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Trade: ALICE/USDT/360/KCB/HWMA/3777

Strategy
ALICE/USDT/360/KCB/HWMA/3777
Pair
ALICE_USDT
Interval
6h
Score
553725
Daily Profit
0.364849
Profit Factor
1.236877
Profitability
52.988855
Streak
0.000000
Best Strategy
Training Data Length
1664.500000
Evaluation Time
2025-10-04 22:16
Expiration Time
2025-11-23 12:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 607291.2479 285645.0572 321646.1908 1411162.9587 756614.1164 654548.8423
Total P&L (%) 607.2912 285.6451 321.6462 1411.163 756.6141 654.5488
Avg Daily Profit (%) 0.3648 0.1716 0.1932 0.1633 0.1291 0.1215
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185791 -132346 -116610 -3975877 -2318673 -2324826
Profit Factor 1.2369 1.2171 1.2577 1.046 1.0495 1.0425
Total Trades 987 493 494 987 493 494
Winning Trades 523 259 264 523 259 264
Losing Trades 464 234 230 464 234 230
Profitability (%) 52.9889 52.5355 53.4413 52.9889 52.5355 53.4413
Ratio Avg Win / Avg Loss 1.0973 1.0996 1.0957 0.928 0.9482 0.9083
Largest Winning Trade 60883 60883 46133 742464 514486 742464
Largest Losing Trade -41511 -27349 -41511 -782105 -623822 -782105
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 6583 3288 3295 6583 3288 3295
Profit Streak 0 9.3031 0 0 9.3031 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 553725 385002 364990 -157620 -184217 -203063
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6658,
    "evaluation_days": 1664.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617300000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759605385011,
    "expiration_time": 1763893584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 71,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.49935,
            "nc": 0.97818
        }
    }
}
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": [
        [
            607291.247939227,
            285645.0571764249,
            321646.190762802,
            1411162.9586892375,
            756614.1163760788,
            654548.84231316
        ],
        [
            607.291248,
            285.645057,
            321.646191,
            1411.162959,
            756.614116,
            654.548842
        ],
        [
            0.364849,
            0.17161,
            0.193239,
            0.163273,
            0.12912,
            0.121489
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185791,
            -132346,
            -116610,
            -3975877,
            -2318673,
            -2324826
        ],
        [
            1.236877,
            1.217101,
            1.257726,
            1.046012,
            1.049516,
            1.042532
        ],
        [
            987,
            493,
            494,
            987,
            493,
            494
        ],
        [
            523,
            259,
            264,
            523,
            259,
            264
        ],
        [
            464,
            234,
            230,
            464,
            234,
            230
        ],
        [
            52.988855,
            52.535497,
            53.441296,
            52.988855,
            52.535497,
            53.441296
        ],
        [
            1.097344,
            1.09962,
            1.095746,
            0.92801,
            0.948211,
            0.908266
        ],
        [
            60883,
            60883,
            46133,
            742464,
            514486,
            742464
        ],
        [
            -41511,
            -27349,
            -41511,
            -782105,
            -623822,
            -782105
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6583,
            3288,
            3295,
            6583,
            3288,
            3295
        ],
        [
            0,
            9.303067,
            0,
            0,
            9.303067,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            553725,
            385002,
            364990,
            -157620,
            -184217,
            -203063
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6658,
    "evaluation_days": 1664.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617300000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759605385011,
    "expiration_time": 1763893584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 71,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.49935,
            "nc": 0.97818
        }
    }
}

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)