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Trade: ALICE/USDT/720/RMA/ALMA/7712

Strategy
ALICE/USDT/720/RMA/ALMA/7712
Pair
ALICE_USDT
Interval
12h
Score
492334
Daily Profit
0.149787
Profit Factor
2.070292
Profitability
83.333333
Streak
257.115772
Best Strategy
Training Data Length
1664.500000
Evaluation Time
2025-10-04 05:46
Expiration Time
2025-11-23 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 355730.4041 106409.7997 249320.6044 63753.3881 -14515.6462 78269.0344
Total P&L (%) 355.7304 106.4098 249.3206 63.7534 -14.5156 78.269
Avg Daily Profit (%) 0.2137 0.0639 0.1498 0.0296 -0.0094 0.0347
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -207436 -120514 -123746 -204579 -107674 -174117
Profit Factor 1.6827 1.3694 2.0703 1.101 0.9537 1.246
Total Trades 72 36 36 72 36 36
Winning Trades 53 23 30 53 23 30
Losing Trades 19 13 6 19 13 6
Profitability (%) 73.6111 63.8889 83.3333 73.6111 63.8889 83.3333
Ratio Avg Win / Avg Loss 0.6032 0.774 0.4141 0.3947 0.539 0.2492
Largest Winning Trade 54766 45512 54766 71719 49895 71719
Largest Losing Trade -81190 -56264 -81190 -174117 -69731 -174117
Avg Bars in Trades 45 50 39 45 50 39
Avg Bars in Winners 34 38 31 34 38 31
Avg Bars in Losers 75 71 82 75 71 82
Bars Traded 3251 1823 1428 3251 1823 1428
Profit Streak 163.6158 163.6158 257.1158 163.6158 163.6158 257.1158
Trades During Streak 7 3 5 7 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -70821 -105574 492334 -343798 -577626 -142792
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3329,
    "evaluation_days": 1664.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618142400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759546002728,
    "expiration_time": 1763850384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 56,
            "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": [
        [
            355730.4041078406,
            106409.7997313472,
            249320.6043764933,
            63753.3881471214,
            -14515.6462188078,
            78269.0343659292
        ],
        [
            355.730404,
            106.4098,
            249.320604,
            63.753388,
            -14.515646,
            78.269034
        ],
        [
            0.213716,
            0.063929,
            0.149787,
            0.029634,
            -0.009422,
            0.034739
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -207436,
            -120514,
            -123746,
            -204579,
            -107674,
            -174117
        ],
        [
            1.682748,
            1.369375,
            2.070292,
            1.100978,
            0.953652,
            1.245999
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            53,
            23,
            30,
            53,
            23,
            30
        ],
        [
            19,
            13,
            6,
            19,
            13,
            6
        ],
        [
            73.611111,
            63.888889,
            83.333333,
            73.611111,
            63.888889,
            83.333333
        ],
        [
            0.603249,
            0.773994,
            0.414058,
            0.39469,
            0.539021,
            0.2492
        ],
        [
            54766,
            45512,
            54766,
            71719,
            49895,
            71719
        ],
        [
            -81190,
            -56264,
            -81190,
            -174117,
            -69731,
            -174117
        ],
        [
            45,
            50,
            39,
            45,
            50,
            39
        ],
        [
            34,
            38,
            31,
            34,
            38,
            31
        ],
        [
            75,
            71,
            82,
            75,
            71,
            82
        ],
        [
            3251,
            1823,
            1428,
            3251,
            1823,
            1428
        ],
        [
            163.615772,
            163.615772,
            257.115772,
            163.615772,
            163.615772,
            257.115772
        ],
        [
            7,
            3,
            5,
            7,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -70821,
            -105574,
            492334,
            -343798,
            -577626,
            -142792
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3329,
    "evaluation_days": 1664.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618142400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759546002728,
    "expiration_time": 1763850384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 56,
            "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)