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Trade: ICP/USDT/360/VWAP/PSAR/3775

Strategy
ICP/USDT/360/VWAP/PSAR/3775
Pair
ICP_USDT
Interval
6h
Score
321727
Daily Profit
0.149833
Profit Factor
1.477889
Profitability
48.226950
Streak
0.000000
Best Strategy
Training Data Length
1604.500000
Evaluation Time
2025-10-01 11:06
Expiration Time
2025-11-18 11:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 240407.6726 128391.337 112016.3357 13825.6337 19692.7627 -5867.129
Total P&L (%) 240.4077 128.3913 112.0163 13.8256 19.6928 -5.8671
Avg Daily Profit (%) 0.1498 0.08 0.0698 0.0081 0.0112 -0.0038
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90503 -78870 -51786 -225284 -137190 -133527
Profit Factor 1.4779 1.4807 1.4747 1.0196 1.0556 0.9834
Total Trades 141 71 70 141 71 70
Winning Trades 68 31 37 68 31 37
Losing Trades 73 40 33 73 40 33
Profitability (%) 48.227 43.662 52.8571 48.227 43.662 52.8571
Ratio Avg Win / Avg Loss 1.5866 1.9106 1.3153 1.0945 1.362 0.877
Largest Winning Trade 276322 276322 56623 234897 234897 70500
Largest Losing Trade -30725 -28390 -30725 -72914 -63267 -72914
Avg Bars in Trades 42 32 52 42 32 52
Avg Bars in Winners 57 38 72 57 38 72
Avg Bars in Losers 28 27 29 28 27 29
Bars Traded 5925 2277 3648 5925 2277 3648
Profit Streak 0 0 53.8375 0 0 53.8375
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321727 -173236 -191817 -428132 -433776 -674025
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6418,
    "evaluation_days": 1604.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624881600000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759305960346,
    "expiration_time": 1763457264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 194
        }
    },
    "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": [
        [
            240407.6726437535,
            128391.3369732747,
            112016.3356704784,
            13825.6336691356,
            19692.7626772963,
            -5867.1290081607
        ],
        [
            240.407673,
            128.391337,
            112.016336,
            13.825634,
            19.692763,
            -5.867129
        ],
        [
            0.149833,
            0.08002,
            0.069814,
            0.008071,
            0.011204,
            -0.003768
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90503,
            -78870,
            -51786,
            -225284,
            -137190,
            -133527
        ],
        [
            1.477889,
            1.480725,
            1.474679,
            1.019558,
            1.055577,
            0.983358
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            68,
            31,
            37,
            68,
            31,
            37
        ],
        [
            73,
            40,
            33,
            73,
            40,
            33
        ],
        [
            48.22695,
            43.661972,
            52.857143,
            48.22695,
            43.661972,
            52.857143
        ],
        [
            1.586557,
            1.910613,
            1.315254,
            1.094526,
            1.362034,
            0.877049
        ],
        [
            276322,
            276322,
            56623,
            234897,
            234897,
            70500
        ],
        [
            -30725,
            -28390,
            -30725,
            -72914,
            -63267,
            -72914
        ],
        [
            42,
            32,
            52,
            42,
            32,
            52
        ],
        [
            57,
            38,
            72,
            57,
            38,
            72
        ],
        [
            28,
            27,
            29,
            28,
            27,
            29
        ],
        [
            5925,
            2277,
            3648,
            5925,
            2277,
            3648
        ],
        [
            0,
            0,
            53.837504,
            0,
            0,
            53.837504
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321727,
            -173236,
            -191817,
            -428132,
            -433776,
            -674025
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6418,
    "evaluation_days": 1604.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1624881600000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759305960346,
    "expiration_time": 1763457264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 194
        }
    },
    "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)