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Trade: ALICE/USDT/360/SUPERTREND/WMA/9354

Strategy
ALICE/USDT/360/SUPERTREND/WMA/9354
Pair
ALICE_USDT
Interval
6h
Score
397601
Daily Profit
0.207012
Profit Factor
1.588943
Profitability
67.543860
Streak
13.405341
Best Strategy
Training Data Length
1658.500000
Evaluation Time
2025-09-28 18:43
Expiration Time
2025-11-17 08:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 343329.8179 127354.2846 215975.5332 300208.3298 -256526.4706 556734.8003
Total P&L (%) 343.3298 127.3543 215.9755 300.2083 -256.5265 556.7348
Avg Daily Profit (%) 0.207 0.0768 0.1302 0.0837 0 0.1135
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143191 -135811 -60713 -646977 -640335 -147249
Profit Factor 1.5889 1.3916 1.838 1.179 0.7782 2.069
Total Trades 114 57 57 114 57 57
Winning Trades 77 38 39 77 38 39
Losing Trades 37 19 18 37 19 18
Profitability (%) 67.5439 66.6667 68.4211 67.5439 66.6667 68.4211
Ratio Avg Win / Avg Loss 0.7635 0.6958 0.8483 0.5665 0.3891 0.9549
Largest Winning Trade 61560 61560 38423 216066 216066 143266
Largest Losing Trade -57441 -57441 -44379 -576687 -576687 -132764
Avg Bars in Trades 55 62 48 55 62 48
Avg Bars in Winners 39 40 38 39 40 38
Avg Bars in Losers 89 107 69 89 107 69
Bars Traded 6339 3588 2751 6339 3588 2751
Profit Streak 13.4053 0 15.4053 13.4053 0 15.4053
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397601 -269339 -195550 -103414 -758672 -216922
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6634,
    "evaluation_days": 1658.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1620950400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759074221450,
    "expiration_time": 1763359632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 25,
            "offset": 0,
            "multiplier": 3.8874
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    }
}
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": [
        [
            343329.8178573147,
            127354.2846145812,
            215975.5332427336,
            300208.3297809259,
            -256526.4705633062,
            556734.8003442319
        ],
        [
            343.329818,
            127.354285,
            215.975533,
            300.20833,
            -256.526471,
            556.7348
        ],
        [
            0.207012,
            0.076789,
            0.130223,
            0.083654,
            0,
            0.113547
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143191,
            -135811,
            -60713,
            -646977,
            -640335,
            -147249
        ],
        [
            1.588943,
            1.391569,
            1.838028,
            1.17897,
            0.778211,
            2.068999
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            67.54386,
            66.666667,
            68.421053,
            67.54386,
            66.666667,
            68.421053
        ],
        [
            0.763518,
            0.695785,
            0.848321,
            0.566518,
            0.389106,
            0.954923
        ],
        [
            61560,
            61560,
            38423,
            216066,
            216066,
            143266
        ],
        [
            -57441,
            -57441,
            -44379,
            -576687,
            -576687,
            -132764
        ],
        [
            55,
            62,
            48,
            55,
            62,
            48
        ],
        [
            39,
            40,
            38,
            39,
            40,
            38
        ],
        [
            89,
            107,
            69,
            89,
            107,
            69
        ],
        [
            6339,
            3588,
            2751,
            6339,
            3588,
            2751
        ],
        [
            13.405341,
            0,
            15.405341,
            13.405341,
            0,
            15.405341
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397601,
            -269339,
            -195550,
            -103414,
            -758672,
            -216922
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6634,
    "evaluation_days": 1658.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1620950400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759074221450,
    "expiration_time": 1763359632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 25,
            "offset": 0,
            "multiplier": 3.8874
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    }
}

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)