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Trade: ALICE/USDT/720/HL2/PWMA/1139

Strategy
ALICE/USDT/720/HL2/PWMA/1139
Pair
ALICE_USDT
Interval
12h
Score
494476
Daily Profit
0.182835
Profit Factor
1.801967
Profitability
76.344086
Streak
60.015583
Best Strategy
Training Data Length
1668.500000
Evaluation Time
2025-10-08 15:22
Expiration Time
2025-11-27 03:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 305059.9678 81935.2836 223124.6842 300153.8856 -108083.4606 408237.3463
Total P&L (%) 305.06 81.9353 223.1247 300.1539 -108.0835 408.2373
Avg Daily Profit (%) 0.1828 0.0491 0.1337 0.0831 0 0.0975
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193799 -182243 -44750 -266193 -320272 -16874
Profit Factor 1.802 1.2825 3.4692 1.4962 0.803 8.2529
Total Trades 93 46 47 93 46 47
Winning Trades 71 32 39 71 32 39
Losing Trades 22 14 8 22 14 8
Profitability (%) 76.3441 69.5652 82.9787 76.3441 69.5652 82.9787
Ratio Avg Win / Avg Loss 0.5584 0.5611 0.7116 0.4636 0.3513 1.6929
Largest Winning Trade 83318 83318 32624 58609 58609 32692
Largest Losing Trade -61699 -61699 -33145 -182010 -182010 -24744
Avg Bars in Trades 32 43 21 32 43 21
Avg Bars in Winners 13 13 12 13 13 12
Avg Bars in Losers 93 109 65 93 109 65
Bars Traded 2999 1985 1014 2999 1985 1014
Profit Streak 60.0156 60.0156 117.0156 60.0156 60.0156 117.0156
Trades During Streak 11 5 7 11 5 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 494476 -124900 -4612 -76710 -576658 -48263
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3337,
    "evaluation_days": 1668.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1626393600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759926146352,
    "expiration_time": 1764206352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 247,
            "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": [
        [
            305059.9677525572,
            81935.283577029,
            223124.6841755281,
            300153.8856432298,
            -108083.4606336294,
            408237.346276859
        ],
        [
            305.059968,
            81.935284,
            223.124684,
            300.153886,
            -108.083461,
            408.237346
        ],
        [
            0.182835,
            0.049107,
            0.133728,
            0.083144,
            0,
            0.097487
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193799,
            -182243,
            -44750,
            -266193,
            -320272,
            -16874
        ],
        [
            1.801967,
            1.28251,
            3.469193,
            1.496163,
            0.803006,
            8.252851
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            71,
            32,
            39,
            71,
            32,
            39
        ],
        [
            22,
            14,
            8,
            22,
            14,
            8
        ],
        [
            76.344086,
            69.565217,
            82.978723,
            76.344086,
            69.565217,
            82.978723
        ],
        [
            0.558356,
            0.561098,
            0.711629,
            0.4636,
            0.351315,
            1.692893
        ],
        [
            83318,
            83318,
            32624,
            58609,
            58609,
            32692
        ],
        [
            -61699,
            -61699,
            -33145,
            -182010,
            -182010,
            -24744
        ],
        [
            32,
            43,
            21,
            32,
            43,
            21
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            93,
            109,
            65,
            93,
            109,
            65
        ],
        [
            2999,
            1985,
            1014,
            2999,
            1985,
            1014
        ],
        [
            60.015583,
            60.015583,
            117.015583,
            60.015583,
            60.015583,
            117.015583
        ],
        [
            11,
            5,
            7,
            11,
            5,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            494476,
            -124900,
            -4612,
            -76710,
            -576658,
            -48263
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3337,
    "evaluation_days": 1668.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1626393600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759926146352,
    "expiration_time": 1764206352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 247,
            "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)