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Trade: ALICE/USDT/720/HLC3/SINWMA/9731

Strategy
ALICE/USDT/720/HLC3/SINWMA/9731
Pair
ALICE_USDT
Interval
12h
Score
504587
Daily Profit
0.151607
Profit Factor
1.810426
Profitability
82.795699
Streak
29.641260
Best Strategy
Training Data Length
1673.500000
Evaluation Time
2025-10-13 06:23
Expiration Time
2025-12-02 06:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 253714.066 39434.7558 214279.3102 124717.7088 -274611.8683 399329.5771
Total P&L (%) 253.7141 39.4348 214.2793 124.7177 -274.6119 399.3296
Avg Daily Profit (%) 0.1516 0.0236 0.128 0.0484 0 0.0961
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115728 -130612 -32991 -554179 -615782 -28887
Profit Factor 1.8104 1.1492 5.4018 1.1558 0.6379 10.4485
Total Trades 93 46 47 93 46 47
Winning Trades 77 37 40 77 37 40
Losing Trades 16 9 7 16 9 7
Profitability (%) 82.7957 80.4348 85.1064 82.7957 80.4348 85.1064
Ratio Avg Win / Avg Loss 0.3762 0.2795 0.9453 0.2402 0.1552 1.8285
Largest Winning Trade 38249 38249 36646 71338 71338 60266
Largest Losing Trade -79266 -79266 -23923 -486599 -486599 -18774
Avg Bars in Trades 33 47 19 33 47 19
Avg Bars in Winners 10 11 9 10 11 9
Avg Bars in Losers 142 192 78 142 192 78
Bars Traded 3077 2165 913 3077 2165 913
Profit Streak 29.6413 29.6413 297.6413 29.6413 29.6413 297.6413
Trades During Streak 3 1 12 3 1 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 504587 -217235 -10498 -172962 -576233 -49822
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3347,
    "evaluation_days": 1673.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1625400000000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760325804859,
    "expiration_time": 1764651312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 224,
            "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": [
        [
            253714.0659919407,
            39434.7557787549,
            214279.3102131858,
            124717.7088022536,
            -274611.8683039244,
            399329.5771061783
        ],
        [
            253.714066,
            39.434756,
            214.27931,
            124.717709,
            -274.611868,
            399.329577
        ],
        [
            0.151607,
            0.023564,
            0.128043,
            0.048394,
            0,
            0.096138
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115728,
            -130612,
            -32991,
            -554179,
            -615782,
            -28887
        ],
        [
            1.810426,
            1.149158,
            5.401812,
            1.155782,
            0.637871,
            10.448522
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            77,
            37,
            40,
            77,
            37,
            40
        ],
        [
            16,
            9,
            7,
            16,
            9,
            7
        ],
        [
            82.795699,
            80.434783,
            85.106383,
            82.795699,
            80.434783,
            85.106383
        ],
        [
            0.376192,
            0.279525,
            0.945317,
            0.240163,
            0.155158,
            1.828491
        ],
        [
            38249,
            38249,
            36646,
            71338,
            71338,
            60266
        ],
        [
            -79266,
            -79266,
            -23923,
            -486599,
            -486599,
            -18774
        ],
        [
            33,
            47,
            19,
            33,
            47,
            19
        ],
        [
            10,
            11,
            9,
            10,
            11,
            9
        ],
        [
            142,
            192,
            78,
            142,
            192,
            78
        ],
        [
            3077,
            2165,
            913,
            3077,
            2165,
            913
        ],
        [
            29.64126,
            29.64126,
            297.64126,
            29.64126,
            29.64126,
            297.64126
        ],
        [
            3,
            1,
            12,
            3,
            1,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            504587,
            -217235,
            -10498,
            -172962,
            -576233,
            -49822
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3347,
    "evaluation_days": 1673.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1625400000000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760325804859,
    "expiration_time": 1764651312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 224,
            "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)