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Trade: ALICE/USDT/480/SSF/ZLMA/7523

Strategy
ALICE/USDT/480/SSF/ZLMA/7523
Pair
ALICE_USDT
Interval
8h
Score
361847
Daily Profit
0.213879
Profit Factor
1.419613
Profitability
48.611111
Streak
37.458024
Best Strategy
Training Data Length
1662.670000
Evaluation Time
2025-10-02 13:59
Expiration Time
2025-11-21 07:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 355610.6215 190310.7106 165299.9108 38554.7087 -73070.6892 111625.3979
Total P&L (%) 355.6106 190.3107 165.2999 38.5547 -73.0707 111.6254
Avg Daily Profit (%) 0.2139 0.1145 0.0994 0.0196 -0.0789 0.0451
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128050 -152091 -51835 -803683 -638391 -272559
Profit Factor 1.4196 1.4067 1.4355 1.0166 0.9452 1.1125
Total Trades 144 72 72 144 72 72
Winning Trades 70 33 37 70 33 37
Losing Trades 74 39 35 74 39 35
Profitability (%) 48.6111 45.8333 51.3889 48.6111 45.8333 51.3889
Ratio Avg Win / Avg Loss 1.5007 1.6625 1.3579 1.0747 1.117 1.0524
Largest Winning Trade 190168 190168 61757 321119 321119 104537
Largest Losing Trade -40418 -40418 -35556 -278713 -278713 -139982
Avg Bars in Trades 33 23 43 33 23 43
Avg Bars in Winners 40 27 52 40 27 52
Avg Bars in Losers 26 20 34 26 20 34
Bars Traded 4841 1693 3148 4841 1693 3148
Profit Streak 37.458 0 68.1247 37.458 0 68.1247
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361847 -119145 -137645 -370901 -659912 -307717
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4988,
    "evaluation_days": 1662.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618214400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759402773307,
    "expiration_time": 1763701632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 42,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 86,
            "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": [
        [
            355610.6214936723,
            190310.7106449034,
            165299.910848769,
            38554.7086597623,
            -73070.689242793,
            111625.3979025554
        ],
        [
            355.610621,
            190.310711,
            165.299911,
            38.554709,
            -73.070689,
            111.625398
        ],
        [
            0.213879,
            0.114461,
            0.099418,
            0.019615,
            -0.078875,
            0.045097
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128050,
            -152091,
            -51835,
            -803683,
            -638391,
            -272559
        ],
        [
            1.419613,
            1.406732,
            1.435493,
            1.016585,
            0.945175,
            1.112541
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            70,
            33,
            37,
            70,
            33,
            37
        ],
        [
            74,
            39,
            35,
            74,
            39,
            35
        ],
        [
            48.611111,
            45.833333,
            51.388889,
            48.611111,
            45.833333,
            51.388889
        ],
        [
            1.500734,
            1.662501,
            1.357899,
            1.074676,
            1.117025,
            1.052404
        ],
        [
            190168,
            190168,
            61757,
            321119,
            321119,
            104537
        ],
        [
            -40418,
            -40418,
            -35556,
            -278713,
            -278713,
            -139982
        ],
        [
            33,
            23,
            43,
            33,
            23,
            43
        ],
        [
            40,
            27,
            52,
            40,
            27,
            52
        ],
        [
            26,
            20,
            34,
            26,
            20,
            34
        ],
        [
            4841,
            1693,
            3148,
            4841,
            1693,
            3148
        ],
        [
            37.458024,
            0,
            68.124691,
            37.458024,
            0,
            68.124691
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361847,
            -119145,
            -137645,
            -370901,
            -659912,
            -307717
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4988,
    "evaluation_days": 1662.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618214400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759402773307,
    "expiration_time": 1763701632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 42,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 86,
            "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)