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Trade: ALICE/USDT/240/LINREG/ALMA/1628

Strategy
ALICE/USDT/240/LINREG/ALMA/1628
Pair
ALICE_USDT
Interval
4h
Score
454172
Daily Profit
0.167748
Profit Factor
1.509005
Profitability
77.380952
Streak
94.281613
Best Strategy
Training Data Length
1672.170000
Evaluation Time
2025-10-12 09:45
Expiration Time
2025-12-01 09:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 280503.3941 68550.2656 211953.1286 -216629.9586 7065.7768 -223695.7354
Total P&L (%) 280.5034 68.5503 211.9531 -216.63 7.0658 -223.6957
Avg Daily Profit (%) 0.1677 0.041 0.1268 0 0.0041 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -215090 -111206 -133723 -268534 -33065 -271149
Profit Factor 1.509 1.2523 1.7587 0.5637 1.0511 0.3755
Total Trades 84 42 42 84 42 42
Winning Trades 65 29 36 19 13 6
Losing Trades 19 13 6 65 29 36
Profitability (%) 77.381 69.0476 85.7143 22.619 30.9524 14.2857
Ratio Avg Win / Avg Loss 0.4411 0.5614 0.2931 1.9283 2.3448 2.253
Largest Winning Trade 45431 32097 45431 54827 37448 54827
Largest Losing Trade -117810 -57062 -117810 -163765 -16451 -163765
Avg Bars in Trades 117 145 89 117 145 89
Avg Bars in Winners 70 80 61 252 273 208
Avg Bars in Losers 277 288 252 77 87 69
Bars Traded 9845 6097 3748 9845 6097 3748
Profit Streak 94.2816 94.2816 331.2816 0 0 0
Trades During Streak 7 3 9 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454172 -136245 -17291 -618084 -523710 -655271
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10033,
    "evaluation_days": 1672.17,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1618416000000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760251531385,
    "expiration_time": 1764575856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 184,
            "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": [
        [
            280503.3941199995,
            68550.2655582232,
            211953.1285617762,
            -216629.9586311923,
            7065.7767750166,
            -223695.735406209
        ],
        [
            280.503394,
            68.550266,
            211.953129,
            -216.629959,
            7.065777,
            -223.695735
        ],
        [
            0.167748,
            0.040995,
            0.126753,
            0,
            0.004083,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -215090,
            -111206,
            -133723,
            -268534,
            -33065,
            -271149
        ],
        [
            1.509005,
            1.252295,
            1.758667,
            0.563661,
            1.0511,
            0.375497
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            65,
            29,
            36,
            19,
            13,
            6
        ],
        [
            19,
            13,
            6,
            65,
            29,
            36
        ],
        [
            77.380952,
            69.047619,
            85.714286,
            22.619048,
            30.952381,
            14.285714
        ],
        [
            0.441094,
            0.561374,
            0.293111,
            1.928315,
            2.344761,
            2.252984
        ],
        [
            45431,
            32097,
            45431,
            54827,
            37448,
            54827
        ],
        [
            -117810,
            -57062,
            -117810,
            -163765,
            -16451,
            -163765
        ],
        [
            117,
            145,
            89,
            117,
            145,
            89
        ],
        [
            70,
            80,
            61,
            252,
            273,
            208
        ],
        [
            277,
            288,
            252,
            77,
            87,
            69
        ],
        [
            9845,
            6097,
            3748,
            9845,
            6097,
            3748
        ],
        [
            94.281613,
            94.281613,
            331.281613,
            0,
            0,
            0
        ],
        [
            7,
            3,
            9,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454172,
            -136245,
            -17291,
            -618084,
            -523710,
            -655271
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10033,
    "evaluation_days": 1672.17,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1618416000000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760251531385,
    "expiration_time": 1764575856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 184,
            "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)