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Trade: ALICE/USDT/360/LINREG/ALMA/3847

Strategy
ALICE/USDT/360/LINREG/ALMA/3847
Pair
ALICE_USDT
Interval
6h
Score
310923
Daily Profit
0.163830
Profit Factor
1.362742
Profitability
66.935484
Streak
0.000000
Best Strategy
Training Data Length
1672.000000
Evaluation Time
2025-10-12 06:12
Expiration Time
2025-12-01 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 273923.7784 100147.7218 173776.0566 -34566.7588 -253821.592 219254.8332
Total P&L (%) 273.9238 100.1477 173.7761 -34.5668 -253.8216 219.2548
Avg Daily Profit (%) 0.1638 0.0599 0.1039 -0.0254 0 0.0695
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -204979 -169316 -124629 -635265 -607806 -436224
Profit Factor 1.3627 1.2163 1.5949 0.9841 0.8034 1.2472
Total Trades 124 62 62 124 62 62
Winning Trades 83 35 48 83 35 48
Losing Trades 41 27 14 41 27 14
Profitability (%) 66.9355 56.4516 77.4194 66.9355 56.4516 77.4194
Ratio Avg Win / Avg Loss 0.6732 0.9383 0.4652 0.4861 0.6197 0.3638
Largest Winning Trade 140889 140889 30420 145586 144832 145586
Largest Losing Trade -60636 -60636 -57943 -296026 -296026 -294316
Avg Bars in Trades 52 63 41 52 63 41
Avg Bars in Winners 29 33 27 29 33 27
Avg Bars in Losers 98 102 90 98 102 90
Bars Traded 6487 3916 2571 6487 3916 2571
Profit Streak 0 0 78.3835 0 0 78.3835
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310923 -268382 -203265 -578253 -734122 -251366
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6688,
    "evaluation_days": 1672,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617559200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760238730654,
    "expiration_time": 1764561024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 41,
            "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": [
        [
            273923.7784219703,
            100147.721799627,
            173776.0566223435,
            -34566.7588122897,
            -253821.5920429035,
            219254.8332306135
        ],
        [
            273.923778,
            100.147722,
            173.776057,
            -34.566759,
            -253.821592,
            219.254833
        ],
        [
            0.16383,
            0.059897,
            0.103933,
            -0.025364,
            0,
            0.069451
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -204979,
            -169316,
            -124629,
            -635265,
            -607806,
            -436224
        ],
        [
            1.362742,
            1.216275,
            1.594942,
            0.984126,
            0.803358,
            1.247233
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            83,
            35,
            48,
            83,
            35,
            48
        ],
        [
            41,
            27,
            14,
            41,
            27,
            14
        ],
        [
            66.935484,
            56.451613,
            77.419355,
            66.935484,
            56.451613,
            77.419355
        ],
        [
            0.673162,
            0.938269,
            0.465191,
            0.486135,
            0.619733,
            0.363776
        ],
        [
            140889,
            140889,
            30420,
            145586,
            144832,
            145586
        ],
        [
            -60636,
            -60636,
            -57943,
            -296026,
            -296026,
            -294316
        ],
        [
            52,
            63,
            41,
            52,
            63,
            41
        ],
        [
            29,
            33,
            27,
            29,
            33,
            27
        ],
        [
            98,
            102,
            90,
            98,
            102,
            90
        ],
        [
            6487,
            3916,
            2571,
            6487,
            3916,
            2571
        ],
        [
            0,
            0,
            78.383457,
            0,
            0,
            78.383457
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310923,
            -268382,
            -203265,
            -578253,
            -734122,
            -251366
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6688,
    "evaluation_days": 1672,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617559200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760238730654,
    "expiration_time": 1764561024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 41,
            "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)