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Trade: ALICE/USDT/480/LINREG/JMA/9795

Strategy
ALICE/USDT/480/LINREG/JMA/9795
Pair
ALICE_USDT
Interval
8h
Score
342021
Daily Profit
0.210861
Profit Factor
1.271976
Profitability
44.061303
Streak
39.187763
Best Strategy
Training Data Length
1671.330000
Evaluation Time
2025-10-11 07:30
Expiration Time
2025-11-30 05:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 352419.0484 143489.2493 208929.7991 59075.875 -209073.0403 268148.9153
Total P&L (%) 352.419 143.4892 208.9298 59.0759 -209.073 268.1489
Avg Daily Profit (%) 0.2109 0.0859 0.125 0.0278 0 0.078
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171482 -127750 -103948 -934140 -683852 -627824
Profit Factor 1.272 1.1978 1.3664 1.0111 0.9266 1.1093
Total Trades 261 130 131 261 130 131
Winning Trades 115 53 62 115 53 62
Losing Trades 146 77 69 146 77 69
Profitability (%) 44.0613 40.7692 47.3282 44.0613 40.7692 47.3282
Ratio Avg Win / Avg Loss 1.6149 1.7402 1.5206 1.2837 1.3463 1.2346
Largest Winning Trade 129956 129956 35985 284402 284402 170824
Largest Losing Trade -34268 -34268 -26676 -217263 -217263 -172507
Avg Bars in Trades 18 20 17 18 20 17
Avg Bars in Winners 25 28 23 25 28 23
Avg Bars in Losers 13 14 12 13 14 12
Bars Traded 4917 2625 2293 4917 2625 2293
Profit Streak 39.1878 39.1878 40.5211 39.1878 39.1878 40.5211
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342021 -83162 -24508 -364005 -582085 -189016
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5014,
    "evaluation_days": 1671.33,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617091200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760157022763,
    "expiration_time": 1764472896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 9,
            "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": [
        [
            352419.0483825821,
            143489.2493192265,
            208929.7990633557,
            59075.8749633274,
            -209073.0403219007,
            268148.9152852285
        ],
        [
            352.419048,
            143.489249,
            208.929799,
            59.075875,
            -209.07304,
            268.148915
        ],
        [
            0.210861,
            0.085853,
            0.125008,
            0.027779,
            0,
            0.078011
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171482,
            -127750,
            -103948,
            -934140,
            -683852,
            -627824
        ],
        [
            1.271976,
            1.197785,
            1.366357,
            1.011141,
            0.926649,
            1.109348
        ],
        [
            261,
            130,
            131,
            261,
            130,
            131
        ],
        [
            115,
            53,
            62,
            115,
            53,
            62
        ],
        [
            146,
            77,
            69,
            146,
            77,
            69
        ],
        [
            44.061303,
            40.769231,
            47.328244,
            44.061303,
            40.769231,
            47.328244
        ],
        [
            1.614857,
            1.740178,
            1.520623,
            1.283709,
            1.346263,
            1.234597
        ],
        [
            129956,
            129956,
            35985,
            284402,
            284402,
            170824
        ],
        [
            -34268,
            -34268,
            -26676,
            -217263,
            -217263,
            -172507
        ],
        [
            18,
            20,
            17,
            18,
            20,
            17
        ],
        [
            25,
            28,
            23,
            25,
            28,
            23
        ],
        [
            13,
            14,
            12,
            13,
            14,
            12
        ],
        [
            4917,
            2625,
            2293,
            4917,
            2625,
            2293
        ],
        [
            39.187763,
            39.187763,
            40.521097,
            39.187763,
            39.187763,
            40.521097
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342021,
            -83162,
            -24508,
            -364005,
            -582085,
            -189016
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5014,
    "evaluation_days": 1671.33,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617091200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760157022763,
    "expiration_time": 1764472896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 9,
            "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)