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Trade: ALICE/USDT/360/HILO/SSF/9908

Strategy
ALICE/USDT/360/HILO/SSF/9908
Pair
ALICE_USDT
Interval
6h
Score
398744
Daily Profit
0.212032
Profit Factor
1.446766
Profitability
56.470588
Streak
10.956826
Best Strategy
Training Data Length
1660.000000
Evaluation Time
2025-09-30 07:57
Expiration Time
2025-11-18 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 351973.5456 133773.3202 218200.2254 53387.2122 -524055.2585 577442.4707
Total P&L (%) 351.9735 133.7733 218.2002 53.3872 -524.0553 577.4425
Avg Daily Profit (%) 0.212 0.0806 0.1314 0.0258 0 0.1153
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -211543 -156481 -130075 -2452795 -1219312 -1927542
Profit Factor 1.4468 1.2691 1.7504 1.008 0.8557 1.1875
Total Trades 170 85 85 170 85 85
Winning Trades 96 39 57 96 39 57
Losing Trades 74 46 28 74 46 28
Profitability (%) 56.4706 45.8824 67.0588 56.4706 45.8824 67.0588
Ratio Avg Win / Avg Loss 1.1152 1.4969 0.8599 0.777 1.0093 0.5833
Largest Winning Trade 173370 173370 36531 580266 400577 580266
Largest Losing Trade -56696 -56696 -55155 -1338058 -770395 -1338058
Avg Bars in Trades 38 47 29 38 47 29
Avg Bars in Winners 25 30 21 25 30 21
Avg Bars in Losers 55 60 45 55 60 45
Bars Traded 6521 4012 2509 6521 4012 2509
Profit Streak 10.9568 0 11.7068 10.9568 0 11.7068
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398744 -87391 -13935 -370619 -581039 -51495
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6640,
    "evaluation_days": 1660,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1616241600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759208269798,
    "expiration_time": 1763493120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 176,
            "offset": 0,
            "poles": 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": [
        [
            351973.5455582711,
            133773.3202020085,
            218200.2253562622,
            53387.2121647394,
            -524055.258508343,
            577442.4706730817
        ],
        [
            351.973546,
            133.77332,
            218.200225,
            53.387212,
            -524.055259,
            577.442471
        ],
        [
            0.212032,
            0.080586,
            0.131446,
            0.025774,
            0,
            0.115317
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -211543,
            -156481,
            -130075,
            -2452795,
            -1219312,
            -1927542
        ],
        [
            1.446766,
            1.269134,
            1.750411,
            1.007956,
            0.855678,
            1.187512
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            96,
            39,
            57,
            96,
            39,
            57
        ],
        [
            74,
            46,
            28,
            74,
            46,
            28
        ],
        [
            56.470588,
            45.882353,
            67.058824,
            56.470588,
            45.882353,
            67.058824
        ],
        [
            1.115216,
            1.496928,
            0.859851,
            0.776966,
            1.009261,
            0.583339
        ],
        [
            173370,
            173370,
            36531,
            580266,
            400577,
            580266
        ],
        [
            -56696,
            -56696,
            -55155,
            -1338058,
            -770395,
            -1338058
        ],
        [
            38,
            47,
            29,
            38,
            47,
            29
        ],
        [
            25,
            30,
            21,
            25,
            30,
            21
        ],
        [
            55,
            60,
            45,
            55,
            60,
            45
        ],
        [
            6521,
            4012,
            2509,
            6521,
            4012,
            2509
        ],
        [
            10.956826,
            0,
            11.706826,
            10.956826,
            0,
            11.706826
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398744,
            -87391,
            -13935,
            -370619,
            -581039,
            -51495
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6640,
    "evaluation_days": 1660,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1616241600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759208269798,
    "expiration_time": 1763493120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 176,
            "offset": 0,
            "poles": 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)