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Trade: ALICE/USDT/720/HL2/HWMA/2874

Strategy
ALICE/USDT/720/HL2/HWMA/2874
Pair
ALICE_USDT
Interval
12h
Score
368971
Daily Profit
0.174491
Profit Factor
1.251174
Profitability
53.529412
Streak
37.070673
Best Strategy
Training Data Length
1663.500000
Evaluation Time
2025-10-03 04:41
Expiration Time
2025-11-21 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 290266.5448 132903.9583 157362.5865 -86260.121 -63295.7432 -22964.3778
Total P&L (%) 290.2665 132.904 157.3626 -86.2601 -63.2957 -22.9644
Avg Daily Profit (%) 0.1745 0.0799 0.0946 -0.1192 -0.0602 -0.0157
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177520 -113129 -90812 -86582 -49080 -45740
Profit Factor 1.2512 1.2067 1.3069 0.6264 0.5269 0.7635
Total Trades 170 85 85 170 85 85
Winning Trades 91 39 52 91 39 52
Losing Trades 79 46 33 79 46 33
Profitability (%) 53.5294 45.8824 61.1765 53.5294 45.8824 61.1765
Ratio Avg Win / Avg Loss 1.0862 1.4233 0.8294 0.5438 0.6214 0.4845
Largest Winning Trade 118013 118013 55523 9415 9415 5731
Largest Losing Trade -90812 -42126 -90812 -43336 -21908 -43336
Avg Bars in Trades 19 19 19 19 19 19
Avg Bars in Winners 19 19 19 19 19 19
Avg Bars in Losers 19 19 19 19 19 19
Bars Traded 3309 1647 1662 3309 1647 1662
Profit Streak 37.0707 37.0707 47.0707 37.0707 37.0707 47.0707
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368971 -87873 -65551 -577717 -581883 -578111
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3327,
    "evaluation_days": 1663.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1615766400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759455706197,
    "expiration_time": 1763761392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.27353
        }
    }
}
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": [
        [
            290266.5447931503,
            132903.9583283798,
            157362.5864647707,
            -86260.1210154918,
            -63295.7432289288,
            -22964.377786563
        ],
        [
            290.266545,
            132.903958,
            157.362586,
            -86.260121,
            -63.295743,
            -22.964378
        ],
        [
            0.174491,
            0.079894,
            0.094597,
            -0.119248,
            -0.060233,
            -0.015683
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177520,
            -113129,
            -90812,
            -86582,
            -49080,
            -45740
        ],
        [
            1.251174,
            1.206718,
            1.306919,
            0.626356,
            0.526853,
            0.763463
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            91,
            39,
            52,
            91,
            39,
            52
        ],
        [
            79,
            46,
            33,
            79,
            46,
            33
        ],
        [
            53.529412,
            45.882353,
            61.176471,
            53.529412,
            45.882353,
            61.176471
        ],
        [
            1.086184,
            1.423309,
            0.829391,
            0.54376,
            0.621416,
            0.484506
        ],
        [
            118013,
            118013,
            55523,
            9415,
            9415,
            5731
        ],
        [
            -90812,
            -42126,
            -90812,
            -43336,
            -21908,
            -43336
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            3309,
            1647,
            1662,
            3309,
            1647,
            1662
        ],
        [
            37.070673,
            37.070673,
            47.070673,
            37.070674,
            37.070674,
            47.070674
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368971,
            -87873,
            -65551,
            -577717,
            -581883,
            -578111
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3327,
    "evaluation_days": 1663.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1615766400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759455706197,
    "expiration_time": 1763761392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.27353
        }
    }
}

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)