profitability
50.549451
Streak
0.000000
Best Strategy
Training Data Length
1613.500000
Evaluation Time
2025-10-10 10:00
Expiration Time
2025-11-27 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 309034.2372 121806.4627 187227.7746 399571.755 154238.6342 245333.1208
Total P&L (%) 309.0342 121.8065 187.2278 399.5718 154.2386 245.3331
Avg Daily Profit (%) 0.1915 0.0755 0.116 0.0997 0.0578 0.0768
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82562 -49872 -89639 -240961 -105442 -264240
Profit Factor 1.7662 1.6812 1.8339 1.3947 1.3679 1.4136
Total Trades 91 46 45 91 46 45
Winning Trades 46 24 22 46 24 22
Losing Trades 45 22 23 45 22 23
Profitability (%) 50.5495 52.1739 48.8889 50.5495 52.1739 48.8889
Ratio Avg Win / Avg Loss 1.7278 1.5411 1.9173 1.3643 1.2539 1.4779
Largest Winning Trade 118520 118520 63026 194754 157790 194754
Largest Losing Trade -48144 -20426 -48144 -139589 -45472 -139589
Avg Bars in Trades 32 10 54 32 10 54
Avg Bars in Winners 46 10 84 46 10 84
Avg Bars in Losers 18 11 25 18 11 25
Bars Traded 2935 500 2435 2935 500 2435
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 403622 -88332 -34975 -58836 -114543 -89940
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3227,
    "evaluation_days": 1613.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624276800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760079642812,
    "expiration_time": 1764236592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 84,
            "offset": 0,
            "scalar": 2
        }
    },
    "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": [
        [
            309034.2372408713,
            121806.4626682185,
            187227.7745726529,
            399571.7550069317,
            154238.6341778033,
            245333.1208291285
        ],
        [
            309.034237,
            121.806463,
            187.227775,
            399.571755,
            154.238634,
            245.333121
        ],
        [
            0.19153,
            0.075492,
            0.116038,
            0.099745,
            0.057848,
            0.07684
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82562,
            -49872,
            -89639,
            -240961,
            -105442,
            -264240
        ],
        [
            1.766209,
            1.681174,
            1.833938,
            1.394663,
            1.367867,
            1.413604
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            50.549451,
            52.173913,
            48.888889,
            50.549451,
            52.173913,
            48.888889
        ],
        [
            1.727813,
            1.541076,
            1.917299,
            1.364344,
            1.253878,
            1.477859
        ],
        [
            118520,
            118520,
            63026,
            194754,
            157790,
            194754
        ],
        [
            -48144,
            -20426,
            -48144,
            -139589,
            -45472,
            -139589
        ],
        [
            32,
            10,
            54,
            32,
            10,
            54
        ],
        [
            46,
            10,
            84,
            46,
            10,
            84
        ],
        [
            18,
            11,
            25,
            18,
            11,
            25
        ],
        [
            2935,
            500,
            2435,
            2935,
            500,
            2435
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403622,
            -88332,
            -34975,
            -58836,
            -114543,
            -89940
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3227,
    "evaluation_days": 1613.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624276800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760079642812,
    "expiration_time": 1764236592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 84,
            "offset": 0,
            "scalar": 2
        }
    },
    "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)