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Trade: ALICE/USDT/720/SUPERTREND/RMA/4482

Strategy
ALICE/USDT/720/SUPERTREND/RMA/4482
Pair
ALICE_USDT
Interval
12h
Score
361056
Daily Profit
0.206501
Profit Factor
1.464741
Profitability
60.483871
Streak
79.821298
Best Strategy
Training Data Length
1672.000000
Evaluation Time
2025-10-11 22:42
Expiration Time
2025-11-30 17:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 345269.8979 176236.95 169032.9479 76928.1768 95975.0342 -19046.8574
Total P&L (%) 345.2699 176.237 169.0329 76.9282 95.975 -19.0469
Avg Daily Profit (%) 0.2065 0.1054 0.1011 0.0341 0.0402 -0.0126
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141209 -74501 -155579 -163507 -106647 -116280
Profit Factor 1.4647 1.5915 1.3799 1.1139 1.3498 0.9525
Total Trades 124 62 62 124 62 62
Winning Trades 75 42 33 75 42 33
Losing Trades 49 20 29 49 20 29
Profitability (%) 60.4839 67.7419 53.2258 60.4839 67.7419 53.2258
Ratio Avg Win / Avg Loss 0.957 0.7578 1.2126 0.7277 0.6428 0.8371
Largest Winning Trade 58787 37647 58787 68228 48391 68228
Largest Losing Trade -76785 -39143 -76785 -73360 -49065 -73360
Avg Bars in Trades 25 12 38 25 12 38
Avg Bars in Winners 24 9 43 24 9 43
Avg Bars in Losers 28 20 33 28 20 33
Bars Traded 3208 803 2405 3208 803 2405
Profit Streak 79.8213 79.8213 94.8213 79.8213 79.8213 94.8213
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361056 -203112 -210642 -241303 -291465 -733980
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3344,
    "evaluation_days": 1672,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1620777600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760211760181,
    "expiration_time": 1764517824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 116,
            "offset": 0,
            "multiplier": 2.89521
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 20,
            "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": [
        [
            345269.8979205965,
            176236.9500449324,
            169032.9478756642,
            76928.1768119968,
            95975.0342198367,
            -19046.8574078399
        ],
        [
            345.269898,
            176.23695,
            169.032948,
            76.928177,
            95.975034,
            -19.046857
        ],
        [
            0.206501,
            0.105405,
            0.101096,
            0.034131,
            0.040248,
            -0.012637
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141209,
            -74501,
            -155579,
            -163507,
            -106647,
            -116280
        ],
        [
            1.464741,
            1.591476,
            1.379876,
            1.113873,
            1.349778,
            0.952522
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            75,
            42,
            33,
            75,
            42,
            33
        ],
        [
            49,
            20,
            29,
            49,
            20,
            29
        ],
        [
            60.483871,
            67.741935,
            53.225806,
            60.483871,
            67.741935,
            53.225806
        ],
        [
            0.956964,
            0.757846,
            1.212618,
            0.72773,
            0.642751,
            0.837065
        ],
        [
            58787,
            37647,
            58787,
            68228,
            48391,
            68228
        ],
        [
            -76785,
            -39143,
            -76785,
            -73360,
            -49065,
            -73360
        ],
        [
            25,
            12,
            38,
            25,
            12,
            38
        ],
        [
            24,
            9,
            43,
            24,
            9,
            43
        ],
        [
            28,
            20,
            33,
            28,
            20,
            33
        ],
        [
            3208,
            803,
            2405,
            3208,
            803,
            2405
        ],
        [
            79.821298,
            79.821298,
            94.821298,
            79.821298,
            79.821298,
            94.821298
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361056,
            -203112,
            -210642,
            -241303,
            -291465,
            -733980
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3344,
    "evaluation_days": 1672,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1620777600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760211760181,
    "expiration_time": 1764517824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 116,
            "offset": 0,
            "multiplier": 2.89521
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 20,
            "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)