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Trade: ALICE/USDT/720/LINREG/DEMA/9958

Strategy
ALICE/USDT/720/LINREG/DEMA/9958
Pair
ALICE_USDT
Interval
12h
Score
398913
Daily Profit
0.237824
Profit Factor
1.513460
Profitability
47.445255
Streak
36.641264
Best Strategy
Training Data Length
1673.500000
Evaluation Time
2025-10-13 06:23
Expiration Time
2025-12-02 06:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 397999.2067 138351.4743 259647.7324 105581.3342 -11838.118 117419.4523
Total P&L (%) 397.9992 138.3515 259.6477 105.5813 -11.8381 117.4195
Avg Daily Profit (%) 0.2378 0.0827 0.1552 0.0431 -0.0075 0.0464
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112545 -73231 -101287 -218861 -101120 -181101
Profit Factor 1.5135 1.3478 1.688 1.1379 0.9689 1.3047
Total Trades 137 68 69 137 68 69
Winning Trades 65 27 38 65 27 38
Losing Trades 72 41 31 72 41 31
Profitability (%) 47.4453 39.7059 55.0725 47.4453 39.7059 55.0725
Ratio Avg Win / Avg Loss 1.6764 2.0467 1.3771 1.2605 1.4712 1.0644
Largest Winning Trade 71820 71820 44962 74800 46403 74800
Largest Losing Trade -88549 -29870 -88549 -172473 -72037 -172473
Avg Bars in Trades 23 24 23 23 24 23
Avg Bars in Winners 32 34 30 32 34 30
Avg Bars in Losers 16 18 14 16 18 14
Bars Traded 3273 1667 1606 3273 1667 1606
Profit Streak 36.6413 39.1413 36.6413 36.6413 39.1413 36.6413
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398913 -193726 -90876 -203546 -691748 -231001
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3347,
    "evaluation_days": 1673.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617969600000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760325805203,
    "expiration_time": 1764651312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 21,
            "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": [
        [
            397999.2066749833,
            138351.4742911453,
            259647.7323838379,
            105581.3342409479,
            -11838.1180479924,
            117419.4522889404
        ],
        [
            397.999207,
            138.351474,
            259.647732,
            105.581334,
            -11.838118,
            117.419452
        ],
        [
            0.237824,
            0.082672,
            0.155153,
            0.043073,
            -0.007529,
            0.04642
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112545,
            -73231,
            -101287,
            -218861,
            -101120,
            -181101
        ],
        [
            1.51346,
            1.347842,
            1.688009,
            1.137927,
            0.968857,
            1.304691
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            65,
            27,
            38,
            65,
            27,
            38
        ],
        [
            72,
            41,
            31,
            72,
            41,
            31
        ],
        [
            47.445255,
            39.705882,
            55.072464,
            47.445255,
            39.705882,
            55.072464
        ],
        [
            1.676448,
            2.046723,
            1.37706,
            1.260473,
            1.471227,
            1.064353
        ],
        [
            71820,
            71820,
            44962,
            74800,
            46403,
            74800
        ],
        [
            -88549,
            -29870,
            -88549,
            -172473,
            -72037,
            -172473
        ],
        [
            23,
            24,
            23,
            23,
            24,
            23
        ],
        [
            32,
            34,
            30,
            32,
            34,
            30
        ],
        [
            16,
            18,
            14,
            16,
            18,
            14
        ],
        [
            3273,
            1667,
            1606,
            3273,
            1667,
            1606
        ],
        [
            36.641264,
            39.141264,
            36.641264,
            36.641264,
            39.141264,
            36.641264
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398913,
            -193726,
            -90876,
            -203546,
            -691748,
            -231001
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3347,
    "evaluation_days": 1673.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617969600000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760325805203,
    "expiration_time": 1764651312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 21,
            "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)