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Trade: ALICE/USDT/480/SINWMA/KCL/9922

Strategy
ALICE/USDT/480/SINWMA/KCL/9922
Pair
ALICE_USDT
Interval
8h
Score
518162
Daily Profit
0.261982
Profit Factor
2.077167
Profitability
74.226804
Streak
102.758837
Best Strategy
Training Data Length
1667.000000
Evaluation Time
2025-10-06 21:12
Expiration Time
2025-11-25 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436724.5606 156226.636 280497.9246 -9142895.6605 -1679980.1201 -7462915.5404
Total P&L (%) 436.7246 156.2266 280.4979 -9142.8957 -1679.9801 -7462.9155
Avg Daily Profit (%) 0.262 0.0937 0.1683 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174091 -43899 -173278 -9440582 -2086264 -7678300
Profit Factor 2.0772 2.4865 1.9339 0.3327 0.543 0.2557
Total Trades 97 49 48 97 49 48
Winning Trades 72 32 40 31 20 11
Losing Trades 25 17 8 66 29 37
Profitability (%) 74.2268 65.3061 83.3333 31.9588 40.8163 22.9167
Ratio Avg Win / Avg Loss 0.7212 1.321 0.3868 0.7084 0.7873 0.8599
Largest Winning Trade 38376 38376 35768 1155355 481547 1155355
Largest Losing Trade -173278 -43899 -173278 -1559436 -877760 -1559436
Avg Bars in Trades 50 19 81 50 19 81
Avg Bars in Winners 37 14 56 68 26 144
Avg Bars in Losers 87 29 210 41 14 63
Bars Traded 4882 953 3929 4882 953 3929
Profit Streak 102.7588 102.7588 290.4255 0 0 0
Trades During Streak 4 2 11 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 518162 -60905 506193 -587535 -583975 -619963
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 1667,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617552000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759774363563,
    "expiration_time": 1764087264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 63,
            "offset": 0,
            "scalar": 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": [
        [
            436724.5606107899,
            156226.6359833561,
            280497.9246274341,
            -9142895.660454404,
            -1679980.1200569107,
            -7462915.540397492
        ],
        [
            436.724561,
            156.226636,
            280.497925,
            -9142.89566,
            -1679.98012,
            -7462.91554
        ],
        [
            0.261982,
            0.093717,
            0.168265,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174091,
            -43899,
            -173278,
            -9440582,
            -2086264,
            -7678300
        ],
        [
            2.077167,
            2.486539,
            1.933922,
            0.332742,
            0.542991,
            0.255656
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            72,
            32,
            40,
            31,
            20,
            11
        ],
        [
            25,
            17,
            8,
            66,
            29,
            37
        ],
        [
            74.226804,
            65.306122,
            83.333333,
            31.958763,
            40.816327,
            22.916667
        ],
        [
            0.721238,
            1.320974,
            0.386784,
            0.708419,
            0.787338,
            0.859933
        ],
        [
            38376,
            38376,
            35768,
            1155355,
            481547,
            1155355
        ],
        [
            -173278,
            -43899,
            -173278,
            -1559436,
            -877760,
            -1559436
        ],
        [
            50,
            19,
            81,
            50,
            19,
            81
        ],
        [
            37,
            14,
            56,
            68,
            26,
            144
        ],
        [
            87,
            29,
            210,
            41,
            14,
            63
        ],
        [
            4882,
            953,
            3929,
            4882,
            953,
            3929
        ],
        [
            102.758837,
            102.758837,
            290.425504,
            0,
            0,
            0
        ],
        [
            4,
            2,
            11,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            518162,
            -60905,
            506193,
            -587535,
            -583975,
            -619963
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 1667,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617552000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759774363563,
    "expiration_time": 1764087264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 63,
            "offset": 0,
            "scalar": 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)