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Trade: ALICE/USDT/360/HILO/PWMA/5162

Strategy
ALICE/USDT/360/HILO/PWMA/5162
Pair
ALICE_USDT
Interval
6h
Score
401138
Daily Profit
0.181704
Profit Factor
1.406754
Profitability
57.823129
Streak
52.665513
Best Strategy
Training Data Length
1663.250000
Evaluation Time
2025-10-03 12:58
Expiration Time
2025-11-22 05:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 302218.8282 83382.9507 218835.8775 23094.7064 -531019.902 554114.6084
Total P&L (%) 302.2188 83.383 218.8359 23.0947 -531.0199 554.1146
Avg Daily Profit (%) 0.1817 0.0501 0.1316 0.0125 0 0.113
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162407 -182570 -102168 -1087908 -1165670 -602337
Profit Factor 1.4068 1.1783 1.7949 1.0071 0.743 1.4646
Total Trades 147 73 74 147 73 74
Winning Trades 85 33 52 85 33 52
Losing Trades 62 40 22 62 40 22
Profitability (%) 57.8231 45.2055 70.2703 57.8231 45.2055 70.2703
Ratio Avg Win / Avg Loss 1.0261 1.4282 0.7594 0.7346 0.9006 0.6196
Largest Winning Trade 161242 161242 41432 359685 359685 278569
Largest Losing Trade -53660 -52507 -53660 -450600 -450600 -432449
Avg Bars in Trades 43 50 36 43 50 36
Avg Bars in Winners 29 31 28 29 31 28
Avg Bars in Losers 63 66 56 63 66 56
Bars Traded 6420 3708 2712 6420 3708 2712
Profit Streak 52.6655 52.6655 132.1655 52.6655 52.6655 132.1655
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401138 -223216 -76887 -392431 -653614 -102459
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6653,
    "evaluation_days": 1663.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1618185600000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759485500327,
    "expiration_time": 1763782344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 112,
            "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": [
        [
            302218.8282145536,
            83382.9507047583,
            218835.877509795,
            23094.7064434956,
            -531019.9019607725,
            554114.6084042684
        ],
        [
            302.218828,
            83.382951,
            218.835878,
            23.094706,
            -531.019902,
            554.114608
        ],
        [
            0.181704,
            0.050133,
            0.131571,
            0.012493,
            0,
            0.112982
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162407,
            -182570,
            -102168,
            -1087908,
            -1165670,
            -602337
        ],
        [
            1.406754,
            1.178281,
            1.794911,
            1.007087,
            0.742993,
            1.46455
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            85,
            33,
            52,
            85,
            33,
            52
        ],
        [
            62,
            40,
            22,
            62,
            40,
            22
        ],
        [
            57.823129,
            45.205479,
            70.27027,
            57.823129,
            45.205479,
            70.27027
        ],
        [
            1.026103,
            1.428219,
            0.759385,
            0.734581,
            0.900598,
            0.619617
        ],
        [
            161242,
            161242,
            41432,
            359685,
            359685,
            278569
        ],
        [
            -53660,
            -52507,
            -53660,
            -450600,
            -450600,
            -432449
        ],
        [
            43,
            50,
            36,
            43,
            50,
            36
        ],
        [
            29,
            31,
            28,
            29,
            31,
            28
        ],
        [
            63,
            66,
            56,
            63,
            66,
            56
        ],
        [
            6420,
            3708,
            2712,
            6420,
            3708,
            2712
        ],
        [
            52.665513,
            52.665513,
            132.165513,
            52.665513,
            52.665513,
            132.165513
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401138,
            -223216,
            -76887,
            -392431,
            -653614,
            -102459
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6653,
    "evaluation_days": 1663.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1618185600000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759485500327,
    "expiration_time": 1763782344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 112,
            "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)