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Trade: ALICE/USDT/720/WMA/HILO/7052

Strategy
ALICE/USDT/720/WMA/HILO/7052
Pair
ALICE_USDT
Interval
12h
Score
388054
Daily Profit
0.220074
Profit Factor
1.505674
Profitability
62.903226
Streak
23.645180
Best Strategy
Training Data Length
1663.000000
Evaluation Time
2025-10-02 18:29
Expiration Time
2025-11-21 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 365983.156 170124.3711 195858.7849 -489031.4792 -11097.4981 -477933.981
Total P&L (%) 365.9832 170.1244 195.8588 -489.0315 -11.0975 -477.934
Avg Daily Profit (%) 0.2201 0.1023 0.1178 0 -0.0071 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -179004 -84008 -195196 -603268 -117253 -517660
Profit Factor 1.5057 1.6798 1.4137 0.5779 0.9608 0.4542
Total Trades 124 62 62 124 62 62
Winning Trades 78 34 44 48 30 18
Losing Trades 46 28 18 76 32 44
Profitability (%) 62.9032 54.8387 70.9677 38.7097 48.3871 29.0323
Ratio Avg Win / Avg Loss 0.888 1.3833 0.5783 0.9151 1.0248 1.1101
Largest Winning Trade 49119 49119 38512 77862 70569 77862
Largest Losing Trade -134061 -45162 -134061 -287208 -36154 -287208
Avg Bars in Trades 25 19 31 25 19 31
Avg Bars in Winners 23 16 28 28 22 39
Avg Bars in Losers 29 22 39 23 16 28
Bars Traded 3180 1199 1981 3180 1199 1981
Profit Streak 23.6452 26.6452 23.6452 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388054 -207069 -187579 -584562 -733641 -745612
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3326,
    "evaluation_days": 1663,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1620820800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759418943592,
    "expiration_time": 1763716896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 29
        }
    }
}
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": [
        [
            365983.1559677859,
            170124.3710959405,
            195858.7848718454,
            -489031.4791707016,
            -11097.498139617,
            -477933.9810310846
        ],
        [
            365.983156,
            170.124371,
            195.858785,
            -489.031479,
            -11.097498,
            -477.933981
        ],
        [
            0.220074,
            0.1023,
            0.117774,
            0,
            -0.007073,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -179004,
            -84008,
            -195196,
            -603268,
            -117253,
            -517660
        ],
        [
            1.505674,
            1.679771,
            1.413652,
            0.577928,
            0.960795,
            0.45415
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            78,
            34,
            44,
            48,
            30,
            18
        ],
        [
            46,
            28,
            18,
            76,
            32,
            44
        ],
        [
            62.903226,
            54.83871,
            70.967742,
            38.709677,
            48.387097,
            29.032258
        ],
        [
            0.887961,
            1.383341,
            0.578312,
            0.915052,
            1.024849,
            1.110144
        ],
        [
            49119,
            49119,
            38512,
            77862,
            70569,
            77862
        ],
        [
            -134061,
            -45162,
            -134061,
            -287208,
            -36154,
            -287208
        ],
        [
            25,
            19,
            31,
            25,
            19,
            31
        ],
        [
            23,
            16,
            28,
            28,
            22,
            39
        ],
        [
            29,
            22,
            39,
            23,
            16,
            28
        ],
        [
            3180,
            1199,
            1981,
            3180,
            1199,
            1981
        ],
        [
            23.64518,
            26.64518,
            23.64518,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388054,
            -207069,
            -187579,
            -584562,
            -733641,
            -745612
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3326,
    "evaluation_days": 1663,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1620820800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759418943592,
    "expiration_time": 1763716896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 29
        }
    }
}

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)