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Trade: ALICE/USDT/720/HILO/HMA/3098

Strategy
ALICE/USDT/720/HILO/HMA/3098
Pair
ALICE_USDT
Interval
12h
Score
360981
Daily Profit
0.150612
Profit Factor
1.297521
Profitability
51.572327
Streak
34.196268
Best Strategy
Training Data Length
1672.500000
Evaluation Time
2025-10-12 07:42
Expiration Time
2025-12-01 06:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 251898.5755 89647.8655 162250.71 -11977.3601 -131943.8968 119966.5367
Total P&L (%) 251.8986 89.6479 162.2507 -11.9774 -131.9439 119.9665
Avg Daily Profit (%) 0.1506 0.0536 0.097 -0.0076 0 0.0471
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106306 -107002 -76320 -215514 -296414 -144245
Profit Factor 1.2975 1.1791 1.4689 0.991 0.8327 1.2242
Total Trades 159 80 79 159 80 79
Winning Trades 82 37 45 82 37 45
Losing Trades 77 43 34 77 43 34
Profitability (%) 51.5723 46.25 56.962 51.5723 46.25 56.962
Ratio Avg Win / Avg Loss 1.2184 1.3703 1.1098 0.9305 0.9678 0.9249
Largest Winning Trade 134451 134451 46635 106927 106927 64896
Largest Losing Trade -47461 -47461 -31388 -128746 -128746 -63135
Avg Bars in Trades 20 19 20 20 19 20
Avg Bars in Winners 21 18 22 21 18 22
Avg Bars in Losers 19 20 18 19 20 18
Bars Traded 3215 1573 1642 3215 1573 1642
Profit Streak 34.1963 47.6963 34.1963 34.1963 47.6963 34.1963
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360981 -164528 -87300 -578018 -600427 -156952
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3345,
    "evaluation_days": 1672.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1620864000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760244157581,
    "expiration_time": 1764562320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 110,
            "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": [
        [
            251898.5755053281,
            89647.8654770766,
            162250.7100282516,
            -11977.3601469366,
            -131943.8968039797,
            119966.536657043
        ],
        [
            251.898576,
            89.647865,
            162.25071,
            -11.97736,
            -131.943897,
            119.966537
        ],
        [
            0.150612,
            0.053601,
            0.097011,
            -0.007628,
            0,
            0.047144
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106306,
            -107002,
            -76320,
            -215514,
            -296414,
            -144245
        ],
        [
            1.297521,
            1.179079,
            1.468863,
            0.990953,
            0.832717,
            1.22418
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            82,
            37,
            45,
            82,
            37,
            45
        ],
        [
            77,
            43,
            34,
            77,
            43,
            34
        ],
        [
            51.572327,
            46.25,
            56.962025,
            51.572327,
            46.25,
            56.962025
        ],
        [
            1.218404,
            1.370281,
            1.109808,
            0.930529,
            0.967752,
            0.924936
        ],
        [
            134451,
            134451,
            46635,
            106927,
            106927,
            64896
        ],
        [
            -47461,
            -47461,
            -31388,
            -128746,
            -128746,
            -63135
        ],
        [
            20,
            19,
            20,
            20,
            19,
            20
        ],
        [
            21,
            18,
            22,
            21,
            18,
            22
        ],
        [
            19,
            20,
            18,
            19,
            20,
            18
        ],
        [
            3215,
            1573,
            1642,
            3215,
            1573,
            1642
        ],
        [
            34.196268,
            47.696268,
            34.196268,
            34.196268,
            47.696268,
            34.196268
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360981,
            -164528,
            -87300,
            -578018,
            -600427,
            -156952
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3345,
    "evaluation_days": 1672.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1620864000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760244157581,
    "expiration_time": 1764562320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 110,
            "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)