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Trade: ALICE/USDT/120/PWMA/LINREG/8728

Strategy
ALICE/USDT/120/PWMA/LINREG/8728
Pair
ALICE_USDT
Interval
2h
Score
402983
Daily Profit
0.239977
Profit Factor
1.650409
Profitability
65.040650
Streak
13.099367
Best Strategy
Training Data Length
1666.500000
Evaluation Time
2025-10-07 03:23
Expiration Time
2025-12-06 01:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 399920.8665 135050.8249 264870.0416 -277757.5937 176400.6642 -454158.2579
Total P&L (%) 399.9209 135.0508 264.87 -277.7576 176.4007 -454.1583
Avg Daily Profit (%) 0.24 0.081 0.1589 0 0.061 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176876 -107752 -128178 -536540 -89368 -580294
Profit Factor 1.6504 1.5128 1.7535 0.723 1.7461 0.4073
Total Trades 123 61 62 123 61 62
Winning Trades 80 37 43 44 24 20
Losing Trades 43 24 19 79 37 42
Profitability (%) 65.0407 60.6557 69.3548 35.7724 39.3443 32.2581
Ratio Avg Win / Avg Loss 0.8871 0.9813 0.7748 1.2981 2.6918 0.8553
Largest Winning Trade 66144 63037 66144 138361 138361 73669
Largest Losing Trade -111374 -57125 -111374 -398557 -22000 -398557
Avg Bars in Trades 156 172 140 156 172 140
Avg Bars in Winners 142 141 143 172 218 118
Avg Bars in Losers 182 221 133 147 143 151
Bars Traded 19275 10549 8726 19275 10549 8726
Profit Streak 13.0994 0 18.016 0 21.766 0
Trades During Streak 1 0 2 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402983 -245335 -142788 -584318 -273182 -742135
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19998,
    "evaluation_days": 1666.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619128800000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759796585290,
    "expiration_time": 1764978681600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 228,
            "offset": 236
        }
    }
}
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": [
        [
            399920.866493286,
            135050.8249174014,
            264870.0415758848,
            -277757.5937078599,
            176400.6642143207,
            -454158.2579221808
        ],
        [
            399.920866,
            135.050825,
            264.870042,
            -277.757594,
            176.400664,
            -454.158258
        ],
        [
            0.239977,
            0.081039,
            0.158938,
            0,
            0.061026,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176876,
            -107752,
            -128178,
            -536540,
            -89368,
            -580294
        ],
        [
            1.650409,
            1.512773,
            1.753537,
            0.722988,
            1.746056,
            0.407296
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            80,
            37,
            43,
            44,
            24,
            20
        ],
        [
            43,
            24,
            19,
            79,
            37,
            42
        ],
        [
            65.04065,
            60.655738,
            69.354839,
            35.772358,
            39.344262,
            32.258065
        ],
        [
            0.887095,
            0.981258,
            0.774819,
            1.298092,
            2.691836,
            0.855321
        ],
        [
            66144,
            63037,
            66144,
            138361,
            138361,
            73669
        ],
        [
            -111374,
            -57125,
            -111374,
            -398557,
            -22000,
            -398557
        ],
        [
            156,
            172,
            140,
            156,
            172,
            140
        ],
        [
            142,
            141,
            143,
            172,
            218,
            118
        ],
        [
            182,
            221,
            133,
            147,
            143,
            151
        ],
        [
            19275,
            10549,
            8726,
            19275,
            10549,
            8726
        ],
        [
            13.099367,
            0,
            18.016033,
            0,
            21.766033,
            0
        ],
        [
            1,
            0,
            2,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402983,
            -245335,
            -142788,
            -584318,
            -273182,
            -742135
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19998,
    "evaluation_days": 1666.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619128800000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759796585290,
    "expiration_time": 1764978681600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 228,
            "offset": 236
        }
    }
}

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)