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Trade: ALICE/USDT/720/OHLC4/JMA/3510

Strategy
ALICE/USDT/720/OHLC4/JMA/3510
Pair
ALICE_USDT
Interval
12h
Score
421122
Daily Profit
0.158050
Profit Factor
1.689730
Profitability
77.011494
Streak
0.000000
Best Strategy
Training Data Length
1661.500000
Evaluation Time
2025-10-01 03:55
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 262599.4535 60273.9527 202325.5007 94892.8913 -152792.5764 247685.4678
Total P&L (%) 262.5995 60.274 202.3255 94.8929 -152.7926 247.6855
Avg Daily Profit (%) 0.1581 0.0363 0.1218 0.0402 0 0.075
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174684 -160897 -42613 -226517 -281565 -11935
Profit Factor 1.6897 1.1961 3.7594 1.2004 0.6549 9.0728
Total Trades 87 43 44 87 43 44
Winning Trades 67 32 35 67 32 35
Losing Trades 20 11 9 20 11 9
Profitability (%) 77.0115 74.4186 79.5455 77.0115 74.4186 79.5455
Ratio Avg Win / Avg Loss 0.5044 0.4112 0.9667 0.3583 0.2251 2.333
Largest Winning Trade 95113 95113 30004 38394 38394 22217
Largest Losing Trade -64734 -64734 -42613 -155519 -155519 -11935
Avg Bars in Trades 34 44 24 34 44 24
Avg Bars in Winners 17 17 17 17 17 17
Avg Bars in Losers 92 124 53 92 124 53
Bars Traded 3012 1923 1089 3012 1923 1089
Profit Streak 0 114.0386 0 0 114.0386 0
Trades During Streak 0 6 0 0 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421122 -146921 -22168 -137427 -576100 -80074
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": 1623628800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759280131286,
    "expiration_time": 1763583408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 62,
            "offset": 121
        }
    }
}
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": [
        [
            262599.4534637724,
            60273.9527309531,
            202325.5007328195,
            94892.891342484,
            -152792.5764164661,
            247685.4677589501
        ],
        [
            262.599453,
            60.273953,
            202.325501,
            94.892891,
            -152.792576,
            247.685468
        ],
        [
            0.15805,
            0.036277,
            0.121773,
            0.040169,
            0,
            0.075028
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174684,
            -160897,
            -42613,
            -226517,
            -281565,
            -11935
        ],
        [
            1.68973,
            1.196073,
            3.759394,
            1.200448,
            0.65488,
            9.072764
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            20,
            11,
            9,
            20,
            11,
            9
        ],
        [
            77.011494,
            74.418605,
            79.545455,
            77.011494,
            74.418605,
            79.545455
        ],
        [
            0.504397,
            0.41115,
            0.966701,
            0.358343,
            0.225115,
            2.332996
        ],
        [
            95113,
            95113,
            30004,
            38394,
            38394,
            22217
        ],
        [
            -64734,
            -64734,
            -42613,
            -155519,
            -155519,
            -11935
        ],
        [
            34,
            44,
            24,
            34,
            44,
            24
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            92,
            124,
            53,
            92,
            124,
            53
        ],
        [
            3012,
            1923,
            1089,
            3012,
            1923,
            1089
        ],
        [
            0,
            114.038556,
            0,
            0,
            114.038557,
            0
        ],
        [
            0,
            6,
            0,
            0,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421122,
            -146921,
            -22168,
            -137427,
            -576100,
            -80074
        ]
    ]
}
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": 1623628800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759280131286,
    "expiration_time": 1763583408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 62,
            "offset": 121
        }
    }
}

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)