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Trade: ALICE/USDT/360/EMA/PWMA/4837

Strategy
ALICE/USDT/360/EMA/PWMA/4837
Pair
ALICE_USDT
Interval
6h
Score
391169
Daily Profit
0.192146
Profit Factor
1.533403
Profitability
68.421053
Streak
21.893515
Best Strategy
Training Data Length
1668.750000
Evaluation Time
2025-10-09 00:26
Expiration Time
2025-11-27 21:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 320644.1714 86848.4416 233795.7298 -123497.8972 30534.3568 -154032.254
Total P&L (%) 320.6442 86.8484 233.7957 -123.4979 30.5344 -154.0323
Avg Daily Profit (%) 0.1921 0.052 0.1401 0 0.016 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196308 -110089 -145857 -246606 -13432 -250783
Profit Factor 1.5334 1.3088 1.7309 0.6441 1.4545 0.4496
Total Trades 95 47 48 95 47 48
Winning Trades 65 27 38 31 20 11
Losing Trades 30 20 10 64 27 37
Profitability (%) 68.4211 57.4468 79.1667 32.6316 42.5532 22.9167
Ratio Avg Win / Avg Loss 0.7077 0.9695 0.4555 1.3298 1.9636 1.5122
Largest Winning Trade 66199 66199 52605 52605 45924 52605
Largest Losing Trade -103975 -52509 -103975 -207069 -24582 -207069
Avg Bars in Trades 67 67 67 67 67 67
Avg Bars in Winners 56 52 59 86 88 83
Avg Bars in Losers 91 88 97 58 52 63
Bars Traded 6429 3182 3247 6429 3182 3247
Profit Streak 21.8935 0 106.3935 0 48.8935 0
Trades During Streak 1 0 3 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391169 -123896 -276 -585612 -174690 -617186
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6675,
    "evaluation_days": 1668.75,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619568000000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759958799683,
    "expiration_time": 1764271800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 176,
            "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": [
        [
            320644.1713989941,
            86848.4416452552,
            233795.729753739,
            -123497.897219718,
            30534.3568004624,
            -154032.2540201804
        ],
        [
            320.644171,
            86.848442,
            233.79573,
            -123.497897,
            30.534357,
            -154.032254
        ],
        [
            0.192146,
            0.052044,
            0.140102,
            0,
            0.015969,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196308,
            -110089,
            -145857,
            -246606,
            -13432,
            -250783
        ],
        [
            1.533403,
            1.308784,
            1.730907,
            0.64412,
            1.454532,
            0.449578
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            65,
            27,
            38,
            31,
            20,
            11
        ],
        [
            30,
            20,
            10,
            64,
            27,
            37
        ],
        [
            68.421053,
            57.446809,
            79.166667,
            32.631579,
            42.553191,
            22.916667
        ],
        [
            0.707724,
            0.96947,
            0.455502,
            1.329797,
            1.963618,
            1.512217
        ],
        [
            66199,
            66199,
            52605,
            52605,
            45924,
            52605
        ],
        [
            -103975,
            -52509,
            -103975,
            -207069,
            -24582,
            -207069
        ],
        [
            67,
            67,
            67,
            67,
            67,
            67
        ],
        [
            56,
            52,
            59,
            86,
            88,
            83
        ],
        [
            91,
            88,
            97,
            58,
            52,
            63
        ],
        [
            6429,
            3182,
            3247,
            6429,
            3182,
            3247
        ],
        [
            21.893515,
            0,
            106.393515,
            0,
            48.893515,
            0
        ],
        [
            1,
            0,
            3,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391169,
            -123896,
            -276,
            -585612,
            -174690,
            -617186
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6675,
    "evaluation_days": 1668.75,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619568000000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759958799683,
    "expiration_time": 1764271800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 176,
            "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)