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Trade: ALICE/USDT/480/KCU/WMA/3870

Strategy
ALICE/USDT/480/KCU/WMA/3870
Pair
ALICE_USDT
Interval
8h
Score
387553
Daily Profit
0.207375
Profit Factor
1.614112
Profitability
69.230769
Streak
0.000000
Best Strategy
Training Data Length
1670.670000
Evaluation Time
2025-10-10 14:09
Expiration Time
2025-11-29 12:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 346455.0929 119620.8218 226834.271 -1819738.9422 -216527.3699 -1603211.5723
Total P&L (%) 346.4551 119.6208 226.8343 -1819.7389 -216.5274 -1603.2116
Avg Daily Profit (%) 0.2074 0.0716 0.1358 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -188234 -51075 -186695 -2862548 -479053 -2445522
Profit Factor 1.6141 1.8979 1.5264 0.7012 0.8497 0.6552
Total Trades 117 59 58 117 59 58
Winning Trades 81 41 40 42 23 19
Losing Trades 36 18 18 75 36 39
Profitability (%) 69.2308 69.4915 68.9655 35.8974 38.9831 32.7586
Ratio Avg Win / Avg Loss 0.7174 0.8332 0.6869 1.2522 1.33 1.3449
Largest Winning Trade 47168 19799 47168 1247994 318566 1247994
Largest Losing Trade -153735 -27229 -153735 -437027 -169701 -437027
Avg Bars in Trades 41 9 74 41 9 74
Avg Bars in Winners 26 7 47 63 12 126
Avg Bars in Losers 74 13 135 29 7 49
Bars Traded 4867 544 4323 4867 544 4323
Profit Streak 0 0 77.1319 17.4652 67.1319 0
Trades During Streak 0 0 2 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387553 -270388 -188606 -583717 -759517 -766149
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5012,
    "evaluation_days": 1670.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1616745600000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760094596282,
    "expiration_time": 1764413568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 12,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 35,
            "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": [
        [
            346455.0928586132,
            119620.8218329492,
            226834.2710256639,
            -1819738.9421835316,
            -216527.3698935552,
            -1603211.5722899763
        ],
        [
            346.455093,
            119.620822,
            226.834271,
            -1819.738942,
            -216.52737,
            -1603.211572
        ],
        [
            0.207375,
            0.071601,
            0.135774,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -188234,
            -51075,
            -186695,
            -2862548,
            -479053,
            -2445522
        ],
        [
            1.614112,
            1.897924,
            1.526375,
            0.701206,
            0.84969,
            0.655204
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            81,
            41,
            40,
            42,
            23,
            19
        ],
        [
            36,
            18,
            18,
            75,
            36,
            39
        ],
        [
            69.230769,
            69.491525,
            68.965517,
            35.897436,
            38.983051,
            32.758621
        ],
        [
            0.717383,
            0.833235,
            0.686869,
            1.252154,
            1.32995,
            1.344893
        ],
        [
            47168,
            19799,
            47168,
            1247994,
            318566,
            1247994
        ],
        [
            -153735,
            -27229,
            -153735,
            -437027,
            -169701,
            -437027
        ],
        [
            41,
            9,
            74,
            41,
            9,
            74
        ],
        [
            26,
            7,
            47,
            63,
            12,
            126
        ],
        [
            74,
            13,
            135,
            29,
            7,
            49
        ],
        [
            4867,
            544,
            4323,
            4867,
            544,
            4323
        ],
        [
            0,
            0,
            77.131901,
            17.465235,
            67.131901,
            0
        ],
        [
            0,
            0,
            2,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387553,
            -270388,
            -188606,
            -583717,
            -759517,
            -766149
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5012,
    "evaluation_days": 1670.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1616745600000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760094596282,
    "expiration_time": 1764413568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 12,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 35,
            "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)