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Trade: ICP/USDT/720/PSAR/SMA/4661

Strategy
ICP/USDT/720/PSAR/SMA/4661
Pair
ICP_USDT
Interval
12h
Score
357555
Daily Profit
0.227311
Profit Factor
1.369286
Profitability
45.569620
Streak
9.851957
Best Strategy
Training Data Length
1604.500000
Evaluation Time
2025-10-01 11:26
Expiration Time
2025-11-18 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 364721.2567 118557.8472 246163.4095 397905.2371 193948.2765 203956.9606
Total P&L (%) 364.7213 118.5578 246.1634 397.9052 193.9483 203.957
Avg Daily Profit (%) 0.2273 0.0739 0.1534 0.1001 0.0672 0.0693
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94261 -96568 -128418 -663089 -317199 -556809
Profit Factor 1.3693 1.2353 1.5088 1.0954 1.0986 1.0926
Total Trades 237 118 119 237 118 119
Winning Trades 108 47 61 108 47 61
Losing Trades 129 71 58 129 71 58
Profitability (%) 45.5696 39.8305 51.2605 45.5696 39.8305 51.2605
Ratio Avg Win / Avg Loss 1.6355 1.8661 1.4346 1.3084 1.6596 1.0389
Largest Winning Trade 59231 59231 40888 196014 196014 154266
Largest Losing Trade -54266 -31471 -54266 -238506 -105849 -238506
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 14 12 16 14 12 16
Avg Bars in Losers 12 13 10 12 13 10
Bars Traded 3160 1556 1604 3160 1556 1604
Profit Streak 9.852 0 12.852 9.852 0 12.852
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357555 -97402 338276 -174432 -218070 -218215
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3209,
    "evaluation_days": 1604.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621944000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759307209126,
    "expiration_time": 1763435664000,
    "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": "sma",
        "factors": {
            "length": 30,
            "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": [
        [
            364721.2567200011,
            118557.8471744011,
            246163.4095455999,
            397905.2370981182,
            193948.2764597998,
            203956.9606383187
        ],
        [
            364.721257,
            118.557847,
            246.16341,
            397.905237,
            193.948276,
            203.956961
        ],
        [
            0.227311,
            0.073891,
            0.153421,
            0.100096,
            0.067223,
            0.069311
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94261,
            -96568,
            -128418,
            -663089,
            -317199,
            -556809
        ],
        [
            1.369286,
            1.235325,
            1.508777,
            1.095437,
            1.098581,
            1.092627
        ],
        [
            237,
            118,
            119,
            237,
            118,
            119
        ],
        [
            108,
            47,
            61,
            108,
            47,
            61
        ],
        [
            129,
            71,
            58,
            129,
            71,
            58
        ],
        [
            45.56962,
            39.830508,
            51.260504,
            45.56962,
            39.830508,
            51.260504
        ],
        [
            1.635536,
            1.866129,
            1.434575,
            1.308438,
            1.659558,
            1.038892
        ],
        [
            59231,
            59231,
            40888,
            196014,
            196014,
            154266
        ],
        [
            -54266,
            -31471,
            -54266,
            -238506,
            -105849,
            -238506
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            14,
            12,
            16,
            14,
            12,
            16
        ],
        [
            12,
            13,
            10,
            12,
            13,
            10
        ],
        [
            3160,
            1556,
            1604,
            3160,
            1556,
            1604
        ],
        [
            9.851957,
            0,
            12.851957,
            9.851957,
            0,
            12.851957
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357555,
            -97402,
            338276,
            -174432,
            -218070,
            -218215
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3209,
    "evaluation_days": 1604.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621944000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759307209126,
    "expiration_time": 1763435664000,
    "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": "sma",
        "factors": {
            "length": 30,
            "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)