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Trade: ALICE/USDT/720/SUPERTREND/ZLMA/3953

Strategy
ALICE/USDT/720/SUPERTREND/ZLMA/3953
Pair
ALICE_USDT
Interval
12h
Score
544421
Daily Profit
0.307989
Profit Factor
1.889814
Profitability
54.545455
Streak
79.652224
Best Strategy
Training Data Length
1671.500000
Evaluation Time
2025-10-11 06:39
Expiration Time
2025-11-30 05:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 514804.0705 223880.0322 290924.0383 1665242.2163 813372.7498 851869.4665
Total P&L (%) 514.8041 223.88 290.924 1665.2422 813.3728 851.8695
Avg Daily Profit (%) 0.308 0.1339 0.1741 0.1719 0.1324 0.1349
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100660 -48553 -79522 -798328 -322632 -566992
Profit Factor 1.8898 1.7967 1.9778 1.589 1.6071 1.5726
Total Trades 110 55 55 110 55 55
Winning Trades 60 30 30 60 30 30
Losing Trades 50 25 25 50 25 25
Profitability (%) 54.5455 54.5455 54.5455 54.5455 54.5455 54.5455
Ratio Avg Win / Avg Loss 1.5748 1.4972 1.6482 1.3241 1.3392 1.3105
Largest Winning Trade 68021 68021 61116 482807 482807 305580
Largest Losing Trade -59687 -30082 -59687 -389464 -168031 -389464
Avg Bars in Trades 29 16 42 29 16 42
Avg Bars in Winners 32 12 52 32 12 52
Avg Bars in Losers 25 21 30 25 21 30
Bars Traded 3249 920 2329 3249 920 2329
Profit Streak 79.6522 79.6522 91.1522 79.6522 79.6522 91.1522
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 544421 -190148 -167349 439983 -192121 -189286
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3343,
    "evaluation_days": 1671.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1619179200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760153952159,
    "expiration_time": 1764473328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 74,
            "offset": 0,
            "multiplier": 3.07486
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 80,
            "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": [
        [
            514804.0705096873,
            223880.0322479323,
            290924.0382617549,
            1665242.2163044394,
            813372.7497704043,
            851869.4665340348
        ],
        [
            514.804071,
            223.880032,
            290.924038,
            1665.242216,
            813.37275,
            851.869467
        ],
        [
            0.307989,
            0.13394,
            0.17405,
            0.171902,
            0.132422,
            0.134895
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100660,
            -48553,
            -79522,
            -798328,
            -322632,
            -566992
        ],
        [
            1.889814,
            1.796667,
            1.977792,
            1.58895,
            1.607067,
            1.572633
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            54.545455,
            54.545455,
            54.545455,
            54.545455,
            54.545455,
            54.545455
        ],
        [
            1.574845,
            1.497222,
            1.64816,
            1.324125,
            1.339222,
            1.310528
        ],
        [
            68021,
            68021,
            61116,
            482807,
            482807,
            305580
        ],
        [
            -59687,
            -30082,
            -59687,
            -389464,
            -168031,
            -389464
        ],
        [
            29,
            16,
            42,
            29,
            16,
            42
        ],
        [
            32,
            12,
            52,
            32,
            12,
            52
        ],
        [
            25,
            21,
            30,
            25,
            21,
            30
        ],
        [
            3249,
            920,
            2329,
            3249,
            920,
            2329
        ],
        [
            79.652224,
            79.652224,
            91.152224,
            79.652224,
            79.652224,
            91.152224
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            544421,
            -190148,
            -167349,
            439983,
            -192121,
            -189286
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3343,
    "evaluation_days": 1671.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1619179200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760153952159,
    "expiration_time": 1764473328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 74,
            "offset": 0,
            "multiplier": 3.07486
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 80,
            "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)