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Trade: ALICE/USDT/360/HWMA/KCL/7339

Strategy
ALICE/USDT/360/HWMA/KCL/7339
Pair
ALICE_USDT
Interval
6h
Score
468029
Daily Profit
0.253245
Profit Factor
1.945799
Profitability
72.033898
Streak
96.312175
Best Strategy
Training Data Length
1659.250000
Evaluation Time
2025-09-29 10:29
Expiration Time
2025-11-18 02:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 420197.329 137721.2797 282476.0493 -4481229.8049 -1007570.44 -3473659.3649
Total P&L (%) 420.1973 137.7213 282.476 -4481.2298 -1007.5704 -3473.6594
Avg Daily Profit (%) 0.2532 0.083 0.1702 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145735 -62308 -142570 -4556762 -1184387 -3539363
Profit Factor 1.9458 1.7784 2.0566 0.2961 0.4799 0.2158
Total Trades 118 59 59 118 59 59
Winning Trades 85 35 50 33 23 10
Losing Trades 33 24 9 85 36 49
Profitability (%) 72.0339 59.322 84.7458 27.9661 38.9831 16.9492
Ratio Avg Win / Avg Loss 0.7554 1.2194 0.3702 0.7628 0.7512 1.0572
Largest Winning Trade 27233 22792 27233 402132 236989 402132
Largest Losing Trade -142570 -37086 -142570 -543083 -281801 -543083
Avg Bars in Trades 53 25 82 53 25 82
Avg Bars in Winners 41 12 61 75 43 150
Avg Bars in Losers 84 43 196 45 13 68
Bars Traded 6339 1475 4864 6339 1475 4864
Profit Streak 96.3122 0 280.5622 0 114.0622 0
Trades During Streak 1 0 12 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468029 -255069 -162297 -597206 -761179 -821367
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6637,
    "evaluation_days": 1659.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619568000000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759130971894,
    "expiration_time": 1763426376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.25576,
            "nb": 0.04931,
            "nc": 0.18188
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 176,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            420197.3289571173,
            137721.2797046584,
            282476.0492524591,
            -4481229.804857371,
            -1007570.4399917668,
            -3473659.364865604
        ],
        [
            420.197329,
            137.72128,
            282.476049,
            -4481.229805,
            -1007.57044,
            -3473.659365
        ],
        [
            0.253245,
            0.083002,
            0.170243,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145735,
            -62308,
            -142570,
            -4556762,
            -1184387,
            -3539363
        ],
        [
            1.945799,
            1.778359,
            2.056617,
            0.296147,
            0.479933,
            0.215759
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            85,
            35,
            50,
            33,
            23,
            10
        ],
        [
            33,
            24,
            9,
            85,
            36,
            49
        ],
        [
            72.033898,
            59.322034,
            84.745763,
            27.966102,
            38.983051,
            16.949153
        ],
        [
            0.755428,
            1.219446,
            0.370191,
            0.762803,
            0.7512,
            1.057219
        ],
        [
            27233,
            22792,
            27233,
            402132,
            236989,
            402132
        ],
        [
            -142570,
            -37086,
            -142570,
            -543083,
            -281801,
            -543083
        ],
        [
            53,
            25,
            82,
            53,
            25,
            82
        ],
        [
            41,
            12,
            61,
            75,
            43,
            150
        ],
        [
            84,
            43,
            196,
            45,
            13,
            68
        ],
        [
            6339,
            1475,
            4864,
            6339,
            1475,
            4864
        ],
        [
            96.312175,
            0,
            280.562175,
            0,
            114.062175,
            0
        ],
        [
            1,
            0,
            12,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468029,
            -255069,
            -162297,
            -597206,
            -761179,
            -821367
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6637,
    "evaluation_days": 1659.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619568000000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759130971894,
    "expiration_time": 1763426376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.25576,
            "nb": 0.04931,
            "nc": 0.18188
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 176,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)