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Trade: ALICE/USDT/120/ALMA/KCL/8141

Strategy
ALICE/USDT/120/ALMA/KCL/8141
Pair
ALICE_USDT
Interval
2h
Score
332915
Daily Profit
0.208740
Profit Factor
1.284571
Profitability
49.042146
Streak
17.227034
Best Strategy
Training Data Length
1668.250000
Evaluation Time
2025-10-08 22:26
Expiration Time
2025-12-07 21:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348230.5783 147935.7284 200294.8498 6488.0551 -403873.7423 410361.7974
Total P&L (%) 348.2306 147.9357 200.2949 6.4881 -403.8737 410.3618
Avg Daily Profit (%) 0.2087 0.0887 0.1201 0.0038 0 0.0978
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170219 -132143 -108544 -1653198 -1191721 -1204339
Profit Factor 1.2846 1.2416 1.3276 1.0008 0.8928 1.1011
Total Trades 261 130 131 261 130 131
Winning Trades 128 59 69 128 59 69
Losing Trades 133 71 62 133 71 62
Profitability (%) 49.0421 45.3846 52.6718 49.0421 45.3846 52.6718
Ratio Avg Win / Avg Loss 1.3348 1.4941 1.1929 1.0399 1.0744 0.9894
Largest Winning Trade 108626 108626 35078 349147 303349 349147
Largest Losing Trade -56852 -39856 -56852 -674800 -415229 -674800
Avg Bars in Trades 75 64 85 75 64 85
Avg Bars in Winners 84 81 86 84 81 86
Avg Bars in Losers 66 51 84 66 51 84
Bars Traded 19671 8443 11229 19671 8443 11229
Profit Streak 17.227 0 32.5604 17.227 0 32.5604
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332915 -76847 -31333 -571613 -581115 -172351
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20019,
    "evaluation_days": 1668.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617163200000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759951615731,
    "expiration_time": 1765135324800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 192,
            "offset": 0,
            "scalar": 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": [
        [
            348230.5782536403,
            147935.728431975,
            200294.8498216654,
            6488.0550561613,
            -403873.7423150212,
            410361.7973711835
        ],
        [
            348.230578,
            147.935728,
            200.29485,
            6.488055,
            -403.873742,
            410.361797
        ],
        [
            0.20874,
            0.088677,
            0.120063,
            0.003768,
            0,
            0.097752
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170219,
            -132143,
            -108544,
            -1653198,
            -1191721,
            -1204339
        ],
        [
            1.284571,
            1.241603,
            1.327604,
            1.000829,
            0.892828,
            1.10107
        ],
        [
            261,
            130,
            131,
            261,
            130,
            131
        ],
        [
            128,
            59,
            69,
            128,
            59,
            69
        ],
        [
            133,
            71,
            62,
            133,
            71,
            62
        ],
        [
            49.042146,
            45.384615,
            52.671756,
            49.042146,
            45.384615,
            52.671756
        ],
        [
            1.33475,
            1.494132,
            1.192919,
            1.039924,
            1.07442,
            0.989368
        ],
        [
            108626,
            108626,
            35078,
            349147,
            303349,
            349147
        ],
        [
            -56852,
            -39856,
            -56852,
            -674800,
            -415229,
            -674800
        ],
        [
            75,
            64,
            85,
            75,
            64,
            85
        ],
        [
            84,
            81,
            86,
            84,
            81,
            86
        ],
        [
            66,
            51,
            84,
            66,
            51,
            84
        ],
        [
            19671,
            8443,
            11229,
            19671,
            8443,
            11229
        ],
        [
            17.227034,
            0,
            32.560367,
            17.227034,
            0,
            32.560367
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332915,
            -76847,
            -31333,
            -571613,
            -581115,
            -172351
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20019,
    "evaluation_days": 1668.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617163200000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759951615731,
    "expiration_time": 1765135324800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 192,
            "offset": 0,
            "scalar": 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)