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Trade: ICP/USDT/720/PSAR/MIDPOINT/3463

Strategy
ICP/USDT/720/PSAR/MIDPOINT/3463
Pair
ICP_USDT
Interval
12h
Score
340355
Daily Profit
0.211929
Profit Factor
1.288670
Profitability
43.973941
Streak
18.570179
Best Strategy
Training Data Length
1613.000000
Evaluation Time
2025-10-10 04:41
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 341842.1686 117686.8803 224155.2884 252115.4793 15241.4069 236874.0724
Total P&L (%) 341.8422 117.6869 224.1553 252.1155 15.2414 236.8741
Avg Daily Profit (%) 0.2119 0.073 0.139 0.0781 0.0088 0.0753
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136722 -89656 -79299 -1101803 -534944 -652681
Profit Factor 1.2887 1.1881 1.4013 1.0513 1.006 1.0991
Total Trades 307 154 153 307 154 153
Winning Trades 135 64 71 135 64 71
Losing Trades 172 90 82 172 90 82
Profitability (%) 43.9739 41.5584 46.4052 43.9739 41.5584 46.4052
Ratio Avg Win / Avg Loss 1.6419 1.6708 1.6184 1.3394 1.4147 1.2694
Largest Winning Trade 70353 70353 48107 201902 201902 176255
Largest Losing Trade -25461 -20621 -25461 -255072 -140548 -255072
Avg Bars in Trades 10 10 10 10 10 10
Avg Bars in Winners 14 13 15 14 13 15
Avg Bars in Losers 7 8 6 7 8 6
Bars Traded 3195 1628 1566 3195 1628 1566
Profit Streak 18.5702 18.5702 21.5702 18.5702 18.5702 21.5702
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340355 -110192 -6025 -252253 -407231 -204187
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3226,
    "evaluation_days": 1613,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621555200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760060463448,
    "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": "midpoint",
        "factors": {
            "length": 21,
            "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": [
        [
            341842.1686348618,
            117686.8802779101,
            224155.2883569517,
            252115.4793123057,
            15241.4068724049,
            236874.0724399012
        ],
        [
            341.842169,
            117.68688,
            224.155288,
            252.115479,
            15.241407,
            236.874072
        ],
        [
            0.211929,
            0.072961,
            0.138968,
            0.078071,
            0.008795,
            0.075325
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136722,
            -89656,
            -79299,
            -1101803,
            -534944,
            -652681
        ],
        [
            1.28867,
            1.188128,
            1.401259,
            1.051254,
            1.006026,
            1.099124
        ],
        [
            307,
            154,
            153,
            307,
            154,
            153
        ],
        [
            135,
            64,
            71,
            135,
            64,
            71
        ],
        [
            172,
            90,
            82,
            172,
            90,
            82
        ],
        [
            43.973941,
            41.558442,
            46.405229,
            43.973941,
            41.558442,
            46.405229
        ],
        [
            1.641861,
            1.670805,
            1.618355,
            1.339375,
            1.414724,
            1.26941
        ],
        [
            70353,
            70353,
            48107,
            201902,
            201902,
            176255
        ],
        [
            -25461,
            -20621,
            -25461,
            -255072,
            -140548,
            -255072
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            14,
            13,
            15,
            14,
            13,
            15
        ],
        [
            7,
            8,
            6,
            7,
            8,
            6
        ],
        [
            3195,
            1628,
            1566,
            3195,
            1628,
            1566
        ],
        [
            18.570179,
            18.570179,
            21.570179,
            18.570179,
            18.570179,
            21.570179
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340355,
            -110192,
            -6025,
            -252253,
            -407231,
            -204187
        ]
    ]
}
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": 1621555200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760060463448,
    "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": "midpoint",
        "factors": {
            "length": 21,
            "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)