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Trade: ALICE/USDT/480/JMA/SSF/5652

Strategy
ALICE/USDT/480/JMA/SSF/5652
Pair
ALICE_USDT
Interval
8h
Score
369794
Daily Profit
0.178065
Profit Factor
1.498519
Profitability
55.952381
Streak
23.660535
Best Strategy
Training Data Length
1666.670000
Evaluation Time
2025-10-06 18:51
Expiration Time
2025-11-25 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296776.3378 78197.4065 218578.9314 61325.3426 -518255.0588 579580.4014
Total P&L (%) 296.7763 78.1974 218.5789 61.3253 -518.2551 579.5804
Avg Daily Profit (%) 0.1781 0.0469 0.1311 0.0287 0 0.115
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197502 -133900 -121376 -2350031 -999435 -1720426
Profit Factor 1.4985 1.2188 1.9189 1.0127 0.7808 1.2363
Total Trades 84 42 42 84 42 42
Winning Trades 47 18 29 47 18 29
Losing Trades 37 24 13 37 24 13
Profitability (%) 55.9524 42.8571 69.0476 55.9524 42.8571 69.0476
Ratio Avg Win / Avg Loss 1.1797 1.625 0.8602 0.7973 1.041 0.5542
Largest Winning Trade 136284 136284 37315 447783 412092 447783
Largest Losing Trade -55268 -52765 -55268 -1373150 -781979 -1373150
Avg Bars in Trades 58 67 48 58 67 48
Avg Bars in Winners 38 39 37 38 39 37
Avg Bars in Losers 83 88 73 83 88 73
Bars Traded 4890 2843 2047 4890 2843 2047
Profit Streak 23.6605 0 44.6605 23.6605 0 44.6605
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369794 -132284 -14010 -361766 -581845 -37902
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 1666.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617091200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759765870272,
    "expiration_time": 1764057600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 108,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            296776.337845722,
            78197.4064806299,
            218578.9313650922,
            61325.3426213938,
            -518255.0588252615,
            579580.4014466552
        ],
        [
            296.776338,
            78.197406,
            218.578931,
            61.325343,
            -518.255059,
            579.580401
        ],
        [
            0.178065,
            0.046918,
            0.131147,
            0.028699,
            0,
            0.115044
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197502,
            -133900,
            -121376,
            -2350031,
            -999435,
            -1720426
        ],
        [
            1.498519,
            1.218764,
            1.918924,
            1.012732,
            0.780765,
            1.23632
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            47,
            18,
            29,
            47,
            18,
            29
        ],
        [
            37,
            24,
            13,
            37,
            24,
            13
        ],
        [
            55.952381,
            42.857143,
            69.047619,
            55.952381,
            42.857143,
            69.047619
        ],
        [
            1.179685,
            1.625018,
            0.860207,
            0.797257,
            1.041019,
            0.554212
        ],
        [
            136284,
            136284,
            37315,
            447783,
            412092,
            447783
        ],
        [
            -55268,
            -52765,
            -55268,
            -1373150,
            -781979,
            -1373150
        ],
        [
            58,
            67,
            48,
            58,
            67,
            48
        ],
        [
            38,
            39,
            37,
            38,
            39,
            37
        ],
        [
            83,
            88,
            73,
            83,
            88,
            73
        ],
        [
            4890,
            2843,
            2047,
            4890,
            2843,
            2047
        ],
        [
            23.660535,
            0,
            44.660535,
            23.660536,
            0,
            44.660536
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369794,
            -132284,
            -14010,
            -361766,
            -581845,
            -37902
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 1666.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617091200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759765870272,
    "expiration_time": 1764057600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 108,
            "offset": 0,
            "poles": 3
        }
    }
}

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)