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Trade: ALICE/USDT/240/HMA/RMA/2142

Strategy
ALICE/USDT/240/HMA/RMA/2142
Pair
ALICE_USDT
Interval
4h
Score
398482
Daily Profit
0.209714
Profit Factor
2.146653
Profitability
45.714286
Streak
112.533335
Best Strategy
Training Data Length
1664.670000
Evaluation Time
2025-10-04 19:48
Expiration Time
2025-11-23 16:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 547610.7865 349104.9021 198505.8844 351083.3522 -137903.4736 488986.8258
Total P&L (%) 547.6108 349.1049 198.5059 351.0834 -137.9035 488.9868
Avg Daily Profit (%) 0.329 0.2097 0.1192 0.0905 0 0.1066
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140136 -146695 -46342 -1019387 -890928 -239227
Profit Factor 2.1285 2.1467 2.0979 1.1586 0.9102 1.7209
Total Trades 69 35 34 69 35 34
Winning Trades 35 16 19 35 16 19
Losing Trades 34 19 15 34 19 15
Profitability (%) 50.7246 45.7143 55.8824 50.7246 45.7143 55.8824
Ratio Avg Win / Avg Loss 2.0677 2.5492 1.6562 1.1255 1.0808 1.3586
Largest Winning Trade 419655 419655 65519 701037 701037 281680
Largest Losing Trade -38074 -38074 -36861 -365814 -365814 -155945
Avg Bars in Trades 137 143 131 137 143 131
Avg Bars in Winners 161 167 156 161 167 156
Avg Bars in Losers 111 122 98 111 122 98
Bars Traded 9465 5010 4455 9465 5010 4455
Profit Streak 112.5333 112.5333 117.2 112.5333 112.5333 117.2
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -91328 398482 -28119 -222668 -579829 -46848
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9988,
    "evaluation_days": 1664.67,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1621411200000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759596480171,
    "expiration_time": 1763908416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 179,
            "offset": 201
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 162,
            "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": [
        [
            547610.7864806001,
            349104.9020962902,
            198505.8843843099,
            351083.3521850813,
            -137903.4735820201,
            488986.8257671013
        ],
        [
            547.610786,
            349.104902,
            198.505884,
            351.083352,
            -137.903474,
            488.986826
        ],
        [
            0.328961,
            0.209714,
            0.119246,
            0.090538,
            0,
            0.106578
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140136,
            -146695,
            -46342,
            -1019387,
            -890928,
            -239227
        ],
        [
            2.128493,
            2.146653,
            2.097913,
            1.158604,
            0.910174,
            1.720852
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            50.724638,
            45.714286,
            55.882353,
            50.724638,
            45.714286,
            55.882353
        ],
        [
            2.067679,
            2.549151,
            1.656247,
            1.125501,
            1.080832,
            1.358567
        ],
        [
            419655,
            419655,
            65519,
            701037,
            701037,
            281680
        ],
        [
            -38074,
            -38074,
            -36861,
            -365814,
            -365814,
            -155945
        ],
        [
            137,
            143,
            131,
            137,
            143,
            131
        ],
        [
            161,
            167,
            156,
            161,
            167,
            156
        ],
        [
            111,
            122,
            98,
            111,
            122,
            98
        ],
        [
            9465,
            5010,
            4455,
            9465,
            5010,
            4455
        ],
        [
            112.533335,
            112.533335,
            117.200002,
            112.533335,
            112.533335,
            117.200002
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -91328,
            398482,
            -28119,
            -222668,
            -579829,
            -46848
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9988,
    "evaluation_days": 1664.67,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1621411200000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759596480171,
    "expiration_time": 1763908416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 179,
            "offset": 201
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 162,
            "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)