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Trade: ALICE/USDT/360/PSAR/WMA/1833

Strategy
ALICE/USDT/360/PSAR/WMA/1833
Pair
ALICE_USDT
Interval
6h
Score
384517
Daily Profit
0.210307
Profit Factor
1.289098
Profitability
53.525641
Streak
14.811095
Best Strategy
Training Data Length
1664.250000
Evaluation Time
2025-10-04 16:27
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 350003.163 118449.393 231553.7699 90955.9339 -10584.2803 101540.2142
Total P&L (%) 350.0032 118.4494 231.5538 90.9559 -10.5843 101.5402
Avg Daily Profit (%) 0.2103 0.0712 0.1391 0.0389 -0.0067 0.0421
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145170 -103316 -116969 -312113 -219922 -283500
Profit Factor 1.2891 1.1877 1.3995 1.045 0.9894 1.0994
Total Trades 312 156 156 312 156 156
Winning Trades 167 72 95 167 72 95
Losing Trades 145 84 61 145 84 61
Profitability (%) 53.5256 46.1538 60.8974 53.5256 46.1538 60.8974
Ratio Avg Win / Avg Loss 1.1193 1.3856 0.8987 0.9074 1.1543 0.7059
Largest Winning Trade 82199 82199 32889 157120 157120 63208
Largest Losing Trade -69961 -38590 -69961 -243652 -59148 -243652
Avg Bars in Trades 20 23 18 20 23 18
Avg Bars in Winners 19 19 18 19 19 18
Avg Bars in Losers 22 25 18 22 25 18
Bars Traded 6506 3605 2901 6506 3605 2901
Profit Streak 14.8111 0 21.5611 14.8111 0 21.5611
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384517 -112947 -5266 -310680 -580067 -246525
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": 1617904800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759584478585,
    "expiration_time": 1763871336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 99,
            "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": [
        [
            350003.1629623275,
            118449.3930396282,
            231553.7699226997,
            90955.9338935295,
            -10584.2803183558,
            101540.2142118853
        ],
        [
            350.003163,
            118.449393,
            231.55377,
            90.955934,
            -10.58428,
            101.540214
        ],
        [
            0.210307,
            0.071173,
            0.139134,
            0.038876,
            -0.006722,
            0.042119
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145170,
            -103316,
            -116969,
            -312113,
            -219922,
            -283500
        ],
        [
            1.289098,
            1.187677,
            1.399547,
            1.045028,
            0.989397,
            1.099377
        ],
        [
            312,
            156,
            156,
            312,
            156,
            156
        ],
        [
            167,
            72,
            95,
            167,
            72,
            95
        ],
        [
            145,
            84,
            61,
            145,
            84,
            61
        ],
        [
            53.525641,
            46.153846,
            60.897436,
            53.525641,
            46.153846,
            60.897436
        ],
        [
            1.119276,
            1.385623,
            0.898657,
            0.907359,
            1.154296,
            0.705916
        ],
        [
            82199,
            82199,
            32889,
            157120,
            157120,
            63208
        ],
        [
            -69961,
            -38590,
            -69961,
            -243652,
            -59148,
            -243652
        ],
        [
            20,
            23,
            18,
            20,
            23,
            18
        ],
        [
            19,
            19,
            18,
            19,
            19,
            18
        ],
        [
            22,
            25,
            18,
            22,
            25,
            18
        ],
        [
            6506,
            3605,
            2901,
            6506,
            3605,
            2901
        ],
        [
            14.811095,
            0,
            21.561095,
            14.811095,
            0,
            21.561095
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384517,
            -112947,
            -5266,
            -310680,
            -580067,
            -246525
        ]
    ]
}
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": 1617904800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759584478585,
    "expiration_time": 1763871336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 99,
            "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)