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Trade: ALICE/USDT/720/SMA/JMA/7372

Strategy
ALICE/USDT/720/SMA/JMA/7372
Pair
ALICE_USDT
Interval
12h
Score
424779
Daily Profit
0.318212
Profit Factor
1.665806
Profitability
63.793103
Streak
0.000000
Best Strategy
Training Data Length
1665.000000
Evaluation Time
2025-10-04 21:47
Expiration Time
2025-11-23 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 529822.816 244517.7757 285305.0403 173915.2995 -1274007.5654 1447922.8649
Total P&L (%) 529.8228 244.5178 285.305 173.9153 -1274.0076 1447.9229
Avg Daily Profit (%) 0.3182 0.1469 0.1714 0.0605 0 0.1647
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167338 -139048 -115962 -5475482 -6409034 -3635037
Profit Factor 1.6658 1.4771 2.0073 1.0107 0.8745 1.2387
Total Trades 116 58 58 116 58 58
Winning Trades 74 33 41 74 33 41
Losing Trades 42 25 17 42 25 17
Profitability (%) 63.7931 56.8966 70.6897 63.7931 56.8966 70.6897
Ratio Avg Win / Avg Loss 0.9455 1.119 0.8323 0.5737 0.6625 0.5136
Largest Winning Trade 103538 103538 46539 1633033 1633033 935967
Largest Losing Trade -81359 -62407 -81359 -2578851 -2129162 -2578851
Avg Bars in Trades 27 29 26 27 29 26
Avg Bars in Winners 21 19 22 21 19 22
Avg Bars in Losers 39 41 36 39 41 36
Bars Traded 3231 1686 1545 3231 1686 1545
Profit Streak 0 0 70.2829 0 0 70.2829
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 424779 -174713 -167304 -320114 -759661 -169939
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3330,
    "evaluation_days": 1665,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1619136000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759603644091,
    "expiration_time": 1763894880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 79,
            "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": [
        [
            529822.8160028296,
            244517.7756611764,
            285305.0403416532,
            173915.2995125706,
            -1274007.5653728736,
            1447922.8648854452
        ],
        [
            529.822816,
            244.517776,
            285.30504,
            173.9153,
            -1274.007565,
            1447.922865
        ],
        [
            0.318212,
            0.146858,
            0.171354,
            0.060538,
            0,
            0.16467
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167338,
            -139048,
            -115962,
            -5475482,
            -6409034,
            -3635037
        ],
        [
            1.665806,
            1.477075,
            2.00734,
            1.010722,
            0.874531,
            1.238668
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            74,
            33,
            41,
            74,
            33,
            41
        ],
        [
            42,
            25,
            17,
            42,
            25,
            17
        ],
        [
            63.793103,
            56.896552,
            70.689655,
            63.793103,
            56.896552,
            70.689655
        ],
        [
            0.945457,
            1.118996,
            0.832312,
            0.573653,
            0.662524,
            0.513594
        ],
        [
            103538,
            103538,
            46539,
            1633033,
            1633033,
            935967
        ],
        [
            -81359,
            -62407,
            -81359,
            -2578851,
            -2129162,
            -2578851
        ],
        [
            27,
            29,
            26,
            27,
            29,
            26
        ],
        [
            21,
            19,
            22,
            21,
            19,
            22
        ],
        [
            39,
            41,
            36,
            39,
            41,
            36
        ],
        [
            3231,
            1686,
            1545,
            3231,
            1686,
            1545
        ],
        [
            0,
            0,
            70.282918,
            0,
            0,
            70.282918
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424779,
            -174713,
            -167304,
            -320114,
            -759661,
            -169939
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3330,
    "evaluation_days": 1665,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1619136000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759603644091,
    "expiration_time": 1763894880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 79,
            "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)