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Trade: ALICE/USDT/360/HILO/KCB/2687

Strategy
ALICE/USDT/360/HILO/KCB/2687
Pair
ALICE_USDT
Interval
6h
Score
480339
Daily Profit
0.268495
Profit Factor
1.579396
Profitability
57.062147
Streak
26.522187
Best Strategy
Training Data Length
1671.500000
Evaluation Time
2025-10-11 21:31
Expiration Time
2025-11-30 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 448789.4934 196840.3034 251949.19 452195.1099 -635242.6491 1087437.7589
Total P&L (%) 448.7895 196.8403 251.9492 452.1951 -635.2426 1087.4378
Avg Daily Profit (%) 0.2685 0.1178 0.1507 0.1023 0 0.1481
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143136 -118481 -86963 -2823454 -1802888 -1725379
Profit Factor 1.5794 1.3947 1.9131 1.0473 0.8888 1.2826
Total Trades 177 89 88 177 89 88
Winning Trades 101 40 61 101 40 61
Losing Trades 76 49 27 76 49 27
Profitability (%) 57.0621 44.9438 69.3182 57.0621 44.9438 69.3182
Ratio Avg Win / Avg Loss 1.1885 1.7085 0.8468 0.7881 1.0888 0.5677
Largest Winning Trade 140548 140548 36112 540017 375547 540017
Largest Losing Trade -62337 -62337 -39015 -1188710 -873328 -1188710
Avg Bars in Trades 37 50 24 37 50 24
Avg Bars in Winners 24 30 20 24 30 20
Avg Bars in Losers 54 66 33 54 66 33
Bars Traded 6601 4474 2127 6601 4474 2127
Profit Streak 26.5222 26.5222 55.7722 26.5222 26.5222 55.7722
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 480339 -35281 441341 -223267 -580377 275390
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6686,
    "evaluation_days": 1671.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617429600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760207516969,
    "expiration_time": 1764516528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 77,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            448789.4933742611,
            196840.3033691407,
            251949.1900051205,
            452195.1098868902,
            -635242.6490510456,
            1087437.7589379349
        ],
        [
            448.789493,
            196.840303,
            251.94919,
            452.19511,
            -635.242649,
            1087.437759
        ],
        [
            0.268495,
            0.117763,
            0.150732,
            0.10228,
            0,
            0.148143
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143136,
            -118481,
            -86963,
            -2823454,
            -1802888,
            -1725379
        ],
        [
            1.579396,
            1.394733,
            1.913142,
            1.047286,
            0.888839,
            1.282566
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            101,
            40,
            61,
            101,
            40,
            61
        ],
        [
            76,
            49,
            27,
            76,
            49,
            27
        ],
        [
            57.062147,
            44.94382,
            69.318182,
            57.062147,
            44.94382,
            69.318182
        ],
        [
            1.188457,
            1.708548,
            0.846801,
            0.788057,
            1.088828,
            0.567693
        ],
        [
            140548,
            140548,
            36112,
            540017,
            375547,
            540017
        ],
        [
            -62337,
            -62337,
            -39015,
            -1188710,
            -873328,
            -1188710
        ],
        [
            37,
            50,
            24,
            37,
            50,
            24
        ],
        [
            24,
            30,
            20,
            24,
            30,
            20
        ],
        [
            54,
            66,
            33,
            54,
            66,
            33
        ],
        [
            6601,
            4474,
            2127,
            6601,
            4474,
            2127
        ],
        [
            26.522187,
            26.522187,
            55.772187,
            26.522187,
            26.522187,
            55.772187
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480339,
            -35281,
            441341,
            -223267,
            -580377,
            275390
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6686,
    "evaluation_days": 1671.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617429600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760207516969,
    "expiration_time": 1764516528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 77,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)