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Trade: ALICE/USDT/720/HL2/SWMA/4592

Strategy
ALICE/USDT/720/HL2/SWMA/4592
Pair
ALICE_USDT
Interval
12h
Score
401691
Daily Profit
0.165728
Profit Factor
1.468966
Profitability
67.692308
Streak
25.685751
Best Strategy
Training Data Length
1670.500000
Evaluation Time
2025-10-10 07:27
Expiration Time
2025-11-29 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 276848.5997 89098.2487 187750.351 -82112.2332 56871.1398 -138983.373
Total P&L (%) 276.8486 89.0982 187.7504 -82.1122 56.8711 -138.9834
Avg Daily Profit (%) 0.1657 0.0533 0.1124 -0.103 0.027 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205891 -130964 -132098 -324822 -48867 -312832
Profit Factor 1.469 1.2957 1.6496 0.8206 1.5777 0.6132
Total Trades 130 65 65 130 65 65
Winning Trades 88 42 46 88 42 46
Losing Trades 42 23 19 42 23 19
Profitability (%) 67.6923 64.6154 70.7692 67.6923 64.6154 70.7692
Ratio Avg Win / Avg Loss 0.7011 0.7095 0.6814 0.3917 0.864 0.2533
Largest Winning Trade 61556 37516 61556 94739 55366 94739
Largest Losing Trade -95622 -60374 -95622 -312832 -31910 -312832
Avg Bars in Trades 24 30 19 24 30 19
Avg Bars in Winners 14 15 13 14 15 13
Avg Bars in Losers 47 58 33 47 58 33
Bars Traded 3249 1988 1261 3249 1988 1261
Profit Streak 25.6858 28.1858 25.6858 25.6858 28.1858 25.6858
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401691 -252077 -170771 -576397 -286400 -708945
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3341,
    "evaluation_days": 1670.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618228800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760070448900,
    "expiration_time": 1764384336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 19,
            "offset": 39
        }
    }
}
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": [
        [
            276848.5997002797,
            89098.2486951837,
            187750.3510050963,
            -82112.2332318438,
            56871.139793126,
            -138983.3730249699
        ],
        [
            276.8486,
            89.098249,
            187.750351,
            -82.112233,
            56.87114,
            -138.983373
        ],
        [
            0.165728,
            0.053336,
            0.112392,
            -0.102973,
            0.026957,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205891,
            -130964,
            -132098,
            -324822,
            -48867,
            -312832
        ],
        [
            1.468966,
            1.295688,
            1.649626,
            0.820635,
            1.577734,
            0.613242
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            88,
            42,
            46,
            88,
            42,
            46
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            67.692308,
            64.615385,
            70.769231,
            67.692308,
            64.615385,
            70.769231
        ],
        [
            0.701097,
            0.709543,
            0.681367,
            0.391667,
            0.863997,
            0.253296
        ],
        [
            61556,
            37516,
            61556,
            94739,
            55366,
            94739
        ],
        [
            -95622,
            -60374,
            -95622,
            -312832,
            -31910,
            -312832
        ],
        [
            24,
            30,
            19,
            24,
            30,
            19
        ],
        [
            14,
            15,
            13,
            14,
            15,
            13
        ],
        [
            47,
            58,
            33,
            47,
            58,
            33
        ],
        [
            3249,
            1988,
            1261,
            3249,
            1988,
            1261
        ],
        [
            25.685751,
            28.185751,
            25.685751,
            25.685751,
            28.185751,
            25.685751
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401691,
            -252077,
            -170771,
            -576397,
            -286400,
            -708945
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3341,
    "evaluation_days": 1670.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618228800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760070448900,
    "expiration_time": 1764384336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 19,
            "offset": 39
        }
    }
}

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)