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Trade: ALICE/USDT/240/JMA/KCL/9705

Strategy
ALICE/USDT/240/JMA/KCL/9705
Pair
ALICE_USDT
Interval
4h
Score
372284
Daily Profit
0.171005
Profit Factor
1.410891
Profitability
68.888889
Streak
17.552216
Best Strategy
Training Data Length
1668.830000
Evaluation Time
2025-10-09 00:15
Expiration Time
2025-11-27 23:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 285378.078 77742.4665 207635.6115 1525.8541 -60226.1159 61751.97
Total P&L (%) 285.3781 77.7425 207.6356 1.5259 -60.2261 61.752
Avg Daily Profit (%) 0.171 0.0466 0.1244 0.0009 -0.0552 0.0288
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124157 -76791 -115352 -251753 -167826 -239409
Profit Factor 1.4109 1.2101 1.6398 1.0014 0.8803 1.1122
Total Trades 135 68 67 135 68 67
Winning Trades 93 39 54 93 39 54
Losing Trades 42 29 13 42 29 13
Profitability (%) 68.8889 57.3529 80.597 68.8889 57.3529 80.597
Ratio Avg Win / Avg Loss 0.6372 0.8998 0.3948 0.4523 0.6546 0.2678
Largest Winning Trade 76156 76156 30284 78381 78381 44161
Largest Losing Trade -69543 -56930 -69543 -167349 -108344 -167349
Avg Bars in Trades 72 78 67 72 78 67
Avg Bars in Winners 47 49 45 47 49 45
Avg Bars in Losers 129 117 158 129 117 158
Bars Traded 9839 5309 4530 9839 5309 4530
Profit Streak 17.5522 17.5522 301.7189 17.5522 17.5522 301.7189
Trades During Streak 2 1 13 2 1 13
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372284 -240484 -137777 -574102 -688437 -364871
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10013,
    "evaluation_days": 1668.83,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1617624000000,
    "last_datapoint_time": 1759953600000,
    "evaluation_time": 1759958111431,
    "expiration_time": 1764279216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 129,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            285378.078020405,
            77742.4665030036,
            207635.6115174016,
            1525.8541267729,
            -60226.115912588,
            61751.9700393606
        ],
        [
            285.378078,
            77.742467,
            207.635612,
            1.525854,
            -60.226116,
            61.75197
        ],
        [
            0.171005,
            0.046585,
            0.12442,
            0.000907,
            -0.055231,
            0.02882
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124157,
            -76791,
            -115352,
            -251753,
            -167826,
            -239409
        ],
        [
            1.410891,
            1.210109,
            1.639812,
            1.001448,
            0.880313,
            1.112221
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            93,
            39,
            54,
            93,
            39,
            54
        ],
        [
            42,
            29,
            13,
            42,
            29,
            13
        ],
        [
            68.888889,
            57.352941,
            80.597015,
            68.888889,
            57.352941,
            80.597015
        ],
        [
            0.637176,
            0.899825,
            0.394769,
            0.452267,
            0.654592,
            0.267757
        ],
        [
            76156,
            76156,
            30284,
            78381,
            78381,
            44161
        ],
        [
            -69543,
            -56930,
            -69543,
            -167349,
            -108344,
            -167349
        ],
        [
            72,
            78,
            67,
            72,
            78,
            67
        ],
        [
            47,
            49,
            45,
            47,
            49,
            45
        ],
        [
            129,
            117,
            158,
            129,
            117,
            158
        ],
        [
            9839,
            5309,
            4530,
            9839,
            5309,
            4530
        ],
        [
            17.552216,
            17.552216,
            301.718882,
            17.552216,
            17.552216,
            301.718882
        ],
        [
            2,
            1,
            13,
            2,
            1,
            13
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372284,
            -240484,
            -137777,
            -574102,
            -688437,
            -364871
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10013,
    "evaluation_days": 1668.83,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1617624000000,
    "last_datapoint_time": 1759953600000,
    "evaluation_time": 1759958111431,
    "expiration_time": 1764279216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 129,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)