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Trade: ALICE/USDT/480/FWMA/HLC3/4347

Strategy
ALICE/USDT/480/FWMA/HLC3/4347
Pair
ALICE_USDT
Interval
8h
Score
371330
Daily Profit
0.168198
Profit Factor
1.512324
Profitability
59.541985
Streak
0.000000
Best Strategy
Training Data Length
1661.000000
Evaluation Time
2025-09-30 20:11
Expiration Time
2025-11-19 13:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 279377.0754 73447.6256 205929.4498 81435.4702 -94821.8237 176257.2939
Total P&L (%) 279.3771 73.4476 205.9295 81.4355 -94.8218 176.2573
Avg Daily Profit (%) 0.1682 0.0442 0.124 0.0359 -0.1781 0.0612
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200736 -175742 -44691 -239792 -221141 -51480
Profit Factor 1.5123 1.1877 2.3369 1.1324 0.7922 2.1097
Total Trades 131 65 66 131 65 66
Winning Trades 78 36 42 78 36 42
Losing Trades 53 29 24 53 29 24
Profitability (%) 59.542 55.3846 63.6364 59.542 55.3846 63.6364
Ratio Avg Win / Avg Loss 1.0276 0.9568 1.3353 0.7694 0.6382 1.2056
Largest Winning Trade 105027 105027 50107 39997 39997 33025
Largest Losing Trade -62735 -62735 -40636 -113356 -113356 -51480
Avg Bars in Trades 35 46 24 35 46 24
Avg Bars in Winners 20 23 17 20 23 17
Avg Bars in Losers 58 75 37 58 75 37
Bars Traded 4686 3043 1643 4686 3043 1643
Profit Streak 0 61.3827 0 0 61.3827 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371330 -279146 -146296 -219966 -710369 -230445
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4983,
    "evaluation_days": 1661,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1620576000000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759252268456,
    "expiration_time": 1763553312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 167
        }
    }
}
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": [
        [
            279377.0753886104,
            73447.625560448,
            205929.4498281623,
            81435.4702088778,
            -94821.8237048056,
            176257.2939136833
        ],
        [
            279.377075,
            73.447626,
            205.92945,
            81.43547,
            -94.821824,
            176.257294
        ],
        [
            0.168198,
            0.044219,
            0.123979,
            0.035872,
            -0.17809,
            0.061196
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200736,
            -175742,
            -44691,
            -239792,
            -221141,
            -51480
        ],
        [
            1.512324,
            1.187715,
            2.33685,
            1.132382,
            0.792206,
            2.109714
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            78,
            36,
            42,
            78,
            36,
            42
        ],
        [
            53,
            29,
            24,
            53,
            29,
            24
        ],
        [
            59.541985,
            55.384615,
            63.636364,
            59.541985,
            55.384615,
            63.636364
        ],
        [
            1.027605,
            0.95677,
            1.335343,
            0.769439,
            0.638166,
            1.205551
        ],
        [
            105027,
            105027,
            50107,
            39997,
            39997,
            33025
        ],
        [
            -62735,
            -62735,
            -40636,
            -113356,
            -113356,
            -51480
        ],
        [
            35,
            46,
            24,
            35,
            46,
            24
        ],
        [
            20,
            23,
            17,
            20,
            23,
            17
        ],
        [
            58,
            75,
            37,
            58,
            75,
            37
        ],
        [
            4686,
            3043,
            1643,
            4686,
            3043,
            1643
        ],
        [
            0,
            61.382737,
            0,
            0,
            61.382737,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371330,
            -279146,
            -146296,
            -219966,
            -710369,
            -230445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4983,
    "evaluation_days": 1661,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1620576000000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759252268456,
    "expiration_time": 1763553312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 167
        }
    }
}

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)