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Trade: ICP/USDT/720/PSAR/HWMA/9849

Strategy
ICP/USDT/720/PSAR/HWMA/9849
Pair
ICP_USDT
Interval
12h
Score
399565
Daily Profit
0.246577
Profit Factor
1.272535
Profitability
49.287169
Streak
13.920602
Best Strategy
Training Data Length
1608.500000
Evaluation Time
2025-10-05 13:05
Expiration Time
2025-11-22 08:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 396619.0951 106705.5516 289913.5435 302188.6213 -172319.5198 474508.1411
Total P&L (%) 396.6191 106.7056 289.9135 302.1886 -172.3195 474.5081
Avg Daily Profit (%) 0.2466 0.0663 0.1802 0.0866 0 0.1088
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110830 -102017 -75467 -573431 -457609 -320113
Profit Factor 1.2725 1.1448 1.4036 1.0739 0.9224 1.2537
Total Trades 491 245 246 491 245 246
Winning Trades 242 110 132 242 110 132
Losing Trades 249 135 114 249 135 114
Profitability (%) 49.2872 44.898 53.6585 49.2872 44.898 53.6585
Ratio Avg Win / Avg Loss 1.3093 1.405 1.2122 1.1049 1.132 1.0827
Largest Winning Trade 77443 77443 60512 213687 213687 160243
Largest Losing Trade -64017 -24805 -64017 -230278 -230278 -114686
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 8 7 8 8 7 8
Avg Bars in Losers 5 4 5 5 4 5
Bars Traded 3206 1503 1703 3206 1503 1703
Profit Streak 13.9206 0 16.9206 13.9206 0 16.9206
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399565 -166610 368076 -213508 -580091 -45946
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3217,
    "evaluation_days": 1608.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1620691200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759658740027,
    "expiration_time": 1763791632000,
    "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": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.82903,
            "nc": 0.89201
        }
    }
}
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": [
        [
            396619.0950701662,
            106705.5515700632,
            289913.5435001036,
            302188.6213395667,
            -172319.519796189,
            474508.141135756
        ],
        [
            396.619095,
            106.705552,
            289.913544,
            302.188621,
            -172.31952,
            474.508141
        ],
        [
            0.246577,
            0.066339,
            0.180238,
            0.086562,
            0,
            0.108753
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110830,
            -102017,
            -75467,
            -573431,
            -457609,
            -320113
        ],
        [
            1.272535,
            1.144774,
            1.403642,
            1.073859,
            0.922408,
            1.253666
        ],
        [
            491,
            245,
            246,
            491,
            245,
            246
        ],
        [
            242,
            110,
            132,
            242,
            110,
            132
        ],
        [
            249,
            135,
            114,
            249,
            135,
            114
        ],
        [
            49.287169,
            44.897959,
            53.658537,
            49.287169,
            44.897959,
            53.658537
        ],
        [
            1.309344,
            1.40495,
            1.212236,
            1.104921,
            1.132046,
            1.082711
        ],
        [
            77443,
            77443,
            60512,
            213687,
            213687,
            160243
        ],
        [
            -64017,
            -24805,
            -64017,
            -230278,
            -230278,
            -114686
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            8,
            7,
            8,
            8,
            7,
            8
        ],
        [
            5,
            4,
            5,
            5,
            4,
            5
        ],
        [
            3206,
            1503,
            1703,
            3206,
            1503,
            1703
        ],
        [
            13.920602,
            0,
            16.920602,
            13.920602,
            0,
            16.920602
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399565,
            -166610,
            368076,
            -213508,
            -580091,
            -45946
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3217,
    "evaluation_days": 1608.5,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1620691200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759658740027,
    "expiration_time": 1763791632000,
    "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": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.82903,
            "nc": 0.89201
        }
    }
}

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)