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Trade: ALICE/USDT/360/KCB/SWMA/9582

Strategy
ALICE/USDT/360/KCB/SWMA/9582
Pair
ALICE_USDT
Interval
6h
Score
487180
Daily Profit
0.144936
Profit Factor
6.433217
Profitability
83.333333
Streak
262.971883
Best Strategy
Training Data Length
1659.250000
Evaluation Time
2025-09-29 14:19
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 291748.6762 51263.2264 240485.4498 322594.3044 -158109.6269 480703.9313
Total P&L (%) 291.7487 51.2632 240.4855 322.5943 -158.1096 480.7039
Avg Daily Profit (%) 0.1758 0.0309 0.1449 0.0869 0 0.1061
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162058 -170297 -31806 -361184 -432751 -19581
Profit Factor 2.0231 1.2128 6.4332 1.5482 0.7124 13.3928
Total Trades 59 29 30 59 29 30
Winning Trades 46 21 25 46 21 25
Losing Trades 13 8 5 13 8 5
Profitability (%) 77.9661 72.4138 83.3333 77.9661 72.4138 83.3333
Ratio Avg Win / Avg Loss 0.5718 0.462 1.2866 0.4375 0.2714 2.6786
Largest Winning Trade 102257 102257 38220 67112 67112 50735
Largest Losing Trade -58867 -58867 -27676 -179366 -179366 -15393
Avg Bars in Trades 101 138 64 101 138 64
Avg Bars in Winners 38 36 39 38 36 39
Avg Bars in Losers 323 407 189 323 407 189
Bars Traded 5971 4025 1944 5971 4025 1944
Profit Streak 49.7219 49.7219 262.9719 49.7219 49.7219 262.9719
Trades During Streak 7 3 10 7 3 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -165790 -150710 487180 -251278 -576510 -37174
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": 1623218400000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759144770727,
    "expiration_time": 1763426376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 8,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 197,
            "offset": 148
        }
    }
}
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": [
        [
            291748.6762078743,
            51263.2263924549,
            240485.4498154193,
            322594.3044095435,
            -158109.6269206697,
            480703.9313302133
        ],
        [
            291.748676,
            51.263226,
            240.48545,
            322.594304,
            -158.109627,
            480.703931
        ],
        [
            0.175832,
            0.030895,
            0.144936,
            0.086899,
            0,
            0.106072
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162058,
            -170297,
            -31806,
            -361184,
            -432751,
            -19581
        ],
        [
            2.02313,
            1.212807,
            6.433217,
            1.54819,
            0.712362,
            13.392784
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            13,
            8,
            5,
            13,
            8,
            5
        ],
        [
            77.966102,
            72.413793,
            83.333333,
            77.966102,
            72.413793,
            83.333333
        ],
        [
            0.571754,
            0.462022,
            1.286643,
            0.437532,
            0.271376,
            2.678557
        ],
        [
            102257,
            102257,
            38220,
            67112,
            67112,
            50735
        ],
        [
            -58867,
            -58867,
            -27676,
            -179366,
            -179366,
            -15393
        ],
        [
            101,
            138,
            64,
            101,
            138,
            64
        ],
        [
            38,
            36,
            39,
            38,
            36,
            39
        ],
        [
            323,
            407,
            189,
            323,
            407,
            189
        ],
        [
            5971,
            4025,
            1944,
            5971,
            4025,
            1944
        ],
        [
            49.721883,
            49.721883,
            262.971883,
            49.721883,
            49.721883,
            262.971883
        ],
        [
            7,
            3,
            10,
            7,
            3,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -165790,
            -150710,
            487180,
            -251278,
            -576510,
            -37174
        ]
    ]
}
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": 1623218400000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759144770727,
    "expiration_time": 1763426376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 8,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 197,
            "offset": 148
        }
    }
}

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)