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Trade: ALICE/USDT/360/HILO/WMA/2226

Strategy
ALICE/USDT/360/HILO/WMA/2226
Pair
ALICE_USDT
Interval
6h
Score
378645
Daily Profit
0.204666
Profit Factor
1.410233
Profitability
53.886010
Streak
15.133483
Best Strategy
Training Data Length
1664.250000
Evaluation Time
2025-10-04 12:12
Expiration Time
2025-11-23 06:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 340615.5242 120930.2569 219685.2673 102310.7317 -980886.0989 1083196.8306
Total P&L (%) 340.6155 120.9303 219.6853 102.3107 -980.8861 1083.1968
Avg Daily Profit (%) 0.2047 0.0727 0.132 0.0423 0 0.1486
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149003 -163281 -98972 -1919495 -1903381 -1414123
Profit Factor 1.4102 1.2416 1.6661 1.015 0.7572 1.3908
Total Trades 193 96 97 193 96 97
Winning Trades 104 41 63 104 41 63
Losing Trades 89 55 34 89 55 34
Profitability (%) 53.886 42.7083 64.9485 53.886 42.7083 64.9485
Ratio Avg Win / Avg Loss 1.2068 1.6656 0.8991 0.8686 1.0157 0.7506
Largest Winning Trade 140548 140548 35765 430720 325834 430720
Largest Losing Trade -55672 -55672 -53660 -1031018 -1025680 -1031018
Avg Bars in Trades 33 42 24 33 42 24
Avg Bars in Winners 24 32 19 24 32 19
Avg Bars in Losers 44 50 35 44 50 35
Bars Traded 6486 4082 2404 6486 4082 2404
Profit Streak 15.1335 0 48.3835 15.1335 0 48.3835
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378645 -98216 -12809 -339913 -582244 298654
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6657,
    "evaluation_days": 1664.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617948000000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759569132933,
    "expiration_time": 1763871336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 101,
            "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": [
        [
            340615.5242349209,
            120930.2569161235,
            219685.2673187971,
            102310.731701339,
            -980886.0988527765,
            1083196.830554116
        ],
        [
            340.615524,
            120.930257,
            219.685267,
            102.310732,
            -980.886099,
            1083.196831
        ],
        [
            0.204666,
            0.072664,
            0.132003,
            0.042348,
            0,
            0.148574
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149003,
            -163281,
            -98972,
            -1919495,
            -1903381,
            -1414123
        ],
        [
            1.410233,
            1.241632,
            1.666067,
            1.015021,
            0.757151,
            1.39075
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            104,
            41,
            63,
            104,
            41,
            63
        ],
        [
            89,
            55,
            34,
            89,
            55,
            34
        ],
        [
            53.88601,
            42.708333,
            64.948454,
            53.88601,
            42.708333,
            64.948454
        ],
        [
            1.206834,
            1.665604,
            0.899147,
            0.868624,
            1.015691,
            0.750563
        ],
        [
            140548,
            140548,
            35765,
            430720,
            325834,
            430720
        ],
        [
            -55672,
            -55672,
            -53660,
            -1031018,
            -1025680,
            -1031018
        ],
        [
            33,
            42,
            24,
            33,
            42,
            24
        ],
        [
            24,
            32,
            19,
            24,
            32,
            19
        ],
        [
            44,
            50,
            35,
            44,
            50,
            35
        ],
        [
            6486,
            4082,
            2404,
            6486,
            4082,
            2404
        ],
        [
            15.133483,
            0,
            48.383483,
            15.133483,
            0,
            48.383483
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378645,
            -98216,
            -12809,
            -339913,
            -582244,
            298654
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6657,
    "evaluation_days": 1664.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617948000000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759569132933,
    "expiration_time": 1763871336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 101,
            "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)