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Trade: ICP/USDT/720/VWMA/PSAR/6112

Strategy
ICP/USDT/720/VWMA/PSAR/6112
Pair
ICP_USDT
Interval
12h
Score
339511
Daily Profit
0.164332
Profit Factor
1.557618
Profitability
51.648352
Streak
0.000000
Best Strategy
Training Data Length
1598.000000
Evaluation Time
2025-09-27 13:12
Expiration Time
2025-11-11 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 262601.9576 113270.6792 149331.2784 56637.183 85195.7486 -28558.5657
Total P&L (%) 262.602 113.2707 149.3313 56.6372 85.1957 -28.5586
Avg Daily Profit (%) 0.1643 0.0709 0.0934 0.0281 0.0386 -0.021
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112413 -71056 -76366 -333057 -128014 -293035
Profit Factor 1.5576 1.4418 1.6961 1.0627 1.2097 0.9426
Total Trades 91 46 45 91 46 45
Winning Trades 47 21 26 47 21 26
Losing Trades 44 25 19 44 25 19
Profitability (%) 51.6484 45.6522 57.7778 51.6484 45.6522 57.7778
Ratio Avg Win / Avg Loss 1.4582 1.7164 1.2394 0.9948 1.4401 0.6888
Largest Winning Trade 222076 222076 59871 250954 250954 93915
Largest Losing Trade -54062 -29846 -54062 -211507 -53638 -211507
Avg Bars in Trades 32 21 43 32 21 43
Avg Bars in Winners 46 26 62 46 26 62
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 2961 992 1968 2961 992 1968
Profit Streak 0 0 46.9254 0 0 46.9254
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339511 -97573 -64042 -309041 -143185 -578715
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3196,
    "evaluation_days": 1598,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1627819200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758967958475,
    "expiration_time": 1762857216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "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": [
        [
            262601.9576103566,
            113270.6792235543,
            149331.2783868024,
            56637.1829525659,
            85195.7486172006,
            -28558.5656646348
        ],
        [
            262.601958,
            113.270679,
            149.331278,
            56.637183,
            85.195749,
            -28.558566
        ],
        [
            0.164332,
            0.070883,
            0.093449,
            0.028087,
            0.038571,
            -0.021042
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112413,
            -71056,
            -76366,
            -333057,
            -128014,
            -293035
        ],
        [
            1.557618,
            1.441776,
            1.696065,
            1.062676,
            1.209706,
            0.942583
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            51.648352,
            45.652174,
            57.777778,
            51.648352,
            45.652174,
            57.777778
        ],
        [
            1.458196,
            1.7164,
            1.239432,
            0.994846,
            1.440126,
            0.688811
        ],
        [
            222076,
            222076,
            59871,
            250954,
            250954,
            93915
        ],
        [
            -54062,
            -29846,
            -54062,
            -211507,
            -53638,
            -211507
        ],
        [
            32,
            21,
            43,
            32,
            21,
            43
        ],
        [
            46,
            26,
            62,
            46,
            26,
            62
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            2961,
            992,
            1968,
            2961,
            992,
            1968
        ],
        [
            0,
            0,
            46.925445,
            0,
            0,
            46.925445
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339511,
            -97573,
            -64042,
            -309041,
            -143185,
            -578715
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3196,
    "evaluation_days": 1598,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1627819200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758967958475,
    "expiration_time": 1762857216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "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)