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Trade: ALICE/USDT/720/PSAR/BBL/6340

Strategy
ALICE/USDT/720/PSAR/BBL/6340
Pair
ALICE_USDT
Interval
12h
Score
348936
Daily Profit
0.160160
Profit Factor
1.291960
Profitability
53.801170
Streak
5.276963
Best Strategy
Training Data Length
1668.000000
Evaluation Time
2025-10-07 21:38
Expiration Time
2025-11-26 14:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 267146.7896 123913.3237 143233.466 -263689.0383 175826.4036 -439515.4419
Total P&L (%) 267.1468 123.9133 143.2335 -263.689 175.8264 -439.5154
Avg Daily Profit (%) 0.1602 0.0743 0.0859 0 0.0608 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -240084 -87324 -155638 -1550267 -321587 -1320906
Profit Factor 1.292 1.3427 1.2588 0.9273 1.163 0.8277
Total Trades 171 86 85 171 86 85
Winning Trades 92 43 49 81 43 38
Losing Trades 79 43 36 90 43 47
Profitability (%) 53.8012 50 57.6471 47.3684 50 44.7059
Ratio Avg Win / Avg Loss 1.1094 1.3427 0.9248 1.0304 1.163 1.0237
Largest Winning Trade 96830 96830 58292 471671 96830 471671
Largest Losing Trade -140324 -26958 -140324 -584329 -163391 -584329
Avg Bars in Trades 19 9 28 19 9 28
Avg Bars in Winners 20 11 28 16 9 25
Avg Bars in Losers 17 8 28 21 10 30
Bars Traded 3258 856 2402 3258 856 2402
Profit Streak 5.277 7.277 0 0 0 11.777
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348936 -92774 -79203 -578961 -152940 -580591
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3336,
    "evaluation_days": 1668,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618660800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759862329620,
    "expiration_time": 1764161856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 68,
            "offset": 0,
            "std": 1.06666
        }
    }
}
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": [
        [
            267146.7896474548,
            123913.3236819242,
            143233.4659655303,
            -263689.0383299491,
            175826.403561979,
            -439515.4418919284
        ],
        [
            267.14679,
            123.913324,
            143.233466,
            -263.689038,
            175.826404,
            -439.515442
        ],
        [
            0.16016,
            0.074289,
            0.085871,
            0,
            0.060846,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -240084,
            -87324,
            -155638,
            -1550267,
            -321587,
            -1320906
        ],
        [
            1.29196,
            1.342687,
            1.258816,
            0.927344,
            1.16301,
            0.827685
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            92,
            43,
            49,
            81,
            43,
            38
        ],
        [
            79,
            43,
            36,
            90,
            43,
            47
        ],
        [
            53.80117,
            50,
            57.647059,
            47.368421,
            50,
            44.705882
        ],
        [
            1.109401,
            1.342687,
            0.924845,
            1.030382,
            1.16301,
            1.023716
        ],
        [
            96830,
            96830,
            58292,
            471671,
            96830,
            471671
        ],
        [
            -140324,
            -26958,
            -140324,
            -584329,
            -163391,
            -584329
        ],
        [
            19,
            9,
            28,
            19,
            9,
            28
        ],
        [
            20,
            11,
            28,
            16,
            9,
            25
        ],
        [
            17,
            8,
            28,
            21,
            10,
            30
        ],
        [
            3258,
            856,
            2402,
            3258,
            856,
            2402
        ],
        [
            5.276963,
            7.276963,
            0,
            0,
            0,
            11.776963
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348936,
            -92774,
            -79203,
            -578961,
            -152940,
            -580591
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3336,
    "evaluation_days": 1668,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618660800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759862329620,
    "expiration_time": 1764161856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 68,
            "offset": 0,
            "std": 1.06666
        }
    }
}

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)