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Trade: ALICE/USDT/480/HILO/SSF/4833

Strategy
ALICE/USDT/480/HILO/SSF/4833
Pair
ALICE_USDT
Interval
8h
Score
420962
Daily Profit
0.209673
Profit Factor
1.376038
Profitability
54.314721
Streak
54.472198
Best Strategy
Training Data Length
1671.670000
Evaluation Time
2025-10-11 14:19
Expiration Time
2025-11-30 13:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350504.3381 129589.4914 220914.8467 70723.2043 -432472.709 503195.9133
Total P&L (%) 350.5043 129.5895 220.9148 70.7232 -432.4727 503.1959
Avg Daily Profit (%) 0.2097 0.0775 0.1322 0.032 0 0.1076
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114327 -141469 -93637 -899967 -913938 -628076
Profit Factor 1.376 1.2305 1.5971 1.0177 0.8139 1.2991
Total Trades 197 99 98 197 99 98
Winning Trades 107 44 63 107 44 63
Losing Trades 90 55 35 90 55 35
Profitability (%) 54.3147 44.4444 64.2857 54.3147 44.4444 64.2857
Ratio Avg Win / Avg Loss 1.1574 1.5382 0.8873 0.856 1.0174 0.7217
Largest Winning Trade 136997 136997 33329 216810 169355 216810
Largest Losing Trade -55413 -49843 -55413 -467310 -332331 -467310
Avg Bars in Trades 25 30 20 25 30 20
Avg Bars in Winners 20 25 17 20 25 17
Avg Bars in Losers 30 34 24 30 34 24
Bars Traded 4957 2974 1983 4957 2974 1983
Profit Streak 54.4722 54.4722 55.1389 54.4722 54.4722 55.1389
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420962 -89720 -13130 -349472 -580156 -47325
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5015,
    "evaluation_days": 1671.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1616371200000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760181597912,
    "expiration_time": 1764502560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 116,
            "offset": 0,
            "poles": 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": [
        [
            350504.3381115322,
            129589.4914347561,
            220914.8466767761,
            70723.2042966557,
            -432472.7090260096,
            503195.9133226649
        ],
        [
            350.504338,
            129.589491,
            220.914847,
            70.723204,
            -432.472709,
            503.195913
        ],
        [
            0.209673,
            0.077521,
            0.132152,
            0.032001,
            0,
            0.107559
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114327,
            -141469,
            -93637,
            -899967,
            -913938,
            -628076
        ],
        [
            1.376038,
            1.230543,
            1.597081,
            1.017653,
            0.813895,
            1.29909
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            107,
            44,
            63,
            107,
            44,
            63
        ],
        [
            90,
            55,
            35,
            90,
            55,
            35
        ],
        [
            54.314721,
            44.444444,
            64.285714,
            54.314721,
            44.444444,
            64.285714
        ],
        [
            1.157415,
            1.538178,
            0.887267,
            0.85597,
            1.017369,
            0.721717
        ],
        [
            136997,
            136997,
            33329,
            216810,
            169355,
            216810
        ],
        [
            -55413,
            -49843,
            -55413,
            -467310,
            -332331,
            -467310
        ],
        [
            25,
            30,
            20,
            25,
            30,
            20
        ],
        [
            20,
            25,
            17,
            20,
            25,
            17
        ],
        [
            30,
            34,
            24,
            30,
            34,
            24
        ],
        [
            4957,
            2974,
            1983,
            4957,
            2974,
            1983
        ],
        [
            54.472198,
            54.472198,
            55.138865,
            54.472198,
            54.472198,
            55.138865
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420962,
            -89720,
            -13130,
            -349472,
            -580156,
            -47325
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5015,
    "evaluation_days": 1671.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1616371200000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760181597912,
    "expiration_time": 1764502560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 116,
            "offset": 0,
            "poles": 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)