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Trade: ALICE/USDT/720/PWMA/HWMA/7205

Strategy
ALICE/USDT/720/PWMA/HWMA/7205
Pair
ALICE_USDT
Interval
12h
Score
379446
Daily Profit
0.203739
Profit Factor
1.594416
Profitability
56.626506
Streak
42.693533
Best Strategy
Training Data Length
1666.000000
Evaluation Time
2025-10-05 19:38
Expiration Time
2025-11-24 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 339428.8209 182582.6791 156846.1418 94058.0108 -363930.1779 457988.1886
Total P&L (%) 339.4288 182.5827 156.8461 94.058 -363.9302 457.9882
Avg Daily Profit (%) 0.2037 0.1096 0.0941 0.0398 0 0.1032
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200036 -128685 -86954 -1993809 -1134128 -1255344
Profit Factor 1.5944 1.5221 1.7088 1.0181 0.8797 1.2107
Total Trades 83 41 42 83 41 42
Winning Trades 47 21 26 47 21 26
Losing Trades 36 20 16 36 20 16
Profitability (%) 56.6265 51.2195 61.9048 56.6265 51.2195 61.9048
Ratio Avg Win / Avg Loss 1.2213 1.4496 1.0516 0.7798 0.8378 0.745
Largest Winning Trade 183336 183336 68368 636672 376768 636672
Largest Losing Trade -50519 -46639 -50519 -862196 -461833 -862196
Avg Bars in Trades 37 48 26 37 48 26
Avg Bars in Winners 38 51 28 38 51 28
Avg Bars in Losers 36 46 22 36 46 22
Bars Traded 3127 2008 1119 3127 2008 1119
Profit Streak 42.6935 42.6935 80.1935 42.6935 42.6935 80.1935
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379446 -44495 -61873 -341023 -580032 -53996
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3332,
    "evaluation_days": 1666,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1623153600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759682321288,
    "expiration_time": 1763983872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 171,
            "na": 0.2,
            "nb": 0.22589,
            "nc": 0.1
        }
    }
}
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": [
        [
            339428.8209432385,
            182582.6791327936,
            156846.1418104445,
            94058.0107561754,
            -363930.1778770676,
            457988.1886332434
        ],
        [
            339.428821,
            182.582679,
            156.846142,
            94.058011,
            -363.930178,
            457.988189
        ],
        [
            0.203739,
            0.109593,
            0.094145,
            0.039803,
            0,
            0.103245
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200036,
            -128685,
            -86954,
            -1993809,
            -1134128,
            -1255344
        ],
        [
            1.594416,
            1.522054,
            1.708781,
            1.018093,
            0.879687,
            1.210691
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            56.626506,
            51.219512,
            61.904762,
            56.626506,
            51.219512,
            61.904762
        ],
        [
            1.221255,
            1.449576,
            1.051558,
            0.779816,
            0.837797,
            0.74504
        ],
        [
            183336,
            183336,
            68368,
            636672,
            376768,
            636672
        ],
        [
            -50519,
            -46639,
            -50519,
            -862196,
            -461833,
            -862196
        ],
        [
            37,
            48,
            26,
            37,
            48,
            26
        ],
        [
            38,
            51,
            28,
            38,
            51,
            28
        ],
        [
            36,
            46,
            22,
            36,
            46,
            22
        ],
        [
            3127,
            2008,
            1119,
            3127,
            2008,
            1119
        ],
        [
            42.693533,
            42.693533,
            80.193533,
            42.693533,
            42.693533,
            80.193533
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379446,
            -44495,
            -61873,
            -341023,
            -580032,
            -53996
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3332,
    "evaluation_days": 1666,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1623153600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759682321288,
    "expiration_time": 1763983872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 171,
            "na": 0.2,
            "nb": 0.22589,
            "nc": 0.1
        }
    }
}

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)