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Trade: ALICE/USDT/120/PWMA/SMA/5834

Strategy
ALICE/USDT/120/PWMA/SMA/5834
Pair
ALICE_USDT
Interval
2h
Score
413905
Daily Profit
0.274871
Profit Factor
1.317930
Profitability
51.149425
Streak
14.439729
Best Strategy
Training Data Length
1669.080000
Evaluation Time
2025-10-09 17:33
Expiration Time
2025-12-08 18:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 458782.5215 260636.7587 198145.7628 45262.1178 512341.95 -467079.8322
Total P&L (%) 458.7825 260.6368 198.1458 45.2621 512.342 -467.0798
Avg Daily Profit (%) 0.2749 0.1562 0.1187 0.0224 0.1086 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196659 -209123 -108136 -2221869 -1353273 -1138862
Profit Factor 1.3179 1.3078 1.3323 1.0064 1.132 0.8546
Total Trades 348 174 174 348 174 174
Winning Trades 178 78 100 178 78 100
Losing Trades 170 96 74 170 96 74
Profitability (%) 51.1494 44.8276 57.4713 51.1494 44.8276 57.4713
Ratio Avg Win / Avg Loss 1.2587 1.6096 0.9859 0.9612 1.3933 0.6324
Largest Winning Trade 198630 198630 36911 1521710 1521710 226814
Largest Losing Trade -47057 -47057 -46605 -679715 -507547 -679715
Avg Bars in Trades 56 62 51 56 62 51
Avg Bars in Winners 57 64 52 57 64 52
Avg Bars in Losers 55 60 49 55 60 49
Bars Traded 19825 10856 8969 19825 10856 8969
Profit Streak 14.4397 14.4397 15.7731 14.4397 14.4397 15.7731
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413905 267305 -33999 -376862 -123893 -578873
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20029,
    "evaluation_days": 1669.08,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1616925600000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760020392619,
    "expiration_time": 1765209916800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 159,
            "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": [
        [
            458782.5215130354,
            260636.7587458385,
            198145.7627671965,
            45262.1177850554,
            512341.9500153206,
            -467079.8322302641
        ],
        [
            458.782522,
            260.636759,
            198.145763,
            45.262118,
            512.34195,
            -467.079832
        ],
        [
            0.274871,
            0.156156,
            0.118716,
            0.022372,
            0.108629,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196659,
            -209123,
            -108136,
            -2221869,
            -1353273,
            -1138862
        ],
        [
            1.31793,
            1.307801,
            1.332314,
            1.006382,
            1.132044,
            0.854601
        ],
        [
            348,
            174,
            174,
            348,
            174,
            174
        ],
        [
            178,
            78,
            100,
            178,
            78,
            100
        ],
        [
            170,
            96,
            74,
            170,
            96,
            74
        ],
        [
            51.149425,
            44.827586,
            57.471264,
            51.149425,
            44.827586,
            57.471264
        ],
        [
            1.258697,
            1.609601,
            0.985913,
            0.961151,
            1.393284,
            0.632405
        ],
        [
            198630,
            198630,
            36911,
            1521710,
            1521710,
            226814
        ],
        [
            -47057,
            -47057,
            -46605,
            -679715,
            -507547,
            -679715
        ],
        [
            56,
            62,
            51,
            56,
            62,
            51
        ],
        [
            57,
            64,
            52,
            57,
            64,
            52
        ],
        [
            55,
            60,
            49,
            55,
            60,
            49
        ],
        [
            19825,
            10856,
            8969,
            19825,
            10856,
            8969
        ],
        [
            14.439729,
            14.439729,
            15.773063,
            14.439729,
            14.439729,
            15.773063
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413905,
            267305,
            -33999,
            -376862,
            -123893,
            -578873
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20029,
    "evaluation_days": 1669.08,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1616925600000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760020392619,
    "expiration_time": 1765209916800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 159,
            "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)