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Trade: ALICE/USDT/480/HWMA/HILO/6024

Strategy
ALICE/USDT/480/HWMA/HILO/6024
Pair
ALICE_USDT
Interval
8h
Score
393972
Daily Profit
0.251938
Profit Factor
1.305569
Profitability
53.183521
Streak
8.153395
Best Strategy
Training Data Length
1662.000000
Evaluation Time
2025-10-01 22:40
Expiration Time
2025-11-20 14:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 418720.8451 221024.9837 197695.8614 11655.4531 18483.5228 -6828.0697
Total P&L (%) 418.7208 221.025 197.6959 11.6555 18.4835 -6.8281
Avg Daily Profit (%) 0.2519 0.133 0.119 0.0066 0.0102 -0.0043
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177547 -84070 -133054 -247796 -96322 -195111
Profit Factor 1.3056 1.3531 1.2656 1.0113 1.0405 0.9881
Total Trades 267 133 134 267 133 134
Winning Trades 142 64 78 142 64 78
Losing Trades 125 69 56 125 69 56
Profitability (%) 53.1835 48.1203 58.209 53.1835 48.1203 58.209
Ratio Avg Win / Avg Loss 1.1493 1.4588 0.9086 0.8902 1.1218 0.7094
Largest Winning Trade 124172 124172 44614 46695 42129 46695
Largest Losing Trade -66673 -30837 -66673 -51577 -22577 -51577
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 4948 2458 2490 4948 2458 2490
Profit Streak 8.1534 0 39.1534 8.1534 0 39.1534
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393972 -15736 -33425 -505236 -363680 -578205
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4986,
    "evaluation_days": 1662,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1616371200000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759347653296,
    "expiration_time": 1763642304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.31955
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}
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": [
        [
            418720.8450874458,
            221024.9837011119,
            197695.8613863339,
            11655.4530886258,
            18483.5227608481,
            -6828.0696722222
        ],
        [
            418.720845,
            221.024984,
            197.695861,
            11.655453,
            18.483523,
            -6.82807
        ],
        [
            0.251938,
            0.132987,
            0.118951,
            0.006634,
            0.010205,
            -0.004255
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177547,
            -84070,
            -133054,
            -247796,
            -96322,
            -195111
        ],
        [
            1.305569,
            1.353071,
            1.265617,
            1.011302,
            1.040546,
            0.988133
        ],
        [
            267,
            133,
            134,
            267,
            133,
            134
        ],
        [
            142,
            64,
            78,
            142,
            64,
            78
        ],
        [
            125,
            69,
            56,
            125,
            69,
            56
        ],
        [
            53.183521,
            48.120301,
            58.208955,
            53.183521,
            48.120301,
            58.208955
        ],
        [
            1.149269,
            1.458779,
            0.908648,
            0.890231,
            1.121838,
            0.709429
        ],
        [
            124172,
            124172,
            44614,
            46695,
            42129,
            46695
        ],
        [
            -66673,
            -30837,
            -66673,
            -51577,
            -22577,
            -51577
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            4948,
            2458,
            2490,
            4948,
            2458,
            2490
        ],
        [
            8.153395,
            0,
            39.153395,
            8.153395,
            0,
            39.153395
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393972,
            -15736,
            -33425,
            -505236,
            -363680,
            -578205
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4986,
    "evaluation_days": 1662,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1616371200000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759347653296,
    "expiration_time": 1763642304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.31955
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}

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)