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Trade: ALICE/USDT/360/LINREG/JMA/1110

Strategy
ALICE/USDT/360/LINREG/JMA/1110
Pair
ALICE_USDT
Interval
6h
Score
371437
Daily Profit
0.222128
Profit Factor
1.421910
Profitability
49.659864
Streak
43.133932
Best Strategy
Training Data Length
1668.000000
Evaluation Time
2025-10-08 06:12
Expiration Time
2025-11-27 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 370509.0618 136234.1254 234274.9363 159545.5993 41709.0546 117836.5447
Total P&L (%) 370.5091 136.2341 234.2749 159.5456 41.7091 117.8365
Avg Daily Profit (%) 0.2221 0.0817 0.1405 0.0572 0.0209 0.0467
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121089 -100732 -107944 -274694 -140895 -245446
Profit Factor 1.4219 1.3053 1.5423 1.1426 1.0769 1.2043
Total Trades 147 73 74 147 73 74
Winning Trades 73 31 42 73 31 42
Losing Trades 74 42 32 74 42 32
Profitability (%) 49.6599 42.4658 56.7568 49.6599 42.4658 56.7568
Ratio Avg Win / Avg Loss 1.4414 1.7685 1.1751 1.1582 1.4591 0.9176
Largest Winning Trade 60902 60902 51022 104500 101080 104500
Largest Losing Trade -70141 -33767 -70141 -206379 -89417 -206379
Avg Bars in Trades 44 46 42 44 46 42
Avg Bars in Winners 54 58 52 54 58 52
Avg Bars in Losers 34 38 28 34 38 28
Bars Traded 6540 3428 3112 6540 3428 3112
Profit Streak 43.1339 43.1339 45.1339 43.1339 43.1339 45.1339
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371437 -157014 -66287 -178559 -377251 -195040
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6672,
    "evaluation_days": 1668,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1618056000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759893171749,
    "expiration_time": 1764205056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 31,
            "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": [
        [
            370509.0617549446,
            136234.1254334065,
            234274.9363215381,
            159545.5993106884,
            41709.0545921915,
            117836.5447184968
        ],
        [
            370.509062,
            136.234125,
            234.274936,
            159.545599,
            41.709055,
            117.836545
        ],
        [
            0.222128,
            0.081675,
            0.140453,
            0.057196,
            0.020902,
            0.046688
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121089,
            -100732,
            -107944,
            -274694,
            -140895,
            -245446
        ],
        [
            1.42191,
            1.305348,
            1.542291,
            1.142576,
            1.076926,
            1.204286
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            73,
            31,
            42,
            73,
            31,
            42
        ],
        [
            74,
            42,
            32,
            74,
            42,
            32
        ],
        [
            49.659864,
            42.465753,
            56.756757,
            49.659864,
            42.465753,
            56.756757
        ],
        [
            1.441389,
            1.768536,
            1.175079,
            1.158228,
            1.459061,
            0.917551
        ],
        [
            60902,
            60902,
            51022,
            104500,
            101080,
            104500
        ],
        [
            -70141,
            -33767,
            -70141,
            -206379,
            -89417,
            -206379
        ],
        [
            44,
            46,
            42,
            44,
            46,
            42
        ],
        [
            54,
            58,
            52,
            54,
            58,
            52
        ],
        [
            34,
            38,
            28,
            34,
            38,
            28
        ],
        [
            6540,
            3428,
            3112,
            6540,
            3428,
            3112
        ],
        [
            43.133932,
            43.133932,
            45.133932,
            43.133932,
            43.133932,
            45.133932
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371437,
            -157014,
            -66287,
            -178559,
            -377251,
            -195040
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6672,
    "evaluation_days": 1668,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1618056000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759893171749,
    "expiration_time": 1764205056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 31,
            "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)