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Trade: ALICE/USDT/720/HLC3/HWMA/1759

Strategy
ALICE/USDT/720/HLC3/HWMA/1759
Pair
ALICE_USDT
Interval
12h
Score
404934
Daily Profit
0.274440
Profit Factor
1.208120
Profitability
50.673401
Streak
0.000000
Best Strategy
Training Data Length
1661.500000
Evaluation Time
2025-10-01 04:24
Expiration Time
2025-11-19 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 455981.8047 248560.3025 207421.5023 -1436.3125 28133.5082 -29569.8207
Total P&L (%) 455.9818 248.5603 207.4215 -1.4363 28.1335 -29.5698
Avg Daily Profit (%) 0.2744 0.1496 0.1248 -0.0009 0.0149 -0.0211
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187799 -121347 -125354 -287365 -159251 -174783
Profit Factor 1.2081 1.2095 1.2065 0.9993 1.0268 0.9664
Total Trades 594 297 297 594 297 297
Winning Trades 301 153 148 301 153 148
Losing Trades 293 144 149 293 144 149
Profitability (%) 50.6734 51.5152 49.8317 50.6734 51.5152 49.8317
Ratio Avg Win / Avg Loss 1.176 1.1384 1.2146 0.9727 0.9664 0.9729
Largest Winning Trade 209557 209557 44845 208427 208427 35518
Largest Losing Trade -40361 -37735 -40361 -92456 -40941 -92456
Avg Bars in Trades 5 5 5 5 5 5
Avg Bars in Winners 5 5 5 5 5 5
Avg Bars in Losers 5 5 5 5 5 5
Bars Traded 3319 1670 1649 3319 1670 1649
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404934 275880 -25630 -577309 -367476 -579567
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3323,
    "evaluation_days": 1661.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1615766400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759281861194,
    "expiration_time": 1763583408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.26466,
            "nb": 0.66808,
            "nc": 0.77311
        }
    }
}
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": [
        [
            455981.8047415563,
            248560.3024676156,
            207421.5022739405,
            -1436.3124922132,
            28133.5081804834,
            -29569.8206726966
        ],
        [
            455.981805,
            248.560302,
            207.421502,
            -1.436312,
            28.133508,
            -29.569821
        ],
        [
            0.27444,
            0.1496,
            0.12484,
            -0.000871,
            0.014922,
            -0.021096
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187799,
            -121347,
            -125354,
            -287365,
            -159251,
            -174783
        ],
        [
            1.20812,
            1.209534,
            1.206451,
            0.999256,
            1.026757,
            0.966375
        ],
        [
            594,
            297,
            297,
            594,
            297,
            297
        ],
        [
            301,
            153,
            148,
            301,
            153,
            148
        ],
        [
            293,
            144,
            149,
            293,
            144,
            149
        ],
        [
            50.673401,
            51.515152,
            49.83165,
            50.673401,
            51.515152,
            49.83165
        ],
        [
            1.176011,
            1.138385,
            1.214603,
            0.972698,
            0.966359,
            0.972905
        ],
        [
            209557,
            209557,
            44845,
            208427,
            208427,
            35518
        ],
        [
            -40361,
            -37735,
            -40361,
            -92456,
            -40941,
            -92456
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            3319,
            1670,
            1649,
            3319,
            1670,
            1649
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404934,
            275880,
            -25630,
            -577309,
            -367476,
            -579567
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3323,
    "evaluation_days": 1661.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1615766400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759281861194,
    "expiration_time": 1763583408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.26466,
            "nb": 0.66808,
            "nc": 0.77311
        }
    }
}

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)