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Trade: ICP/USDT/720/PSAR/HMA/1701

Strategy
ICP/USDT/720/PSAR/HMA/1701
Pair
ICP_USDT
Interval
12h
Score
368173
Daily Profit
0.204914
Profit Factor
1.355013
Profitability
47.272727
Streak
9.852010
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 328784.7797 167292.8041 161491.9756 232530.8757 58510.0359 174020.8398
Total P&L (%) 328.7848 167.2928 161.492 232.5309 58.51 174.0208
Avg Daily Profit (%) 0.2049 0.1043 0.1006 0.0749 0.0287 0.0628
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85012 -71405 -94951 -421729 -324430 -304042
Profit Factor 1.355 1.3826 1.3303 1.0851 1.0415 1.1314
Total Trades 220 110 110 220 110 110
Winning Trades 104 51 53 104 51 53
Losing Trades 116 59 57 116 59 57
Profitability (%) 47.2727 46.3636 48.1818 47.2727 46.3636 48.1818
Ratio Avg Win / Avg Loss 1.5114 1.5995 1.4307 1.2103 1.2049 1.2168
Largest Winning Trade 67552 67552 41722 191292 191292 99902
Largest Losing Trade -53083 -25355 -53083 -136253 -91782 -136253
Avg Bars in Trades 13 11 16 13 11 16
Avg Bars in Winners 16 12 19 16 12 19
Avg Bars in Losers 11 11 12 11 11 12
Bars Traded 3065 1287 1778 3065 1287 1778
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 368173 -53484 -58418 -218821 -331520 -185079
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": 1625097600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759307213719,
    "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": "hma",
        "factors": {
            "length": 95,
            "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": [
        [
            328784.779695512,
            167292.8041365017,
            161491.9755590103,
            232530.8756917074,
            58510.0358538306,
            174020.8398378768
        ],
        [
            328.78478,
            167.292804,
            161.491976,
            232.530876,
            58.510036,
            174.02084
        ],
        [
            0.204914,
            0.104265,
            0.100649,
            0.074915,
            0.028714,
            0.062845
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85012,
            -71405,
            -94951,
            -421729,
            -324430,
            -304042
        ],
        [
            1.355013,
            1.382599,
            1.330339,
            1.085084,
            1.041538,
            1.131401
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            104,
            51,
            53,
            104,
            51,
            53
        ],
        [
            116,
            59,
            57,
            116,
            59,
            57
        ],
        [
            47.272727,
            46.363636,
            48.181818,
            47.272727,
            46.363636,
            48.181818
        ],
        [
            1.511361,
            1.599477,
            1.430742,
            1.210286,
            1.204916,
            1.216789
        ],
        [
            67552,
            67552,
            41722,
            191292,
            191292,
            99902
        ],
        [
            -53083,
            -25355,
            -53083,
            -136253,
            -91782,
            -136253
        ],
        [
            13,
            11,
            16,
            13,
            11,
            16
        ],
        [
            16,
            12,
            19,
            16,
            12,
            19
        ],
        [
            11,
            11,
            12,
            11,
            11,
            12
        ],
        [
            3065,
            1287,
            1778,
            3065,
            1287,
            1778
        ],
        [
            9.85201,
            0,
            12.852011,
            9.852011,
            0,
            12.852011
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368173,
            -53484,
            -58418,
            -218821,
            -331520,
            -185079
        ]
    ]
}
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": 1625097600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759307213719,
    "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": "hma",
        "factors": {
            "length": 95,
            "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)