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Trade: ALICE/USDT/480/SSF/SWMA/6884

Strategy
ALICE/USDT/480/SSF/SWMA/6884
Pair
ALICE_USDT
Interval
8h
Score
384601
Daily Profit
0.167505
Profit Factor
1.410559
Profitability
56.637168
Streak
44.802958
Best Strategy
Training Data Length
1670.000000
Evaluation Time
2025-10-09 22:16
Expiration Time
2025-11-28 20:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 279734.0878 73977.7784 205756.3094 70322.3779 -357468.1393 427790.5172
Total P&L (%) 279.7341 73.9778 205.7563 70.3224 -357.4681 427.7905
Avg Daily Profit (%) 0.1675 0.0443 0.1232 0.0319 0 0.0997
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146150 -128604 -97164 -714525 -676474 -262681
Profit Factor 1.4106 1.1889 1.7102 1.0365 0.7023 1.591
Total Trades 113 57 56 113 57 56
Winning Trades 64 29 35 64 29 35
Losing Trades 49 28 21 49 28 21
Profitability (%) 56.6372 50.8772 62.5 56.6372 50.8772 62.5
Ratio Avg Win / Avg Loss 1.08 1.1479 1.0261 0.7936 0.6781 0.9546
Largest Winning Trade 64051 64051 46263 162003 101360 162003
Largest Losing Trade -53889 -43837 -53889 -257895 -257895 -195763
Avg Bars in Trades 43 48 38 43 48 38
Avg Bars in Winners 36 43 31 36 43 31
Avg Bars in Losers 53 54 51 53 54 51
Bars Traded 4957 2786 2171 4957 2786 2171
Profit Streak 44.803 45.1363 44.803 44.803 45.1363 44.803
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384601 -325435 -204280 -329708 -759731 -237608
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5010,
    "evaluation_days": 1670,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1616803200000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760037375565,
    "expiration_time": 1764354240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 53,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 37,
            "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": [
        [
            279734.0878147229,
            73977.7784149524,
            205756.3093997702,
            70322.3778943978,
            -357468.1392970215,
            427790.5171914193
        ],
        [
            279.734088,
            73.977778,
            205.756309,
            70.322378,
            -357.468139,
            427.790517
        ],
        [
            0.167505,
            0.044298,
            0.123207,
            0.031893,
            0,
            0.099662
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146150,
            -128604,
            -97164,
            -714525,
            -676474,
            -262681
        ],
        [
            1.410559,
            1.188898,
            1.710187,
            1.036534,
            0.702346,
            1.590955
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            64,
            29,
            35,
            64,
            29,
            35
        ],
        [
            49,
            28,
            21,
            49,
            28,
            21
        ],
        [
            56.637168,
            50.877193,
            62.5,
            56.637168,
            50.877193,
            62.5
        ],
        [
            1.079959,
            1.147902,
            1.026112,
            0.793596,
            0.678127,
            0.954573
        ],
        [
            64051,
            64051,
            46263,
            162003,
            101360,
            162003
        ],
        [
            -53889,
            -43837,
            -53889,
            -257895,
            -257895,
            -195763
        ],
        [
            43,
            48,
            38,
            43,
            48,
            38
        ],
        [
            36,
            43,
            31,
            36,
            43,
            31
        ],
        [
            53,
            54,
            51,
            53,
            54,
            51
        ],
        [
            4957,
            2786,
            2171,
            4957,
            2786,
            2171
        ],
        [
            44.802958,
            45.136291,
            44.802958,
            44.802958,
            45.136291,
            44.802958
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384601,
            -325435,
            -204280,
            -329708,
            -759731,
            -237608
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5010,
    "evaluation_days": 1670,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1616803200000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760037375565,
    "expiration_time": 1764354240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 53,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 37,
            "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)