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Trade: ICP/USDT/720/PSAR/ZLMA/1237

Strategy
ICP/USDT/720/PSAR/ZLMA/1237
Pair
ICP_USDT
Interval
12h
Score
439572
Daily Profit
0.262725
Profit Factor
1.522091
Profitability
48.571429
Streak
7.448793
Best Strategy
Training Data Length
1602.000000
Evaluation Time
2025-09-29 01:46
Expiration Time
2025-11-15 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 420885.7215 164476.5724 256409.1491 1072875.5282 144379.376 928496.1523
Total P&L (%) 420.8857 164.4766 256.4091 1072.8755 144.3794 928.4962
Avg Daily Profit (%) 0.2627 0.1027 0.1601 0.1538 0.0558 0.1456
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82809 -55189 -86338 -1037178 -494602 -543567
Profit Factor 1.5221 1.404 1.6425 1.1767 1.0459 1.3169
Total Trades 210 105 105 210 105 105
Winning Trades 102 46 56 102 46 56
Losing Trades 108 59 49 108 59 49
Profitability (%) 48.5714 43.8095 53.3333 48.5714 43.8095 53.3333
Ratio Avg Win / Avg Loss 1.6116 1.8008 1.4372 1.2459 1.3415 1.1523
Largest Winning Trade 66454 66454 41722 364910 364910 328284
Largest Losing Trade -38227 -19045 -38227 -318266 -168099 -318266
Avg Bars in Trades 14 11 16 14 11 16
Avg Bars in Winners 16 12 19 16 12 19
Avg Bars in Losers 12 10 13 12 10 13
Bars Traded 3000 1221 1779 3000 1221 1779
Profit Streak 7.4488 0 10.4488 7.4488 0 10.4488
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439572 -56486 373219 -17045 -290814 108308
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3204,
    "evaluation_days": 1602,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624320000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759099575696,
    "expiration_time": 1763213184000,
    "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": "zlma",
        "factors": {
            "length": 85,
            "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": [
        [
            420885.7215079361,
            164476.5724202397,
            256409.1490876964,
            1072875.5282151778,
            144379.3759569621,
            928496.1522582177
        ],
        [
            420.885722,
            164.476572,
            256.409149,
            1072.875528,
            144.379376,
            928.496152
        ],
        [
            0.262725,
            0.10267,
            0.160056,
            0.153804,
            0.055793,
            0.145592
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82809,
            -55189,
            -86338,
            -1037178,
            -494602,
            -543567
        ],
        [
            1.522091,
            1.404049,
            1.642496,
            1.176671,
            1.045939,
            1.316906
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            102,
            46,
            56,
            102,
            46,
            56
        ],
        [
            108,
            59,
            49,
            108,
            59,
            49
        ],
        [
            48.571429,
            43.809524,
            53.333333,
            48.571429,
            43.809524,
            53.333333
        ],
        [
            1.611626,
            1.800846,
            1.437184,
            1.245887,
            1.34153,
            1.152293
        ],
        [
            66454,
            66454,
            41722,
            364910,
            364910,
            328284
        ],
        [
            -38227,
            -19045,
            -38227,
            -318266,
            -168099,
            -318266
        ],
        [
            14,
            11,
            16,
            14,
            11,
            16
        ],
        [
            16,
            12,
            19,
            16,
            12,
            19
        ],
        [
            12,
            10,
            13,
            12,
            10,
            13
        ],
        [
            3000,
            1221,
            1779,
            3000,
            1221,
            1779
        ],
        [
            7.448793,
            0,
            10.448793,
            7.448793,
            0,
            10.448793
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439572,
            -56486,
            373219,
            -17045,
            -290814,
            108308
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3204,
    "evaluation_days": 1602,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624320000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759099575696,
    "expiration_time": 1763213184000,
    "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": "zlma",
        "factors": {
            "length": 85,
            "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)