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Trade: ALICE/USDT/360/PWMA/SUPERTREND/4354

Strategy
ALICE/USDT/360/PWMA/SUPERTREND/4354
Pair
ALICE_USDT
Interval
6h
Score
476938
Daily Profit
0.339813
Profit Factor
1.401221
Profitability
53.846154
Streak
11.400849
Best Strategy
Training Data Length
1663.500000
Evaluation Time
2025-10-03 18:37
Expiration Time
2025-11-22 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 565279.4761 252890.1916 312389.2845 1556625.8244 89973.8726 1466651.9518
Total P&L (%) 565.2795 252.8902 312.3893 1556.6258 89.9739 1466.652
Avg Daily Profit (%) 0.3398 0.152 0.1878 0.1689 0.0386 0.1655
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130758 -97004 -89423 -2877628 -2122683 -1683050
Profit Factor 1.4012 1.2995 1.5533 1.0911 1.0094 1.1948
Total Trades 364 182 182 364 182 182
Winning Trades 196 101 95 196 101 95
Losing Trades 168 81 87 168 81 87
Profitability (%) 53.8462 55.4945 52.1978 53.8462 55.4945 52.1978
Ratio Avg Win / Avg Loss 1.201 1.0422 1.4225 0.9352 0.8095 1.0942
Largest Winning Trade 80136 80136 38492 649601 532903 649601
Largest Losing Trade -33284 -33284 -29337 -825761 -825761 -786825
Avg Bars in Trades 17 21 14 17 21 14
Avg Bars in Winners 20 22 17 20 22 17
Avg Bars in Losers 14 19 10 14 19 10
Bars Traded 6450 3879 2571 6450 3879 2571
Profit Streak 11.4008 0 15.6508 11.4008 0 15.6508
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 476938 312466 384813 -110893 -351810 108615
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6654,
    "evaluation_days": 1663.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619028000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759505833376,
    "expiration_time": 1763804592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 239,
            "offset": 0,
            "multiplier": 2.75837
        }
    }
}
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": [
        [
            565279.4761418826,
            252890.1916135617,
            312389.2845283216,
            1556625.8243936277,
            89973.8725792441,
            1466651.9518143828
        ],
        [
            565.279476,
            252.890192,
            312.389285,
            1556.625824,
            89.973873,
            1466.651952
        ],
        [
            0.339813,
            0.152023,
            0.18779,
            0.168905,
            0.038584,
            0.165543
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130758,
            -97004,
            -89423,
            -2877628,
            -2122683,
            -1683050
        ],
        [
            1.401221,
            1.299537,
            1.553267,
            1.091105,
            1.009415,
            1.194782
        ],
        [
            364,
            182,
            182,
            364,
            182,
            182
        ],
        [
            196,
            101,
            95,
            196,
            101,
            95
        ],
        [
            168,
            81,
            87,
            168,
            81,
            87
        ],
        [
            53.846154,
            55.494505,
            52.197802,
            53.846154,
            55.494505,
            52.197802
        ],
        [
            1.201047,
            1.042203,
            1.422466,
            0.935233,
            0.809531,
            1.094169
        ],
        [
            80136,
            80136,
            38492,
            649601,
            532903,
            649601
        ],
        [
            -33284,
            -33284,
            -29337,
            -825761,
            -825761,
            -786825
        ],
        [
            17,
            21,
            14,
            17,
            21,
            14
        ],
        [
            20,
            22,
            17,
            20,
            22,
            17
        ],
        [
            14,
            19,
            10,
            14,
            19,
            10
        ],
        [
            6450,
            3879,
            2571,
            6450,
            3879,
            2571
        ],
        [
            11.400849,
            0,
            15.650849,
            11.400849,
            0,
            15.650849
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            476938,
            312466,
            384813,
            -110893,
            -351810,
            108615
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6654,
    "evaluation_days": 1663.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619028000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759505833376,
    "expiration_time": 1763804592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 239,
            "offset": 0,
            "multiplier": 2.75837
        }
    }
}

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)