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Trade: ICP/USDT/720/PSAR/LINREG/2163

Strategy
ICP/USDT/720/PSAR/LINREG/2163
Pair
ICP_USDT
Interval
12h
Score
477212
Daily Profit
0.257529
Profit Factor
1.629688
Profitability
51.412429
Streak
8.748441
Best Strategy
Training Data Length
1613.000000
Evaluation Time
2025-10-09 20:57
Expiration Time
2025-11-26 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 415394.8069 155815.4564 259579.3506 1166113.9221 549680.2431 616433.679
Total P&L (%) 415.3948 155.8155 259.5794 1166.1139 549.6802 616.4337
Avg Daily Profit (%) 0.2575 0.0966 0.1609 0.1575 0.1161 0.1222
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74762 -47945 -100959 -1119184 -601489 -715195
Profit Factor 1.6297 1.4871 1.764 1.2134 1.2196 1.2081
Total Trades 177 89 88 177 89 88
Winning Trades 91 40 51 91 40 51
Losing Trades 86 49 37 86 49 37
Profitability (%) 51.4124 44.9438 57.9545 51.4124 44.9438 57.9545
Ratio Avg Win / Avg Loss 1.5401 1.8216 1.2798 1.1467 1.494 0.8765
Largest Winning Trade 67552 67552 38590 304953 304953 258634
Largest Losing Trade -52304 -26728 -52304 -715195 -188268 -715195
Avg Bars in Trades 17 14 19 17 14 19
Avg Bars in Winners 18 13 22 18 13 22
Avg Bars in Losers 15 14 16 15 14 16
Bars Traded 3015 1267 1749 3015 1267 1749
Profit Streak 8.7484 9.2484 0 8.7484 9.2484 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 477212 -63006 378389 334315 -39359 -30674
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3226,
    "evaluation_days": 1613,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1625443200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760032665354,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 111,
            "offset": 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": [
        [
            415394.8069205707,
            155815.4563661284,
            259579.3505544424,
            1166113.922093454,
            549680.2431080133,
            616433.678985441
        ],
        [
            415.394807,
            155.815456,
            259.579351,
            1166.113922,
            549.680243,
            616.433679
        ],
        [
            0.257529,
            0.0966,
            0.16093,
            0.157504,
            0.116082,
            0.122152
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74762,
            -47945,
            -100959,
            -1119184,
            -601489,
            -715195
        ],
        [
            1.629688,
            1.487054,
            1.763987,
            1.213375,
            1.219557,
            1.208148
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            91,
            40,
            51,
            91,
            40,
            51
        ],
        [
            86,
            49,
            37,
            86,
            49,
            37
        ],
        [
            51.412429,
            44.94382,
            57.954545,
            51.412429,
            44.94382,
            57.954545
        ],
        [
            1.540145,
            1.821641,
            1.279756,
            1.146706,
            1.493958,
            0.876499
        ],
        [
            67552,
            67552,
            38590,
            304953,
            304953,
            258634
        ],
        [
            -52304,
            -26728,
            -52304,
            -715195,
            -188268,
            -715195
        ],
        [
            17,
            14,
            19,
            17,
            14,
            19
        ],
        [
            18,
            13,
            22,
            18,
            13,
            22
        ],
        [
            15,
            14,
            16,
            15,
            14,
            16
        ],
        [
            3015,
            1267,
            1749,
            3015,
            1267,
            1749
        ],
        [
            8.748441,
            9.248441,
            0,
            8.748442,
            9.248442,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            477212,
            -63006,
            378389,
            334315,
            -39359,
            -30674
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3226,
    "evaluation_days": 1613,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1625443200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760032665354,
    "expiration_time": 1764192096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 111,
            "offset": 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)