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Trade: ALICE/USDT/120/PWMA/ALMA/3891

Strategy
ALICE/USDT/120/PWMA/ALMA/3891
Pair
ALICE_USDT
Interval
2h
Score
343762
Daily Profit
0.164541
Profit Factor
1.379487
Profitability
60.416667
Streak
39.828794
Best Strategy
Training Data Length
1654.080000
Evaluation Time
2025-09-26 18:53
Expiration Time
2025-11-23 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 272164.265 72607.2232 199557.0417 -9365.8721 -548409.8151 539043.9431
Total P&L (%) 272.1643 72.6072 199.557 -9.3659 -548.4098 539.0439
Avg Daily Profit (%) 0.1645 0.0439 0.1206 -0.0059 0 0.1122
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -231487 -211590 -141549 -974117 -1055064 -544637
Profit Factor 1.3795 1.1635 1.731 0.9963 0.671 1.6215
Total Trades 144 72 72 144 72 72
Winning Trades 87 36 51 87 36 51
Losing Trades 57 36 21 57 36 21
Profitability (%) 60.4167 50 70.8333 60.4167 50 70.8333
Ratio Avg Win / Avg Loss 0.9038 1.1635 0.7128 0.6528 0.671 0.6677
Largest Winning Trade 138457 138457 32907 205427 185077 205427
Largest Losing Trade -62154 -53624 -62154 -421835 -421835 -411290
Avg Bars in Trades 135 160 111 135 160 111
Avg Bars in Winners 89 89 89 89 89 89
Avg Bars in Losers 206 230 166 206 230 166
Bars Traded 19583 11527 8056 19583 11527 8056
Profit Streak 39.8288 39.8288 44.2455 39.8288 39.8288 44.2455
Trades During Streak 7 3 5 7 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343762 -253034 -106379 -577449 -658808 -117437

Evaluation Data

{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19849,
    "evaluation_days": 1654.08,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617422400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758902007815,
    "expiration_time": 1763867260800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 228,
            "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": [
        [
            272164.264984926,
            72607.2232442395,
            199557.0417406863,
            -9365.8720733816,
            -548409.815137872,
            539043.9430644909
        ],
        [
            272.164265,
            72.607223,
            199.557042,
            -9.365872,
            -548.409815,
            539.043943
        ],
        [
            0.164541,
            0.043896,
            0.120645,
            -0.005945,
            0,
            0.112198
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -231487,
            -211590,
            -141549,
            -974117,
            -1055064,
            -544637
        ],
        [
            1.379487,
            1.163456,
            1.731004,
            0.996304,
            0.670991,
            1.621517
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            87,
            36,
            51,
            87,
            36,
            51
        ],
        [
            57,
            36,
            21,
            57,
            36,
            21
        ],
        [
            60.416667,
            50,
            70.833333,
            60.416667,
            50,
            70.833333
        ],
        [
            0.903802,
            1.163456,
            0.712767,
            0.652751,
            0.670991,
            0.667684
        ],
        [
            138457,
            138457,
            32907,
            205427,
            185077,
            205427
        ],
        [
            -62154,
            -53624,
            -62154,
            -421835,
            -421835,
            -411290
        ],
        [
            135,
            160,
            111,
            135,
            160,
            111
        ],
        [
            89,
            89,
            89,
            89,
            89,
            89
        ],
        [
            206,
            230,
            166,
            206,
            230,
            166
        ],
        [
            19583,
            11527,
            8056,
            19583,
            11527,
            8056
        ],
        [
            39.828794,
            39.828794,
            44.245461,
            39.828794,
            39.828794,
            44.245461
        ],
        [
            7,
            3,
            5,
            7,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343762,
            -253034,
            -106379,
            -577449,
            -658808,
            -117437
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19849,
    "evaluation_days": 1654.08,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617422400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758902007815,
    "expiration_time": 1763867260800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 228,
            "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)