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Trade: ICP/USDT/720/PSAR/JMA/1224

Strategy
ICP/USDT/720/PSAR/JMA/1224
Pair
ICP_USDT
Interval
12h
Score
410956
Daily Profit
0.289651
Profit Factor
1.474931
Profitability
46.125461
Streak
16.320679
Best Strategy
Training Data Length
1611.000000
Evaluation Time
2025-10-07 22:41
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 466627.4998 182860.2976 283767.2022 1422534.4458 476822.9559 945711.4899
Total P&L (%) 466.6275 182.8603 283.7672 1422.5344 476.823 945.7115
Avg Daily Profit (%) 0.2897 0.1135 0.1761 0.1692 0.1088 0.1458
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120671 -72208 -77840 -4103886 -2059520 -2652141
Profit Factor 1.4749 1.3753 1.5729 1.0835 1.0555 1.1119
Total Trades 271 135 136 271 135 136
Winning Trades 125 61 64 125 61 64
Losing Trades 146 74 72 146 74 72
Profitability (%) 46.1255 45.1852 47.0588 46.1255 45.1852 47.0588
Ratio Avg Win / Avg Loss 1.7227 1.6684 1.7696 1.2655 1.2804 1.2509
Largest Winning Trade 67428 67428 48107 1024664 1024664 869591
Largest Losing Trade -25461 -19045 -25461 -762998 -480901 -762998
Avg Bars in Trades 11 10 12 11 10 12
Avg Bars in Winners 16 14 18 16 14 18
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 3170 1435 1735 3170 1435 1735
Profit Streak 16.3207 0 19.3207 16.3207 0 19.3207
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410956 -41599 352036 -120192 -208987 -95914
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3222,
    "evaluation_days": 1611,
    "actual_first_datapoint_time": 1620691200000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759866106679,
    "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": "jma",
        "factors": {
            "length": 29,
            "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": [
        [
            466627.4998236727,
            182860.2976339025,
            283767.2021897703,
            1422534.4458022367,
            476822.9559416082,
            945711.4898606294
        ],
        [
            466.6275,
            182.860298,
            283.767202,
            1422.534446,
            476.822956,
            945.71149
        ],
        [
            0.289651,
            0.113507,
            0.176144,
            0.169166,
            0.108834,
            0.14581
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120671,
            -72208,
            -77840,
            -4103886,
            -2059520,
            -2652141
        ],
        [
            1.474931,
            1.375302,
            1.572942,
            1.083451,
            1.055477,
            1.1119
        ],
        [
            271,
            135,
            136,
            271,
            135,
            136
        ],
        [
            125,
            61,
            64,
            125,
            61,
            64
        ],
        [
            146,
            74,
            72,
            146,
            74,
            72
        ],
        [
            46.125461,
            45.185185,
            47.058824,
            46.125461,
            45.185185,
            47.058824
        ],
        [
            1.72272,
            1.668399,
            1.76956,
            1.26547,
            1.280414,
            1.250888
        ],
        [
            67428,
            67428,
            48107,
            1024664,
            1024664,
            869591
        ],
        [
            -25461,
            -19045,
            -25461,
            -762998,
            -480901,
            -762998
        ],
        [
            11,
            10,
            12,
            11,
            10,
            12
        ],
        [
            16,
            14,
            18,
            16,
            14,
            18
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            3170,
            1435,
            1735,
            3170,
            1435,
            1735
        ],
        [
            16.320679,
            0,
            19.320679,
            16.320679,
            0,
            19.320679
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410956,
            -41599,
            352036,
            -120192,
            -208987,
            -95914
        ]
    ]
}
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": 1621900800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759866106679,
    "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": "jma",
        "factors": {
            "length": 29,
            "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)