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Trade: ALICE/USDT/360/DCM/KCB/9444

Strategy
ALICE/USDT/360/DCM/KCB/9444
Pair
ALICE_USDT
Interval
6h
Score
336678
Daily Profit
0.169076
Profit Factor
1.395784
Profitability
57.894737
Streak
0.000000
Best Strategy
Training Data Length
1654.500000
Evaluation Time
2025-09-27 01:02
Expiration Time
2025-11-13 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 279736.3142 85474.3895 194261.9247 47518.2852 -166503.1411 214021.4263
Total P&L (%) 279.7363 85.4744 194.2619 47.5183 -166.5031 214.0214
Avg Daily Profit (%) 0.1691 0.0517 0.1174 0.0235 0 0.0692
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109291 -97333 -72643 -511845 -388442 -312655
Profit Factor 1.3958 1.2385 1.5575 1.0252 0.8218 1.2258
Total Trades 114 57 57 114 57 57
Winning Trades 66 32 34 66 32 34
Losing Trades 48 25 23 48 25 23
Profitability (%) 57.8947 56.1404 59.6491 57.8947 56.1404 59.6491
Ratio Avg Win / Avg Loss 1.0151 0.9676 1.0536 0.7456 0.6421 0.8292
Largest Winning Trade 63032 56828 63032 182232 77656 182232
Largest Losing Trade -55867 -47639 -55867 -166547 -166547 -163977
Avg Bars in Trades 56 30 81 56 30 81
Avg Bars in Winners 51 19 81 51 19 81
Avg Bars in Losers 62 44 82 62 44 82
Bars Traded 6411 1755 4656 6411 1755 4656
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336678 -305141 -213401 -356122 -760037 -281398
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6618,
    "evaluation_days": 1654.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1620108000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758924157224,
    "expiration_time": 1763003664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 190,
            "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": [
        [
            279736.3141820747,
            85474.3895110915,
            194261.9246709831,
            47518.2852134094,
            -166503.1411013388,
            214021.4263147482
        ],
        [
            279.736314,
            85.47439,
            194.261925,
            47.518285,
            -166.503141,
            214.021426
        ],
        [
            0.169076,
            0.051662,
            0.117414,
            0.023501,
            0,
            0.069186
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109291,
            -97333,
            -72643,
            -511845,
            -388442,
            -312655
        ],
        [
            1.395784,
            1.238529,
            1.5575,
            1.025246,
            0.821839,
            1.225843
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            57.894737,
            56.140351,
            59.649123,
            57.894737,
            56.140351,
            59.649123
        ],
        [
            1.015115,
            0.967601,
            1.053603,
            0.745633,
            0.642062,
            0.829247
        ],
        [
            63032,
            56828,
            63032,
            182232,
            77656,
            182232
        ],
        [
            -55867,
            -47639,
            -55867,
            -166547,
            -166547,
            -163977
        ],
        [
            56,
            30,
            81,
            56,
            30,
            81
        ],
        [
            51,
            19,
            81,
            51,
            19,
            81
        ],
        [
            62,
            44,
            82,
            62,
            44,
            82
        ],
        [
            6411,
            1755,
            4656,
            6411,
            1755,
            4656
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336678,
            -305141,
            -213401,
            -356122,
            -760037,
            -281398
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6618,
    "evaluation_days": 1654.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1620108000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758924157224,
    "expiration_time": 1763003664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 190,
            "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)