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Trade: ALICE/USDT/360/PWMA/SSF/7527

Strategy
ALICE/USDT/360/PWMA/SSF/7527
Pair
ALICE_USDT
Interval
6h
Score
353757
Daily Profit
0.212334
Profit Factor
1.220172
Profitability
50.118203
Streak
0.000000
Best Strategy
Training Data Length
1654.500000
Evaluation Time
2025-09-26 17:02
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 351307.3725 148433.2564 202874.1162 35922.5235 -32118.1927 68040.7161
Total P&L (%) 351.3074 148.4333 202.8741 35.9225 -32.1182 68.0407
Avg Daily Profit (%) 0.2123 0.0897 0.1226 0.0186 -0.0234 0.0314
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -209795 -150943 -153212 -133925 -75043 -69042
Profit Factor 1.2202 1.1717 1.2775 1.0713 0.8926 1.3323
Total Trades 423 212 211 423 212 211
Winning Trades 212 104 108 212 104 108
Losing Trades 211 108 103 211 108 103
Profitability (%) 50.1182 49.0566 51.1848 50.1182 49.0566 51.1848
Ratio Avg Win / Avg Loss 1.2144 1.2168 1.2184 1.0663 0.9269 1.2706
Largest Winning Trade 93568 93568 36206 38678 38678 18812
Largest Losing Trade -45106 -43822 -45106 -42557 -26264 -42557
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 14 13 14 14 13 14
Avg Bars in Losers 17 17 16 17 17 16
Bars Traded 6586 3302 3284 6586 3302 3284
Profit Streak 0 0 8.8353 0 0 8.8353
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353757 -104392 -27717 -310242 -580312 -149171

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": 1616306400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758895371149,
    "expiration_time": 1763003664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 52,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            351307.3725498987,
            148433.2563684131,
            202874.1161814856,
            35922.5234633186,
            -32118.1926859645,
            68040.716149283
        ],
        [
            351.307373,
            148.433256,
            202.874116,
            35.922523,
            -32.118193,
            68.040716
        ],
        [
            0.212334,
            0.089715,
            0.12262,
            0.018552,
            -0.023412,
            0.031376
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -209795,
            -150943,
            -153212,
            -133925,
            -75043,
            -69042
        ],
        [
            1.220172,
            1.171687,
            1.277514,
            1.071305,
            0.89259,
            1.332293
        ],
        [
            423,
            212,
            211,
            423,
            212,
            211
        ],
        [
            212,
            104,
            108,
            212,
            104,
            108
        ],
        [
            211,
            108,
            103,
            211,
            108,
            103
        ],
        [
            50.118203,
            49.056604,
            51.184834,
            50.118203,
            49.056604,
            51.184834
        ],
        [
            1.214417,
            1.216751,
            1.21837,
            1.066252,
            0.92692,
            1.270613
        ],
        [
            93568,
            93568,
            36206,
            38678,
            38678,
            18812
        ],
        [
            -45106,
            -43822,
            -45106,
            -42557,
            -26264,
            -42557
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            14,
            13,
            14,
            14,
            13,
            14
        ],
        [
            17,
            17,
            16,
            17,
            17,
            16
        ],
        [
            6586,
            3302,
            3284,
            6586,
            3302,
            3284
        ],
        [
            0,
            0,
            8.835314,
            0,
            0,
            8.835314
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353757,
            -104392,
            -27717,
            -310242,
            -580312,
            -149171
        ]
    ]
}
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": 1616306400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758895371149,
    "expiration_time": 1763003664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 52,
            "offset": 0,
            "poles": 3
        }
    }
}

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)