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Trade: ALICE/USDT/360/MIDPOINT/KCU/5606

Strategy
ALICE/USDT/360/MIDPOINT/KCU/5606
Pair
ALICE_USDT
Interval
6h
Score
389245
Daily Profit
0.204654
Profit Factor
1.517912
Profitability
57.142857
Streak
40.842876
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 339725.3182 146198.7587 193526.5594 78348.1668 -134311.8801 212660.047
Total P&L (%) 339.7253 146.1988 193.5266 78.3482 -134.3119 212.66
Avg Daily Profit (%) 0.2047 0.0881 0.1166 0.0349 0 0.0687
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101195 -111060 -49605 -343507 -376845 -184875
Profit Factor 1.5179 1.3396 1.8583 1.0476 0.8738 1.3651
Total Trades 98 49 49 98 49 49
Winning Trades 56 27 29 56 27 29
Losing Trades 42 22 20 42 22 20
Profitability (%) 57.1429 55.102 59.1837 57.1429 55.102 59.1837
Ratio Avg Win / Avg Loss 1.1384 1.0915 1.2816 0.7857 0.7119 0.9415
Largest Winning Trade 84011 84011 67661 119937 119720 119937
Largest Losing Trade -50469 -50469 -37430 -172882 -172882 -120021
Avg Bars in Trades 64 68 60 64 68 60
Avg Bars in Winners 55 40 68 55 40 68
Avg Bars in Losers 77 103 49 77 103 49
Bars Traded 6363 3378 2985 6363 3378 2985
Profit Streak 40.8429 0 80.0929 40.8429 0 80.0929
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389245 -74293 -33103 -314435 -580020 -100553
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6640,
    "evaluation_days": 1660,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1620496800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759198424508,
    "expiration_time": 1763493120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 214,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            339725.3181829113,
            146198.7587366868,
            193526.5594462245,
            78348.1668318938,
            -134311.8801377224,
            212660.0469696162
        ],
        [
            339.725318,
            146.198759,
            193.526559,
            78.348167,
            -134.31188,
            212.660047
        ],
        [
            0.204654,
            0.088072,
            0.116582,
            0.03486,
            0,
            0.068695
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101195,
            -111060,
            -49605,
            -343507,
            -376845,
            -184875
        ],
        [
            1.517912,
            1.339627,
            1.858275,
            1.04759,
            0.87375,
            1.36511
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            57.142857,
            55.102041,
            59.183673,
            57.142857,
            55.102041,
            59.183673
        ],
        [
            1.138434,
            1.091548,
            1.281569,
            0.785693,
            0.711944,
            0.941455
        ],
        [
            84011,
            84011,
            67661,
            119937,
            119720,
            119937
        ],
        [
            -50469,
            -50469,
            -37430,
            -172882,
            -172882,
            -120021
        ],
        [
            64,
            68,
            60,
            64,
            68,
            60
        ],
        [
            55,
            40,
            68,
            55,
            40,
            68
        ],
        [
            77,
            103,
            49,
            77,
            103,
            49
        ],
        [
            6363,
            3378,
            2985,
            6363,
            3378,
            2985
        ],
        [
            40.842876,
            0,
            80.092876,
            40.842876,
            0,
            80.092876
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389245,
            -74293,
            -33103,
            -314435,
            -580020,
            -100553
        ]
    ]
}
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": 1620496800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759198424508,
    "expiration_time": 1763493120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 214,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)