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Trade: ALICE/USDT/360/LINREG/ALMA/1652

Strategy
ALICE/USDT/360/LINREG/ALMA/1652
Pair
ALICE_USDT
Interval
6h
Score
414997
Daily Profit
0.214943
Profit Factor
1.721597
Profitability
59.036145
Streak
122.258433
Best Strategy
Training Data Length
1665.250000
Evaluation Time
2025-10-05 09:12
Expiration Time
2025-11-24 06:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 357933.7064 183863.8994 174069.807 124063.1028 -259617.562 383680.6648
Total P&L (%) 357.9337 183.8639 174.0698 124.0631 -259.6176 383.6807
Avg Daily Profit (%) 0.2149 0.1104 0.1045 0.0485 0 0.0947
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -215817 -202437 -42739 -718462 -825534 -120273
Profit Factor 1.7216 1.5114 2.275 1.0813 0.7829 2.1644
Total Trades 83 41 42 83 41 42
Winning Trades 49 19 30 49 19 30
Losing Trades 34 22 12 34 22 12
Profitability (%) 59.0361 46.3415 71.4286 59.0361 46.3415 71.4286
Ratio Avg Win / Avg Loss 1.1946 1.7501 0.91 0.7503 0.9066 0.8658
Largest Winning Trade 205539 205539 45385 370322 370322 93885
Largest Losing Trade -56804 -56804 -42739 -233293 -233293 -117588
Avg Bars in Trades 74 90 58 74 90 58
Avg Bars in Winners 48 49 47 48 49 47
Avg Bars in Losers 112 126 85 112 126 85
Bars Traded 6165 3727 2438 6165 3727 2438
Profit Streak 122.2584 125.5084 122.2584 122.2584 125.5084 122.2584
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414997 -43138 -47705 -259304 -580813 -61025
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6661,
    "evaluation_days": 1665.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1621058400000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759644728589,
    "expiration_time": 1763960328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 74,
            "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": [
        [
            357933.706449168,
            183863.8994339593,
            174069.8070152086,
            124063.1028373863,
            -259617.5619807458,
            383680.6648181324
        ],
        [
            357.933706,
            183.863899,
            174.069807,
            124.063103,
            -259.617562,
            383.680665
        ],
        [
            0.214943,
            0.110412,
            0.104531,
            0.048458,
            0,
            0.094701
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -215817,
            -202437,
            -42739,
            -718462,
            -825534,
            -120273
        ],
        [
            1.721597,
            1.511435,
            2.27501,
            1.081325,
            0.78293,
            2.16442
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            49,
            19,
            30,
            49,
            19,
            30
        ],
        [
            34,
            22,
            12,
            34,
            22,
            12
        ],
        [
            59.036145,
            46.341463,
            71.428571,
            59.036145,
            46.341463,
            71.428571
        ],
        [
            1.194578,
            1.750083,
            0.910004,
            0.750307,
            0.906551,
            0.865768
        ],
        [
            205539,
            205539,
            45385,
            370322,
            370322,
            93885
        ],
        [
            -56804,
            -56804,
            -42739,
            -233293,
            -233293,
            -117588
        ],
        [
            74,
            90,
            58,
            74,
            90,
            58
        ],
        [
            48,
            49,
            47,
            48,
            49,
            47
        ],
        [
            112,
            126,
            85,
            112,
            126,
            85
        ],
        [
            6165,
            3727,
            2438,
            6165,
            3727,
            2438
        ],
        [
            122.258433,
            125.508433,
            122.258433,
            122.258433,
            125.508433,
            122.258433
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414997,
            -43138,
            -47705,
            -259304,
            -580813,
            -61025
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6661,
    "evaluation_days": 1665.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1621058400000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759644728589,
    "expiration_time": 1763960328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 74,
            "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)