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Trade: ALICE/USDT/720/HL2/T3/1802

Strategy
ALICE/USDT/720/HL2/T3/1802
Pair
ALICE_USDT
Interval
12h
Score
364304
Daily Profit
0.141088
Profit Factor
14.104276
Profitability
86.486486
Streak
540.193597
Best Strategy
Training Data Length
1666.000000
Evaluation Time
2025-10-05 19:38
Expiration Time
2025-11-24 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 384420.0638 149366.7066 235053.3573 1003867.3204 334917.3621 668949.9583
Total P&L (%) 384.4201 149.3667 235.0534 1003.8673 334.9174 668.95
Avg Daily Profit (%) 0.2307 0.0897 0.1411 0.1442 0.0883 0.1225
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84373 -84373 -13692 -352415 -364799 -29273
Profit Factor 3.5401 2.1197 14.1043 3.002 1.7223 18.7062
Total Trades 73 36 37 73 36 37
Winning Trades 64 32 32 64 32 32
Losing Trades 9 4 5 9 4 5
Profitability (%) 87.6712 88.8889 86.4865 87.6712 88.8889 86.4865
Ratio Avg Win / Avg Loss 0.4978 0.265 2.2038 0.4222 0.2153 2.9228
Largest Winning Trade 30588 30588 23071 137369 137369 108589
Largest Losing Trade -84373 -84373 -13692 -352415 -352415 -29273
Avg Bars in Trades 34 47 22 34 47 22
Avg Bars in Winners 11 8 15 11 8 15
Avg Bars in Losers 198 356 72 198 356 72
Bars Traded 2547 1698 849 2547 1698 849
Profit Streak 350.1936 350.1936 540.1936 350.1936 350.1936 540.1936
Trades During Streak 17 8 12 17 8 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -57951 -65818 364304 -66887 -68428 -14227
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3332,
    "evaluation_days": 1666,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622376000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759682326773,
    "expiration_time": 1763983872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 154,
            "offset": 0,
            "a": 0.05521
        }
    }
}
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": [
        [
            384420.0638414523,
            149366.7065724863,
            235053.357268966,
            1003867.3204319323,
            334917.3621449088,
            668949.9582870234
        ],
        [
            384.420064,
            149.366707,
            235.053357,
            1003.86732,
            334.917362,
            668.949958
        ],
        [
            0.230744,
            0.089656,
            0.141088,
            0.144246,
            0.088273,
            0.122515
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84373,
            -84373,
            -13692,
            -352415,
            -364799,
            -29273
        ],
        [
            3.540098,
            2.119661,
            14.104276,
            3.001999,
            1.722346,
            18.70617
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            87.671233,
            88.888889,
            86.486486,
            87.671233,
            88.888889,
            86.486486
        ],
        [
            0.497826,
            0.264958,
            2.203793,
            0.422156,
            0.215293,
            2.922839
        ],
        [
            30588,
            30588,
            23071,
            137369,
            137369,
            108589
        ],
        [
            -84373,
            -84373,
            -13692,
            -352415,
            -352415,
            -29273
        ],
        [
            34,
            47,
            22,
            34,
            47,
            22
        ],
        [
            11,
            8,
            15,
            11,
            8,
            15
        ],
        [
            198,
            356,
            72,
            198,
            356,
            72
        ],
        [
            2547,
            1698,
            849,
            2547,
            1698,
            849
        ],
        [
            350.193597,
            350.193597,
            540.193597,
            350.193597,
            350.193597,
            540.193597
        ],
        [
            17,
            8,
            12,
            17,
            8,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57951,
            -65818,
            364304,
            -66887,
            -68428,
            -14227
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3332,
    "evaluation_days": 1666,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622376000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759682326773,
    "expiration_time": 1763983872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 154,
            "offset": 0,
            "a": 0.05521
        }
    }
}

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)