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Trade: ALICE/USDT/240/HWMA/KCU/2114

Strategy
ALICE/USDT/240/HWMA/KCU/2114
Pair
ALICE_USDT
Interval
4h
Score
516839
Daily Profit
0.416692
Profit Factor
1.687531
Profitability
55.329949
Streak
10.213709
Best Strategy
Training Data Length
1664.000000
Evaluation Time
2025-10-04 08:07
Expiration Time
2025-11-23 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 693375.4682 339611.9105 353763.5577 2072514.6899 2708936.2467 -636421.5568
Total P&L (%) 693.3755 339.6119 353.7636 2072.5147 2708.9362 -636.4216
Avg Daily Profit (%) 0.4167 0.2041 0.2126 0.1852 0.2006 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112456 -87462 -87717 -5935236 -1747787 -5315637
Profit Factor 1.6875 1.5717 1.8535 1.0904 1.2597 0.9491
Total Trades 197 98 99 197 98 99
Winning Trades 109 50 59 109 50 59
Losing Trades 88 48 40 88 48 40
Profitability (%) 55.3299 51.0204 59.596 55.3299 51.0204 59.596
Ratio Avg Win / Avg Loss 1.3624 1.5089 1.2566 0.8803 1.2094 0.6435
Largest Winning Trade 145524 145524 42665 1586209 1586209 1031266
Largest Losing Trade -67445 -40415 -67445 -4740980 -957852 -4740980
Avg Bars in Trades 50 50 50 50 50 50
Avg Bars in Winners 50 50 50 50 50 50
Avg Bars in Losers 50 50 50 50 50 50
Bars Traded 9880 4916 4964 9880 4916 4964
Profit Streak 10.2137 0 52.047 10.2137 0 52.047
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 516839 372639 449995 -112500 277940 -578413
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9984,
    "evaluation_days": 1664,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1616846400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759554464444,
    "expiration_time": 1763849088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.00401,
            "nb": 0.1,
            "nc": 0.98139
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 75,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            693375.4681632876,
            339611.9105076356,
            353763.5576556524,
            2072514.6898804381,
            2708936.246667518,
            -636421.556787079
        ],
        [
            693.375468,
            339.611911,
            353.763558,
            2072.51469,
            2708.936247,
            -636.421557
        ],
        [
            0.416692,
            0.204094,
            0.212598,
            0.185175,
            0.200645,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112456,
            -87462,
            -87717,
            -5935236,
            -1747787,
            -5315637
        ],
        [
            1.687531,
            1.571736,
            1.853471,
            1.090365,
            1.259745,
            0.949109
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            109,
            50,
            59,
            109,
            50,
            59
        ],
        [
            88,
            48,
            40,
            88,
            48,
            40
        ],
        [
            55.329949,
            51.020408,
            59.59596,
            55.329949,
            51.020408,
            59.59596
        ],
        [
            1.36241,
            1.508866,
            1.256591,
            0.880295,
            1.209356,
            0.643464
        ],
        [
            145524,
            145524,
            42665,
            1586209,
            1586209,
            1031266
        ],
        [
            -67445,
            -40415,
            -67445,
            -4740980,
            -957852,
            -4740980
        ],
        [
            50,
            50,
            50,
            50,
            50,
            50
        ],
        [
            50,
            50,
            50,
            50,
            50,
            50
        ],
        [
            50,
            50,
            50,
            50,
            50,
            50
        ],
        [
            9880,
            4916,
            4964,
            9880,
            4916,
            4964
        ],
        [
            10.213709,
            0,
            52.047042,
            10.213709,
            0,
            52.047042
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            516839,
            372639,
            449995,
            -112500,
            277940,
            -578413
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9984,
    "evaluation_days": 1664,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1616846400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759554464444,
    "expiration_time": 1763849088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.00401,
            "nb": 0.1,
            "nc": 0.98139
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 75,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)