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Trade: ALICE/USDT/360/WMA/KCL/5131

Strategy
ALICE/USDT/360/WMA/KCL/5131
Pair
ALICE_USDT
Interval
6h
Score
473130
Daily Profit
0.170023
Profit Factor
1.465354
Profitability
81.481481
Streak
71.060991
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 282961.4382 70348.6863 212612.7519 -193152.0806 90334.4335 -283486.5141
Total P&L (%) 282.9614 70.3487 212.6128 -193.1521 90.3344 -283.4865
Avg Daily Profit (%) 0.17 0.0423 0.1278 0 0.0387 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113886 -90032 -113886 -395620 -62088 -440224
Profit Factor 1.4654 1.2453 1.6618 0.7702 1.3571 0.5176
Total Trades 135 67 68 135 67 68
Winning Trades 110 52 58 28 16 12
Losing Trades 25 15 10 107 51 56
Profitability (%) 81.4815 77.6119 85.2941 20.7407 23.8806 17.6471
Ratio Avg Win / Avg Loss 0.333 0.3592 0.2865 2.9434 4.3258 2.4155
Largest Winning Trade 43537 43537 38591 89094 89094 74714
Largest Losing Trade -113886 -58152 -113886 -276073 -62088 -276073
Avg Bars in Trades 47 51 44 47 51 44
Avg Bars in Winners 24 25 24 123 122 124
Avg Bars in Losers 147 140 156 27 28 26
Bars Traded 6426 3423 3003 6426 3423 3003
Profit Streak 71.061 166.061 71.061 0 0 0
Trades During Streak 12 12 6 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 473130 -249862 -125345 -626229 -291395 -749680
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": 1618444800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759584469633,
    "expiration_time": 1763871336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 124,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            282961.4381933067,
            70348.6862778609,
            212612.751915446,
            -193152.0805860623,
            90334.4334706947,
            -283486.5140567571
        ],
        [
            282.961438,
            70.348686,
            212.612752,
            -193.152081,
            90.334433,
            -283.486514
        ],
        [
            0.170023,
            0.042271,
            0.127753,
            0,
            0.03868,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113886,
            -90032,
            -113886,
            -395620,
            -62088,
            -440224
        ],
        [
            1.465354,
            1.245294,
            1.661805,
            0.770232,
            1.357107,
            0.517615
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            110,
            52,
            58,
            28,
            16,
            12
        ],
        [
            25,
            15,
            10,
            107,
            51,
            56
        ],
        [
            81.481481,
            77.61194,
            85.294118,
            20.740741,
            23.880597,
            17.647059
        ],
        [
            0.333035,
            0.359219,
            0.286518,
            2.943386,
            4.325779,
            2.415537
        ],
        [
            43537,
            43537,
            38591,
            89094,
            89094,
            74714
        ],
        [
            -113886,
            -58152,
            -113886,
            -276073,
            -62088,
            -276073
        ],
        [
            47,
            51,
            44,
            47,
            51,
            44
        ],
        [
            24,
            25,
            24,
            123,
            122,
            124
        ],
        [
            147,
            140,
            156,
            27,
            28,
            26
        ],
        [
            6426,
            3423,
            3003,
            6426,
            3423,
            3003
        ],
        [
            71.060991,
            166.060991,
            71.060991,
            0,
            0,
            0
        ],
        [
            12,
            12,
            6,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            473130,
            -249862,
            -125345,
            -626229,
            -291395,
            -749680
        ]
    ]
}
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": 1618444800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759584469633,
    "expiration_time": 1763871336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 124,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)