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Trade: ALICE/USDT/120/SSF/MIDPOINT/8392

Strategy
ALICE/USDT/120/SSF/MIDPOINT/8392
Pair
ALICE_USDT
Interval
2h
Score
329896
Daily Profit
0.230749
Profit Factor
1.221322
Profitability
43.953488
Streak
8.745798
Best Strategy
Training Data Length
1664.250000
Evaluation Time
2025-10-04 22:53
Expiration Time
2025-12-03 17:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 384023.5174 220020.3646 164003.1529 -34784.0212 -229946.362 195162.3408
Total P&L (%) 384.0235 220.0204 164.0032 -34.784 -229.9464 195.1623
Avg Daily Profit (%) 0.2307 0.1322 0.0985 -0.0257 0 0.0651
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -226900 -135427 -133995 -728146 -484981 -467705
Profit Factor 1.2213 1.2277 1.2133 0.9905 0.8814 1.1134
Total Trades 430 215 215 430 215 215
Winning Trades 189 88 101 189 88 101
Losing Trades 241 127 114 241 127 114
Profitability (%) 43.9535 40.9302 46.9767 43.9535 40.9302 46.9767
Ratio Avg Win / Avg Loss 1.5573 1.7718 1.3695 1.263 1.272 1.2567
Largest Winning Trade 200663 200663 39391 174561 115920 174561
Largest Losing Trade -35750 -35750 -34316 -116110 -75161 -116110
Avg Bars in Trades 45 51 40 45 51 40
Avg Bars in Winners 60 69 52 60 69 52
Avg Bars in Losers 34 39 29 34 39 29
Bars Traded 19762 11122 8640 19762 11122 8640
Profit Streak 8.7458 9.1625 0 8.7458 9.1625 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329896 -18071 -62464 -578545 -581401 -202427
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19971,
    "evaluation_days": 1664.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1616572800000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759607636942,
    "expiration_time": 1764777283200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 138,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 110,
            "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": [
        [
            384023.517432471,
            220020.3645681348,
            164003.152864336,
            -34784.0211927725,
            -229946.3619671763,
            195162.3407744038
        ],
        [
            384.023517,
            220.020365,
            164.003153,
            -34.784021,
            -229.946362,
            195.162341
        ],
        [
            0.230749,
            0.132204,
            0.098545,
            -0.025682,
            0,
            0.065057
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -226900,
            -135427,
            -133995,
            -728146,
            -484981,
            -467705
        ],
        [
            1.221322,
            1.227703,
            1.213303,
            0.990495,
            0.881413,
            1.113427
        ],
        [
            430,
            215,
            215,
            430,
            215,
            215
        ],
        [
            189,
            88,
            101,
            189,
            88,
            101
        ],
        [
            241,
            127,
            114,
            241,
            127,
            114
        ],
        [
            43.953488,
            40.930233,
            46.976744,
            43.953488,
            40.930233,
            46.976744
        ],
        [
            1.557347,
            1.771799,
            1.369471,
            1.263012,
            1.272039,
            1.256739
        ],
        [
            200663,
            200663,
            39391,
            174561,
            115920,
            174561
        ],
        [
            -35750,
            -35750,
            -34316,
            -116110,
            -75161,
            -116110
        ],
        [
            45,
            51,
            40,
            45,
            51,
            40
        ],
        [
            60,
            69,
            52,
            60,
            69,
            52
        ],
        [
            34,
            39,
            29,
            34,
            39,
            29
        ],
        [
            19762,
            11122,
            8640,
            19762,
            11122,
            8640
        ],
        [
            8.745798,
            9.162464,
            0,
            8.745798,
            9.162465,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329896,
            -18071,
            -62464,
            -578545,
            -581401,
            -202427
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19971,
    "evaluation_days": 1664.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1616572800000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759607636942,
    "expiration_time": 1764777283200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 138,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 110,
            "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)