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Trade: ALICE/USDT/240/BBM/SMA/4990

Strategy
ALICE/USDT/240/BBM/SMA/4990
Pair
ALICE_USDT
Interval
4h
Score
368296
Daily Profit
0.164534
Profit Factor
1.501383
Profitability
67.058824
Streak
40.425868
Best Strategy
Training Data Length
1665.830000
Evaluation Time
2025-10-06 01:13
Expiration Time
2025-11-24 21:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 274085.5415 81745.291 192340.2504 -736995.0965 636014.084 -1373009.1805
Total P&L (%) 274.0855 81.7453 192.3403 -736.9951 636.0141 -1373.0092
Avg Daily Profit (%) 0.1645 0.0491 0.1155 0 0.1199 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148073 -83458 -148073 -1188624 -316326 -1551106
Profit Factor 1.5014 1.2803 1.7543 0.7676 1.5735 0.3343
Total Trades 85 42 43 85 42 43
Winning Trades 57 24 33 33 21 12
Losing Trades 28 18 10 52 21 31
Profitability (%) 67.0588 57.1429 76.7442 38.8235 50 27.907
Ratio Avg Win / Avg Loss 0.7375 0.9602 0.5316 1.2096 1.5735 0.8635
Largest Winning Trade 54882 46922 54882 359026 359026 178286
Largest Losing Trade -148073 -60692 -148073 -710583 -160803 -710583
Avg Bars in Trades 112 129 96 112 129 96
Avg Bars in Winners 87 97 79 149 167 116
Avg Bars in Losers 165 172 151 89 91 88
Bars Traded 9590 5448 4142 9590 5448 4142
Profit Streak 40.4259 0 330.4259 0 83.7592 0
Trades During Streak 1 0 8 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368296 -128111 -33344 -583230 -29059 -597729
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9995,
    "evaluation_days": 1665.83,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1618243200000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759702395014,
    "expiration_time": 1764012240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 146,
            "offset": 0,
            "std": 1.49947
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 172,
            "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": [
        [
            274085.5414589965,
            81745.2910380008,
            192340.2504209959,
            -736995.0964763076,
            636014.0839874501,
            -1373009.180463758
        ],
        [
            274.085541,
            81.745291,
            192.34025,
            -736.995096,
            636.014084,
            -1373.00918
        ],
        [
            0.164534,
            0.049072,
            0.115462,
            0,
            0.119897,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148073,
            -83458,
            -148073,
            -1188624,
            -316326,
            -1551106
        ],
        [
            1.501383,
            1.280259,
            1.754329,
            0.767606,
            1.573522,
            0.334254
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            57,
            24,
            33,
            33,
            21,
            12
        ],
        [
            28,
            18,
            10,
            52,
            21,
            31
        ],
        [
            67.058824,
            57.142857,
            76.744186,
            38.823529,
            50,
            27.906977
        ],
        [
            0.737521,
            0.960194,
            0.531615,
            1.209562,
            1.573522,
            0.863489
        ],
        [
            54882,
            46922,
            54882,
            359026,
            359026,
            178286
        ],
        [
            -148073,
            -60692,
            -148073,
            -710583,
            -160803,
            -710583
        ],
        [
            112,
            129,
            96,
            112,
            129,
            96
        ],
        [
            87,
            97,
            79,
            149,
            167,
            116
        ],
        [
            165,
            172,
            151,
            89,
            91,
            88
        ],
        [
            9590,
            5448,
            4142,
            9590,
            5448,
            4142
        ],
        [
            40.425868,
            0,
            330.425868,
            0,
            83.759202,
            0
        ],
        [
            1,
            0,
            8,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368296,
            -128111,
            -33344,
            -583230,
            -29059,
            -597729
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9995,
    "evaluation_days": 1665.83,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1618243200000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759702395014,
    "expiration_time": 1764012240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 146,
            "offset": 0,
            "std": 1.49947
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 172,
            "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)