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Trade: ALICE/USDT/120/SSF/KCL/4750

Strategy
ALICE/USDT/120/SSF/KCL/4750
Pair
ALICE_USDT
Interval
2h
Score
465930
Daily Profit
0.290484
Profit Factor
1.743295
Profitability
60.992908
Streak
19.866831
Best Strategy
Training Data Length
1658.920000
Evaluation Time
2025-09-29 13:48
Expiration Time
2025-11-28 05:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 481890.3761 172009.2067 309881.1694 391987.1531 364185.3999 27801.7531
Total P&L (%) 481.8904 172.0092 309.8812 391.9872 364.1854 27.8018
Avg Daily Profit (%) 0.2905 0.1037 0.1868 0.0961 0.0926 0.0148
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111714 -61041 -122704 -3587776 -828611 -3499645
Profit Factor 1.7433 1.6107 1.8451 1.0487 1.1512 1.0049
Total Trades 141 70 71 141 70 71
Winning Trades 86 38 48 86 38 48
Losing Trades 55 32 23 55 32 23
Profitability (%) 60.9929 54.2857 67.6056 60.9929 54.2857 67.6056
Ratio Avg Win / Avg Loss 1.1149 1.3564 0.8841 0.6707 0.9694 0.4815
Largest Winning Trade 98148 98148 36984 674824 466508 674824
Largest Losing Trade -72005 -45867 -72005 -2747669 -738309 -2747669
Avg Bars in Trades 139 94 184 139 94 184
Avg Bars in Winners 125 94 150 125 94 150
Avg Bars in Losers 160 93 254 160 93 254
Bars Traded 19660 6595 13065 19660 6595 13065
Profit Streak 19.8668 0 63.2002 19.8668 0 63.2002
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465930 -146243 -74778 -230993 -218916 -476182
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19907,
    "evaluation_days": 1658.92,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1616760000000,
    "last_datapoint_time": 1759140000000,
    "evaluation_time": 1759142894243,
    "expiration_time": 1764299894400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 166,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 136,
            "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": [
        [
            481890.376104262,
            172009.2067444297,
            309881.1693598321,
            391987.1530726003,
            364185.3999437096,
            27801.7531288905
        ],
        [
            481.890376,
            172.009207,
            309.881169,
            391.987153,
            364.1854,
            27.801753
        ],
        [
            0.290484,
            0.103687,
            0.186797,
            0.096089,
            0.09258,
            0.014788
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111714,
            -61041,
            -122704,
            -3587776,
            -828611,
            -3499645
        ],
        [
            1.743295,
            1.610713,
            1.845138,
            1.048667,
            1.151153,
            1.004925
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            86,
            38,
            48,
            86,
            38,
            48
        ],
        [
            55,
            32,
            23,
            55,
            32,
            23
        ],
        [
            60.992908,
            54.285714,
            67.605634,
            60.992908,
            54.285714,
            67.605634
        ],
        [
            1.114898,
            1.35639,
            0.884129,
            0.670659,
            0.969392,
            0.481527
        ],
        [
            98148,
            98148,
            36984,
            674824,
            466508,
            674824
        ],
        [
            -72005,
            -45867,
            -72005,
            -2747669,
            -738309,
            -2747669
        ],
        [
            139,
            94,
            184,
            139,
            94,
            184
        ],
        [
            125,
            94,
            150,
            125,
            94,
            150
        ],
        [
            160,
            93,
            254,
            160,
            93,
            254
        ],
        [
            19660,
            6595,
            13065,
            19660,
            6595,
            13065
        ],
        [
            19.866831,
            0,
            63.200165,
            19.866831,
            0,
            63.200165
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465930,
            -146243,
            -74778,
            -230993,
            -218916,
            -476182
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19907,
    "evaluation_days": 1658.92,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1616760000000,
    "last_datapoint_time": 1759140000000,
    "evaluation_time": 1759142894243,
    "expiration_time": 1764299894400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 166,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 136,
            "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)