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Trade: ALICE/USDT/360/WMA/SWMA/8284

Strategy
ALICE/USDT/360/WMA/SWMA/8284
Pair
ALICE_USDT
Interval
6h
Score
321161
Daily Profit
0.157427
Profit Factor
1.368693
Profitability
58.695652
Streak
59.011896
Best Strategy
Training Data Length
1669.000000
Evaluation Time
2025-10-09 09:17
Expiration Time
2025-11-28 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 262745.2359 89213.3031 173531.9328 -70404.7196 -60374.9552 -10029.7644
Total P&L (%) 262.7452 89.2133 173.5319 -70.4047 -60.375 -10.0298
Avg Daily Profit (%) 0.1574 0.0535 0.104 -0.0729 -0.0554 -0.0063
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157171 -166856 -111043 -460114 -456646 -235544
Profit Factor 1.3687 1.2161 1.5788 0.9457 0.9233 0.9803
Total Trades 92 46 46 92 46 46
Winning Trades 54 23 31 54 23 31
Losing Trades 38 23 15 38 23 15
Profitability (%) 58.6957 50 67.3913 58.6957 50 67.3913
Ratio Avg Win / Avg Loss 0.9632 1.2161 0.764 0.6655 0.9233 0.4743
Largest Winning Trade 110686 110686 51667 180358 180358 57184
Largest Losing Trade -87492 -46737 -87492 -218549 -218549 -136031
Avg Bars in Trades 70 63 76 70 63 76
Avg Bars in Winners 57 46 66 57 46 66
Avg Bars in Losers 88 81 98 88 81 98
Bars Traded 6484 2943 3541 6484 2943 3541
Profit Streak 59.0119 59.0119 77.0119 59.0119 59.0119 77.0119
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321161 -120913 -50760 -577951 -579726 -577485
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6676,
    "evaluation_days": 1669,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619568000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759990627788,
    "expiration_time": 1764294048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 111,
            "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": [
        [
            262745.2359119255,
            89213.3031036212,
            173531.9328083044,
            -70404.7195676265,
            -60374.9552090763,
            -10029.76435855
        ],
        [
            262.745236,
            89.213303,
            173.531933,
            -70.40472,
            -60.374955,
            -10.029764
        ],
        [
            0.157427,
            0.053453,
            0.103974,
            -0.072925,
            -0.055449,
            -0.006332
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157171,
            -166856,
            -111043,
            -460114,
            -456646,
            -235544
        ],
        [
            1.368693,
            1.216096,
            1.578831,
            0.945659,
            0.923273,
            0.980285
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            54,
            23,
            31,
            54,
            23,
            31
        ],
        [
            38,
            23,
            15,
            38,
            23,
            15
        ],
        [
            58.695652,
            50,
            67.391304,
            58.695652,
            50,
            67.391304
        ],
        [
            0.963154,
            1.216096,
            0.76395,
            0.665464,
            0.923273,
            0.474331
        ],
        [
            110686,
            110686,
            51667,
            180358,
            180358,
            57184
        ],
        [
            -87492,
            -46737,
            -87492,
            -218549,
            -218549,
            -136031
        ],
        [
            70,
            63,
            76,
            70,
            63,
            76
        ],
        [
            57,
            46,
            66,
            57,
            46,
            66
        ],
        [
            88,
            81,
            98,
            88,
            81,
            98
        ],
        [
            6484,
            2943,
            3541,
            6484,
            2943,
            3541
        ],
        [
            59.011896,
            59.011896,
            77.011896,
            59.011896,
            59.011896,
            77.011896
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321161,
            -120913,
            -50760,
            -577951,
            -579726,
            -577485
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6676,
    "evaluation_days": 1669,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619568000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759990627788,
    "expiration_time": 1764294048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 111,
            "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)