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Trade: ALICE/USDT/480/HMA/JMA/1281

Strategy
ALICE/USDT/480/HMA/JMA/1281
Pair
ALICE_USDT
Interval
8h
Score
364318
Daily Profit
0.209204
Profit Factor
1.270789
Profitability
53.508772
Streak
14.722442
Best Strategy
Training Data Length
1666.670000
Evaluation Time
2025-10-06 20:20
Expiration Time
2025-11-25 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348673.9195 174795.8769 173878.0426 -19217.6791 -969128.19 949910.5109
Total P&L (%) 348.6739 174.7959 173.878 -19.2177 -969.1282 949.9105
Avg Daily Profit (%) 0.2092 0.1049 0.1043 -0.0128 0 0.1412
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -244959 -175692 -128085 -3204111 -2474850 -1644815
Profit Factor 1.2708 1.2269 1.336 0.9981 0.8374 1.2286
Total Trades 228 114 114 228 114 114
Winning Trades 122 58 64 122 58 64
Losing Trades 106 56 50 106 56 50
Profitability (%) 53.5088 50.8772 56.1404 53.5088 50.8772 56.1404
Ratio Avg Win / Avg Loss 1.1041 1.1846 1.0438 0.8672 0.8086 0.9599
Largest Winning Trade 120205 120205 37713 746196 548730 746196
Largest Losing Trade -48256 -48256 -31936 -1117985 -1117985 -744847
Avg Bars in Trades 21 23 19 21 23 19
Avg Bars in Winners 22 24 20 22 24 20
Avg Bars in Losers 20 22 18 20 22 18
Bars Traded 4902 2671 2231 4902 2671 2231
Profit Streak 14.7224 0 15.0558 14.7224 0 15.0558
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364318 -53192 -51990 -578263 -580637 -4763
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 1666.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617436800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759771218998,
    "expiration_time": 1764057600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 28,
            "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": [
        [
            348673.9194833321,
            174795.8768995384,
            173878.0425837938,
            -19217.6791137894,
            -969128.1899885105,
            949910.5108747226
        ],
        [
            348.673919,
            174.795877,
            173.878043,
            -19.217679,
            -969.12819,
            949.910511
        ],
        [
            0.209204,
            0.104877,
            0.104327,
            -0.012804,
            0,
            0.141177
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -244959,
            -175692,
            -128085,
            -3204111,
            -2474850,
            -1644815
        ],
        [
            1.270789,
            1.226948,
            1.336047,
            0.9981,
            0.837429,
            1.228641
        ],
        [
            228,
            114,
            114,
            228,
            114,
            114
        ],
        [
            122,
            58,
            64,
            122,
            58,
            64
        ],
        [
            106,
            56,
            50,
            106,
            56,
            50
        ],
        [
            53.508772,
            50.877193,
            56.140351,
            53.508772,
            50.877193,
            56.140351
        ],
        [
            1.104128,
            1.184639,
            1.043787,
            0.867202,
            0.808552,
            0.959876
        ],
        [
            120205,
            120205,
            37713,
            746196,
            548730,
            746196
        ],
        [
            -48256,
            -48256,
            -31936,
            -1117985,
            -1117985,
            -744847
        ],
        [
            21,
            23,
            19,
            21,
            23,
            19
        ],
        [
            22,
            24,
            20,
            22,
            24,
            20
        ],
        [
            20,
            22,
            18,
            20,
            22,
            18
        ],
        [
            4902,
            2671,
            2231,
            4902,
            2671,
            2231
        ],
        [
            14.722442,
            0,
            15.055775,
            14.722442,
            0,
            15.055775
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364318,
            -53192,
            -51990,
            -578263,
            -580637,
            -4763
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 1666.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617436800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759771218998,
    "expiration_time": 1764057600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 28,
            "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)