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Trade: ALICE/USDT/360/HILO/WMA/8233

Strategy
ALICE/USDT/360/HILO/WMA/8233
Pair
ALICE_USDT
Interval
6h
Score
456223
Daily Profit
0.275819
Profit Factor
1.588118
Profitability
58.192090
Streak
17.092233
Best Strategy
Training Data Length
1666.250000
Evaluation Time
2025-10-06 11:12
Expiration Time
2025-11-25 07:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 459582.8622 199108.775 260474.0872 404228.4732 -1252648.7024 1656877.1756
Total P&L (%) 459.5829 199.1088 260.4741 404.2285 -1252.6487 1656.8772
Avg Daily Profit (%) 0.2758 0.1195 0.1563 0.0971 0 0.1722
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106504 -126180 -92467 -2633452 -2632492 -2220013
Profit Factor 1.5881 1.4323 1.8117 1.0363 0.8023 1.346
Total Trades 177 88 89 177 88 89
Winning Trades 103 40 63 103 40 63
Losing Trades 74 48 26 74 48 26
Profitability (%) 58.1921 45.4545 70.7865 58.1921 45.4545 70.7865
Ratio Avg Win / Avg Loss 1.141 1.7188 0.7477 0.7446 0.9628 0.5555
Largest Winning Trade 181055 181055 37572 695965 548653 695965
Largest Losing Trade -55881 -55881 -52712 -1623120 -1492205 -1623120
Avg Bars in Trades 36 46 26 36 46 26
Avg Bars in Winners 25 31 21 25 31 21
Avg Bars in Losers 52 59 39 52 59 39
Bars Traded 6485 4115 2370 6485 4115 2370
Profit Streak 17.0922 0 54.0922 17.0922 0 54.0922
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 456223 -33562 443157 -242945 -582864 392451
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6665,
    "evaluation_days": 1666.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1618250400000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759738368942,
    "expiration_time": 1764049320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 115,
            "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": [
        [
            459582.8622274788,
            199108.7750001578,
            260474.0872273214,
            404228.4731979573,
            -1252648.7024279486,
            1656877.175625907
        ],
        [
            459.582862,
            199.108775,
            260.474087,
            404.228473,
            -1252.648702,
            1656.877176
        ],
        [
            0.275819,
            0.119495,
            0.156324,
            0.097143,
            0,
            0.172158
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106504,
            -126180,
            -92467,
            -2633452,
            -2632492,
            -2220013
        ],
        [
            1.588118,
            1.432322,
            1.811723,
            1.036338,
            0.802297,
            1.346049
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            103,
            40,
            63,
            103,
            40,
            63
        ],
        [
            74,
            48,
            26,
            74,
            48,
            26
        ],
        [
            58.19209,
            45.454545,
            70.786517,
            58.19209,
            45.454545,
            70.786517
        ],
        [
            1.140978,
            1.718787,
            0.747695,
            0.744554,
            0.962757,
            0.555512
        ],
        [
            181055,
            181055,
            37572,
            695965,
            548653,
            695965
        ],
        [
            -55881,
            -55881,
            -52712,
            -1623120,
            -1492205,
            -1623120
        ],
        [
            36,
            46,
            26,
            36,
            46,
            26
        ],
        [
            25,
            31,
            21,
            25,
            31,
            21
        ],
        [
            52,
            59,
            39,
            52,
            59,
            39
        ],
        [
            6485,
            4115,
            2370,
            6485,
            4115,
            2370
        ],
        [
            17.092233,
            0,
            54.092233,
            17.092233,
            0,
            54.092233
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            456223,
            -33562,
            443157,
            -242945,
            -582864,
            392451
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6665,
    "evaluation_days": 1666.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1618250400000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759738368942,
    "expiration_time": 1764049320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 115,
            "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)