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Trade: ALICE/USDT/720/HMA/BBM/6892

Strategy
ALICE/USDT/720/HMA/BBM/6892
Pair
ALICE_USDT
Interval
12h
Score
444637
Daily Profit
0.193081
Profit Factor
1.485258
Profitability
72.897196
Streak
38.290664
Best Strategy
Training Data Length
1661.500000
Evaluation Time
2025-10-01 09:58
Expiration Time
2025-11-19 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 320804.3991 106333.1258 214471.2733 28665.4422 -238137.599 266803.0412
Total P&L (%) 320.8044 106.3331 214.4713 28.6654 -238.1376 266.803
Avg Daily Profit (%) 0.1931 0.064 0.1291 0.0152 0 0.0783
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197812 -109647 -123954 -891318 -475872 -654249
Profit Factor 1.4853 1.268 1.8115 1.0126 0.8191 1.2767
Total Trades 107 53 54 107 53 54
Winning Trades 78 32 46 78 32 46
Losing Trades 29 21 8 29 21 8
Profitability (%) 72.8972 60.3774 85.1852 72.8972 60.3774 85.1852
Ratio Avg Win / Avg Loss 0.5522 0.8321 0.315 0.3765 0.5375 0.222
Largest Winning Trade 76156 76156 33892 166007 166007 147248
Largest Losing Trade -61014 -61014 -60713 -426004 -333790 -426004
Avg Bars in Trades 29 37 22 29 37 22
Avg Bars in Winners 16 17 16 16 17 16
Avg Bars in Losers 65 69 55 65 69 55
Bars Traded 3203 1997 1205 3203 1997 1205
Profit Streak 38.2907 38.2907 293.7907 38.2907 38.2907 293.7907
Trades During Streak 3 1 11 3 1 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 444637 -287418 -193908 -378935 -758942 -264066
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3323,
    "evaluation_days": 1661.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618142400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759301913424,
    "expiration_time": 1763583408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 179,
            "offset": 0,
            "std": 2.43036
        }
    }
}
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": [
        [
            320804.3991048973,
            106333.1258131756,
            214471.2732917218,
            28665.4421983152,
            -238137.5990057408,
            266803.0412040564
        ],
        [
            320.804399,
            106.333126,
            214.471273,
            28.665442,
            -238.137599,
            266.803041
        ],
        [
            0.193081,
            0.063998,
            0.129083,
            0.015171,
            0,
            0.078252
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197812,
            -109647,
            -123954,
            -891318,
            -475872,
            -654249
        ],
        [
            1.485258,
            1.267979,
            1.811456,
            1.01257,
            0.819078,
            1.276689
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            78,
            32,
            46,
            78,
            32,
            46
        ],
        [
            29,
            21,
            8,
            29,
            21,
            8
        ],
        [
            72.897196,
            60.377358,
            85.185185,
            72.897196,
            60.377358,
            85.185185
        ],
        [
            0.552211,
            0.832111,
            0.315036,
            0.376468,
            0.53752,
            0.222033
        ],
        [
            76156,
            76156,
            33892,
            166007,
            166007,
            147248
        ],
        [
            -61014,
            -61014,
            -60713,
            -426004,
            -333790,
            -426004
        ],
        [
            29,
            37,
            22,
            29,
            37,
            22
        ],
        [
            16,
            17,
            16,
            16,
            17,
            16
        ],
        [
            65,
            69,
            55,
            65,
            69,
            55
        ],
        [
            3203,
            1997,
            1205,
            3203,
            1997,
            1205
        ],
        [
            38.290664,
            38.290665,
            293.790664,
            38.290665,
            38.290665,
            293.790665
        ],
        [
            3,
            1,
            11,
            3,
            1,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            444637,
            -287418,
            -193908,
            -378935,
            -758942,
            -264066
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3323,
    "evaluation_days": 1661.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618142400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759301913424,
    "expiration_time": 1763583408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 179,
            "offset": 0,
            "std": 2.43036
        }
    }
}

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)