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Trade: ICP/USDT/720/PSAR/ALMA/3668

Strategy
ICP/USDT/720/PSAR/ALMA/3668
Pair
ICP_USDT
Interval
12h
Score
368269
Daily Profit
0.284732
Profit Factor
1.399676
Profitability
43.478261
Streak
10.363295
Best Strategy
Training Data Length
1605.000000
Evaluation Time
2025-10-01 23:43
Expiration Time
2025-11-18 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 456994.8405 178663.0561 278331.7845 898153.7779 1138322.0109 -240168.233
Total P&L (%) 456.9948 178.6631 278.3318 898.1538 1138.322 -240.1682
Avg Daily Profit (%) 0.2847 0.1113 0.1734 0.1435 0.1569 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142279 -82767 -109094 -4212185 -1893547 -3832644
Profit Factor 1.3997 1.2986 1.5105 1.0331 1.0877 0.983
Total Trades 322 161 161 322 161 161
Winning Trades 140 63 77 140 63 77
Losing Trades 182 98 84 182 98 84
Profitability (%) 43.4783 39.1304 47.8261 43.4783 39.1304 47.8261
Ratio Avg Win / Avg Loss 1.8196 2.0201 1.6479 1.343 1.692 1.0724
Largest Winning Trade 78271 78271 49446 983684 983684 676491
Largest Losing Trade -45428 -23692 -45428 -1733376 -470702 -1733376
Avg Bars in Trades 9 8 11 9 8 11
Avg Bars in Winners 13 11 15 13 11 15
Avg Bars in Losers 7 6 7 7 6 7
Bars Traded 3180 1379 1802 3180 1379 1802
Profit Streak 10.3633 0 13.3633 10.3633 0 13.3633
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368269 -46858 367193 -185165 -118957 -578786
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3210,
    "evaluation_days": 1605,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621080000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759351388705,
    "expiration_time": 1763480160000,
    "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": "alma",
        "factors": {
            "length": 10,
            "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": [
        [
            456994.8405215899,
            178663.0560517105,
            278331.7844698795,
            898153.777925313,
            1138322.0109034905,
            -240168.2329781745
        ],
        [
            456.994841,
            178.663056,
            278.331784,
            898.153778,
            1138.322011,
            -240.168233
        ],
        [
            0.284732,
            0.111317,
            0.173415,
            0.143451,
            0.156904,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142279,
            -82767,
            -109094,
            -4212185,
            -1893547,
            -3832644
        ],
        [
            1.399676,
            1.298647,
            1.510541,
            1.033094,
            1.087682,
            0.983035
        ],
        [
            322,
            161,
            161,
            322,
            161,
            161
        ],
        [
            140,
            63,
            77,
            140,
            63,
            77
        ],
        [
            182,
            98,
            84,
            182,
            98,
            84
        ],
        [
            43.478261,
            39.130435,
            47.826087,
            43.478261,
            39.130435,
            47.826087
        ],
        [
            1.819579,
            2.020117,
            1.647863,
            1.343022,
            1.69195,
            1.072402
        ],
        [
            78271,
            78271,
            49446,
            983684,
            983684,
            676491
        ],
        [
            -45428,
            -23692,
            -45428,
            -1733376,
            -470702,
            -1733376
        ],
        [
            9,
            8,
            11,
            9,
            8,
            11
        ],
        [
            13,
            11,
            15,
            13,
            11,
            15
        ],
        [
            7,
            6,
            7,
            7,
            6,
            7
        ],
        [
            3180,
            1379,
            1802,
            3180,
            1379,
            1802
        ],
        [
            10.363295,
            0,
            13.363295,
            10.363295,
            0,
            13.363295
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368269,
            -46858,
            367193,
            -185165,
            -118957,
            -578786
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3210,
    "evaluation_days": 1605,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621080000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759351388705,
    "expiration_time": 1763480160000,
    "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": "alma",
        "factors": {
            "length": 10,
            "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)