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Trade: ALICE/USDT/360/SWMA/KCL/9874

Strategy
ALICE/USDT/360/SWMA/KCL/9874
Pair
ALICE_USDT
Interval
6h
Score
366092
Daily Profit
0.157555
Profit Factor
1.473404
Profitability
64.893617
Streak
61.819195
Best Strategy
Training Data Length
1664.500000
Evaluation Time
2025-10-04 22:39
Expiration Time
2025-11-23 12:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 262250.448 97632.746 164617.7021 -4031115.8661 537876.9802 -4568992.8463
Total P&L (%) 262.2504 97.6327 164.6177 -4031.1159 537.877 -4568.9928
Avg Daily Profit (%) 0.1576 0.0587 0.0989 0 0.1114 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -245798 -48232 -227019 -4852324 -1625430 -4753752
Profit Factor 1.4734 1.5419 1.4404 0.7034 1.1432 0.5354
Total Trades 94 47 47 94 47 47
Winning Trades 61 27 34 35 20 15
Losing Trades 33 20 13 59 27 32
Profitability (%) 64.8936 57.4468 72.3404 37.234 42.5532 31.9149
Ratio Avg Win / Avg Loss 0.7971 1.1421 0.5507 1.1857 1.5434 1.1422
Largest Winning Trade 58859 40269 58859 2513937 1031446 2513937
Largest Losing Trade -224914 -43720 -224914 -779400 -309911 -779400
Avg Bars in Trades 68 31 106 68 31 106
Avg Bars in Winners 64 29 92 69 33 117
Avg Bars in Losers 76 33 142 68 29 101
Bars Traded 6472 1474 4998 6472 1474 4998
Profit Streak 61.8192 98.5692 61.8192 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366092 -111430 -58128 -583825 -108560 -586063
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6658,
    "evaluation_days": 1664.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617775200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759606778476,
    "expiration_time": 1763893584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 93,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            262250.4480406837,
            97632.7459902415,
            164617.7020504423,
            -4031115.8660952663,
            537876.9802363615,
            -4568992.846331626
        ],
        [
            262.250448,
            97.632746,
            164.617702,
            -4031.115866,
            537.87698,
            -4568.992846
        ],
        [
            0.157555,
            0.058656,
            0.098899,
            0,
            0.111385,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -245798,
            -48232,
            -227019,
            -4852324,
            -1625430,
            -4753752
        ],
        [
            1.473404,
            1.541855,
            1.440408,
            0.703368,
            1.143224,
            0.535395
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            61,
            27,
            34,
            35,
            20,
            15
        ],
        [
            33,
            20,
            13,
            59,
            27,
            32
        ],
        [
            64.893617,
            57.446809,
            72.340426,
            37.234043,
            42.553191,
            31.914894
        ],
        [
            0.797087,
            1.142115,
            0.550744,
            1.185678,
            1.543352,
            1.142175
        ],
        [
            58859,
            40269,
            58859,
            2513937,
            1031446,
            2513937
        ],
        [
            -224914,
            -43720,
            -224914,
            -779400,
            -309911,
            -779400
        ],
        [
            68,
            31,
            106,
            68,
            31,
            106
        ],
        [
            64,
            29,
            92,
            69,
            33,
            117
        ],
        [
            76,
            33,
            142,
            68,
            29,
            101
        ],
        [
            6472,
            1474,
            4998,
            6472,
            1474,
            4998
        ],
        [
            61.819195,
            98.569195,
            61.819195,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366092,
            -111430,
            -58128,
            -583825,
            -108560,
            -586063
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6658,
    "evaluation_days": 1664.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617775200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759606778476,
    "expiration_time": 1763893584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 93,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)