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Trade: ICP/USDT/720/PSAR/SMA/9991

Strategy
ICP/USDT/720/PSAR/SMA/9991
Pair
ICP_USDT
Interval
12h
Score
308700
Daily Profit
0.161923
Profit Factor
1.269213
Profitability
48.372093
Streak
12.646781
Best Strategy
Training Data Length
1607.500000
Evaluation Time
2025-10-04 06:31
Expiration Time
2025-11-21 07:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 260291.9249 75783.2952 184508.6297 -148623.7094 -44825.4194 -103798.29
Total P&L (%) 260.2919 75.7833 184.5086 -148.6237 -44.8254 -103.7983
Avg Daily Profit (%) 0.1619 0.0471 0.1148 0 -0.037 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138973 -86422 -151551 -413097 -105796 -366117
Profit Factor 1.2692 1.1608 1.3724 0.8835 0.9154 0.861
Total Trades 215 107 108 215 107 108
Winning Trades 104 46 58 112 55 57
Losing Trades 111 61 50 103 52 51
Profitability (%) 48.3721 42.9907 53.7037 52.093 51.4019 52.7778
Ratio Avg Win / Avg Loss 1.3546 1.5393 1.1831 0.8125 0.8654 0.7704
Largest Winning Trade 59231 59231 27782 53793 53793 49664
Largest Losing Trade -107226 -48600 -107226 -229135 -61095 -229135
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 15 14 16 13 13 13
Avg Bars in Losers 14 15 12 15 16 14
Bars Traded 3156 1597 1559 3156 1597 1559
Profit Streak 12.6468 0 15.6468 0 22.1468 0
Trades During Streak 1 0 1 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308700 -175249 -38168 -579103 -579543 -580406
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3215,
    "evaluation_days": 1607.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622160000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759548681889,
    "expiration_time": 1763702640000,
    "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": "sma",
        "factors": {
            "length": 35,
            "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": [
        [
            260291.9249245076,
            75783.2952038845,
            184508.629720623,
            -148623.7094047168,
            -44825.4193985533,
            -103798.2900061635
        ],
        [
            260.291925,
            75.783295,
            184.50863,
            -148.623709,
            -44.825419,
            -103.79829
        ],
        [
            0.161923,
            0.047144,
            0.11478,
            0,
            -0.036986,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138973,
            -86422,
            -151551,
            -413097,
            -105796,
            -366117
        ],
        [
            1.269213,
            1.160756,
            1.372411,
            0.883547,
            0.915355,
            0.860988
        ],
        [
            215,
            107,
            108,
            215,
            107,
            108
        ],
        [
            104,
            46,
            58,
            112,
            55,
            57
        ],
        [
            111,
            61,
            50,
            103,
            52,
            51
        ],
        [
            48.372093,
            42.990654,
            53.703704,
            52.093023,
            51.401869,
            52.777778
        ],
        [
            1.354641,
            1.539264,
            1.183113,
            0.812548,
            0.865426,
            0.770358
        ],
        [
            59231,
            59231,
            27782,
            53793,
            53793,
            49664
        ],
        [
            -107226,
            -48600,
            -107226,
            -229135,
            -61095,
            -229135
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            15,
            14,
            16,
            13,
            13,
            13
        ],
        [
            14,
            15,
            12,
            15,
            16,
            14
        ],
        [
            3156,
            1597,
            1559,
            3156,
            1597,
            1559
        ],
        [
            12.646781,
            0,
            15.646781,
            0,
            22.146781,
            0
        ],
        [
            1,
            0,
            1,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308700,
            -175249,
            -38168,
            -579103,
            -579543,
            -580406
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3215,
    "evaluation_days": 1607.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1622160000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759548681889,
    "expiration_time": 1763702640000,
    "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": "sma",
        "factors": {
            "length": 35,
            "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)