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Trade: ALICE/USDT/720/SMA/SUPERTREND/9771

Strategy
ALICE/USDT/720/SMA/SUPERTREND/9771
Pair
ALICE_USDT
Interval
12h
Score
359202
Daily Profit
0.205438
Profit Factor
1.279713
Profitability
54.609929
Streak
0.000000
Best Strategy
Training Data Length
1667.000000
Evaluation Time
2025-10-06 17:37
Expiration Time
2025-11-25 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 342465.4001 167616.4634 174848.9368 141335.5614 43564.5128 97771.0486
Total P&L (%) 342.4654 167.6165 174.8489 141.3356 43.5645 97.771
Avg Daily Profit (%) 0.2054 0.1006 0.1049 0.0529 0.0217 0.0409
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115762 -122127 -86311 -188719 -190534 -151286
Profit Factor 1.2797 1.2535 1.3104 1.0883 1.0519 1.1285
Total Trades 282 141 141 282 141 141
Winning Trades 154 82 72 154 82 72
Losing Trades 128 59 69 128 59 69
Profitability (%) 54.6099 58.156 51.0638 54.6099 58.156 51.0638
Ratio Avg Win / Avg Loss 1.0637 0.9019 1.2558 0.9046 0.7569 1.0814
Largest Winning Trade 78567 78567 35655 69967 69967 49532
Largest Losing Trade -45726 -45726 -29827 -68567 -66512 -68567
Avg Bars in Trades 11 12 9 11 12 9
Avg Bars in Winners 11 11 11 11 11 11
Avg Bars in Losers 10 14 6 10 14 6
Bars Traded 3139 1826 1312 3139 1826 1312
Profit Streak 0 14.1093 0 0 14.1093 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359202 -58856 -52572 -245002 -329109 -217247
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3334,
    "evaluation_days": 1667,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622246400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759761439567,
    "expiration_time": 1764072864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 181,
            "offset": 0,
            "multiplier": 1.35814
        }
    }
}
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": [
        [
            342465.40014958,
            167616.4633850922,
            174848.9367644882,
            141335.561393257,
            43564.5128099162,
            97771.048583341
        ],
        [
            342.4654,
            167.616463,
            174.848937,
            141.335561,
            43.564513,
            97.771049
        ],
        [
            0.205438,
            0.10055,
            0.104888,
            0.052864,
            0.021695,
            0.040917
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115762,
            -122127,
            -86311,
            -188719,
            -190534,
            -151286
        ],
        [
            1.279713,
            1.25353,
            1.310448,
            1.088329,
            1.051927,
            1.12845
        ],
        [
            282,
            141,
            141,
            282,
            141,
            141
        ],
        [
            154,
            82,
            72,
            154,
            82,
            72
        ],
        [
            128,
            59,
            69,
            128,
            59,
            69
        ],
        [
            54.609929,
            58.156028,
            51.06383,
            54.609929,
            58.156028,
            51.06383
        ],
        [
            1.063657,
            0.90193,
            1.255846,
            0.904585,
            0.756874,
            1.081431
        ],
        [
            78567,
            78567,
            35655,
            69967,
            69967,
            49532
        ],
        [
            -45726,
            -45726,
            -29827,
            -68567,
            -66512,
            -68567
        ],
        [
            11,
            12,
            9,
            11,
            12,
            9
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            10,
            14,
            6,
            10,
            14,
            6
        ],
        [
            3139,
            1826,
            1312,
            3139,
            1826,
            1312
        ],
        [
            0,
            14.109254,
            0,
            0,
            14.109254,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359202,
            -58856,
            -52572,
            -245002,
            -329109,
            -217247
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3334,
    "evaluation_days": 1667,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622246400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759761439567,
    "expiration_time": 1764072864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 181,
            "offset": 0,
            "multiplier": 1.35814
        }
    }
}

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)