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Trade: ICP/USDT/720/PSAR/SINWMA/9039

Strategy
ICP/USDT/720/PSAR/SINWMA/9039
Pair
ICP_USDT
Interval
12h
Score
309400
Daily Profit
0.210796
Profit Factor
1.320906
Profitability
43.014706
Streak
16.491608
Best Strategy
Training Data Length
1611.000000
Evaluation Time
2025-10-08 02:47
Expiration Time
2025-11-24 21:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 339592.9533 105939.3285 233653.6247 306644.3441 34903.5505 271740.7937
Total P&L (%) 339.593 105.9393 233.6536 306.6443 34.9036 271.7408
Avg Daily Profit (%) 0.2108 0.0658 0.145 0.0871 0.0186 0.0815
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149665 -87241 -82770 -1810451 -828936 -1084047
Profit Factor 1.3209 1.1911 1.4636 1.0473 1.0106 1.0851
Total Trades 272 136 136 272 136 136
Winning Trades 117 54 63 117 54 63
Losing Trades 155 82 73 155 82 73
Profitability (%) 43.0147 39.7059 46.3235 43.0147 39.7059 46.3235
Ratio Avg Win / Avg Loss 1.7499 1.8088 1.696 1.3874 1.5346 1.2573
Largest Winning Trade 80283 80283 44018 418376 418376 304468
Largest Losing Trade -25461 -23692 -25461 -281910 -177681 -281910
Avg Bars in Trades 11 10 13 11 10 13
Avg Bars in Winners 17 14 19 17 14 19
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 3181 1403 1778 3181 1403 1778
Profit Streak 16.4916 0 19.4916 16.4916 0 19.4916
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309400 -118213 71350 -245649 -382383 -211837
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3222,
    "evaluation_days": 1611,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621166400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759880874956,
    "expiration_time": 1764014112000,
    "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": "sinwma",
        "factors": {
            "length": 12,
            "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": [
        [
            339592.9532802944,
            105939.3285449826,
            233653.6247353117,
            306644.3441481214,
            34903.5504682622,
            271740.7936798591
        ],
        [
            339.592953,
            105.939329,
            233.653625,
            306.644344,
            34.90355,
            271.740794
        ],
        [
            0.210796,
            0.06576,
            0.145036,
            0.087112,
            0.018586,
            0.081537
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149665,
            -87241,
            -82770,
            -1810451,
            -828936,
            -1084047
        ],
        [
            1.320906,
            1.191135,
            1.463631,
            1.047251,
            1.010593,
            1.085062
        ],
        [
            272,
            136,
            136,
            272,
            136,
            136
        ],
        [
            117,
            54,
            63,
            117,
            54,
            63
        ],
        [
            155,
            82,
            73,
            155,
            82,
            73
        ],
        [
            43.014706,
            39.705882,
            46.323529,
            43.014706,
            39.705882,
            46.323529
        ],
        [
            1.749919,
            1.80876,
            1.695953,
            1.387383,
            1.534604,
            1.257294
        ],
        [
            80283,
            80283,
            44018,
            418376,
            418376,
            304468
        ],
        [
            -25461,
            -23692,
            -25461,
            -281910,
            -177681,
            -281910
        ],
        [
            11,
            10,
            13,
            11,
            10,
            13
        ],
        [
            17,
            14,
            19,
            17,
            14,
            19
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            3181,
            1403,
            1778,
            3181,
            1403,
            1778
        ],
        [
            16.491608,
            0,
            19.491608,
            16.491608,
            0,
            19.491608
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309400,
            -118213,
            71350,
            -245649,
            -382383,
            -211837
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3222,
    "evaluation_days": 1611,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621166400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759880874956,
    "expiration_time": 1764014112000,
    "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": "sinwma",
        "factors": {
            "length": 12,
            "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)