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Trade: ALICE/USDT/480/HWMA/BBL/6136

Strategy
ALICE/USDT/480/HWMA/BBL/6136
Pair
ALICE_USDT
Interval
8h
Score
354636
Daily Profit
0.198499
Profit Factor
1.389408
Profitability
65.921788
Streak
0.000000
Best Strategy
Training Data Length
1662.000000
Evaluation Time
2025-10-02 03:37
Expiration Time
2025-11-20 14:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 329904.52 88796.9497 241107.5703 -41718.3594 -53881.237 12162.8775
Total P&L (%) 329.9045 88.797 241.1076 -41.7184 -53.8812 12.1629
Avg Daily Profit (%) 0.1985 0.0534 0.1451 -0.0325 -0.0466 0.0069
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113185 -72527 -110346 -168738 -93394 -153563
Profit Factor 1.3894 1.2294 1.524 0.9442 0.8395 1.0296
Total Trades 179 90 89 179 90 89
Winning Trades 118 52 66 118 52 66
Losing Trades 61 38 23 61 38 23
Profitability (%) 65.9218 57.7778 74.1573 65.9218 57.7778 74.1573
Ratio Avg Win / Avg Loss 0.7183 0.8984 0.5311 0.4881 0.6135 0.3588
Largest Winning Trade 35896 35896 32998 28880 28127 28880
Largest Losing Trade -87201 -50958 -87201 -99394 -45468 -99394
Avg Bars in Trades 27 18 36 27 18 36
Avg Bars in Winners 19 12 25 19 12 25
Avg Bars in Losers 43 26 70 43 26 70
Bars Traded 4919 1634 3285 4919 1634 3285
Profit Streak 0 0 46.3594 0 0 46.3594
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354636 -122610 179674 -577498 -579805 -467175
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4986,
    "evaluation_days": 1662,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617379200000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759365448990,
    "expiration_time": 1763642304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.1757,
            "nb": 0.16624,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 57,
            "offset": 0,
            "std": 1.071
        }
    }
}
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": [
        [
            329904.5200097379,
            88796.9496811021,
            241107.5703286362,
            -41718.3594197317,
            -53881.2369612685,
            12162.8775415369
        ],
        [
            329.90452,
            88.79695,
            241.10757,
            -41.718359,
            -53.881237,
            12.162878
        ],
        [
            0.198499,
            0.053428,
            0.145071,
            -0.032479,
            -0.046557,
            0.006906
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113185,
            -72527,
            -110346,
            -168738,
            -93394,
            -153563
        ],
        [
            1.389408,
            1.229424,
            1.523974,
            0.944157,
            0.839482,
            1.029565
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            118,
            52,
            66,
            118,
            52,
            66
        ],
        [
            61,
            38,
            23,
            61,
            38,
            23
        ],
        [
            65.921788,
            57.777778,
            74.157303,
            65.921788,
            57.777778,
            74.157303
        ],
        [
            0.718254,
            0.898425,
            0.531082,
            0.488081,
            0.613467,
            0.358788
        ],
        [
            35896,
            35896,
            32998,
            28880,
            28127,
            28880
        ],
        [
            -87201,
            -50958,
            -87201,
            -99394,
            -45468,
            -99394
        ],
        [
            27,
            18,
            36,
            27,
            18,
            36
        ],
        [
            19,
            12,
            25,
            19,
            12,
            25
        ],
        [
            43,
            26,
            70,
            43,
            26,
            70
        ],
        [
            4919,
            1634,
            3285,
            4919,
            1634,
            3285
        ],
        [
            0,
            0,
            46.359363,
            0,
            0,
            46.359363
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354636,
            -122610,
            179674,
            -577498,
            -579805,
            -467175
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4986,
    "evaluation_days": 1662,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617379200000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759365448990,
    "expiration_time": 1763642304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.1757,
            "nb": 0.16624,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 57,
            "offset": 0,
            "std": 1.071
        }
    }
}

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)