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Trade: ALICE/USDT/360/MIDPOINT/KCB/5506

Strategy
ALICE/USDT/360/MIDPOINT/KCB/5506
Pair
ALICE_USDT
Interval
6h
Score
419625
Daily Profit
0.210124
Profit Factor
1.664685
Profitability
58.510638
Streak
43.342820
Best Strategy
Training Data Length
1660.000000
Evaluation Time
2025-09-30 05:13
Expiration Time
2025-11-18 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348805.7751 104787.879 244017.8961 419640.3937 -38268.5357 457908.9294
Total P&L (%) 348.8058 104.7879 244.0179 419.6404 -38.2685 457.9089
Avg Daily Profit (%) 0.2101 0.0631 0.147 0.0993 -0.0291 0.1036
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87056 -74560 -48043 -703268 -359647 -343621
Profit Factor 1.6647 1.381 1.9771 1.2556 0.9494 1.517
Total Trades 94 47 47 94 47 47
Winning Trades 55 25 30 55 25 30
Losing Trades 39 22 17 39 22 17
Profitability (%) 58.5106 53.1915 63.8298 58.5106 53.1915 63.8298
Ratio Avg Win / Avg Loss 1.1804 1.2153 1.1203 0.8904 0.8354 0.8596
Largest Winning Trade 64082 53516 64082 329519 84981 329519
Largest Losing Trade -39152 -35181 -39152 -222698 -170186 -222698
Avg Bars in Trades 67 39 96 67 39 96
Avg Bars in Winners 66 23 103 66 23 103
Avg Bars in Losers 69 57 84 69 57 84
Bars Traded 6380 1845 4536 6380 1845 4536
Profit Streak 43.3428 0 74.0928 43.3428 0 74.0928
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419625 -107565 297685 -60321 -580283 -52486
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6640,
    "evaluation_days": 1660,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1620604800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759198419667,
    "expiration_time": 1763493120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            348805.7751324369,
            104787.8790126783,
            244017.8961197586,
            419640.393682943,
            -38268.5356785923,
            457908.9293615355
        ],
        [
            348.805775,
            104.787879,
            244.017896,
            419.640394,
            -38.268536,
            457.908929
        ],
        [
            0.210124,
            0.063125,
            0.146999,
            0.099324,
            -0.029055,
            0.103609
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87056,
            -74560,
            -48043,
            -703268,
            -359647,
            -343621
        ],
        [
            1.664685,
            1.381016,
            1.977063,
            1.25564,
            0.949363,
            1.51695
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            58.510638,
            53.191489,
            63.829787,
            58.510638,
            53.191489,
            63.829787
        ],
        [
            1.180413,
            1.215294,
            1.120336,
            0.890363,
            0.835439,
            0.859605
        ],
        [
            64082,
            53516,
            64082,
            329519,
            84981,
            329519
        ],
        [
            -39152,
            -35181,
            -39152,
            -222698,
            -170186,
            -222698
        ],
        [
            67,
            39,
            96,
            67,
            39,
            96
        ],
        [
            66,
            23,
            103,
            66,
            23,
            103
        ],
        [
            69,
            57,
            84,
            69,
            57,
            84
        ],
        [
            6380,
            1845,
            4536,
            6380,
            1845,
            4536
        ],
        [
            43.34282,
            0,
            74.09282,
            43.34282,
            0,
            74.09282
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419625,
            -107565,
            297685,
            -60321,
            -580283,
            -52486
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6640,
    "evaluation_days": 1660,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1620604800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759198419667,
    "expiration_time": 1763493120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)