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Trade: ALICE/USDT/480/FWMA/KCL/6110

Strategy
ALICE/USDT/480/FWMA/KCL/6110
Pair
ALICE_USDT
Interval
8h
Score
591037
Daily Profit
0.154151
Profit Factor
2.683157
Profitability
93.877551
Streak
533.233963
Best Strategy
Training Data Length
1659.330000
Evaluation Time
2025-09-29 08:36
Expiration Time
2025-11-17 20:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 335320.2241 79532.3811 255787.843 434179.4458 79837.668 354341.7778
Total P&L (%) 335.3202 79.5324 255.7878 434.1794 79.8377 354.3418
Avg Daily Profit (%) 0.2021 0.0479 0.1542 0.101 0.0354 0.0913
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77543 -51653 -77543 -482473 -228745 -482473
Profit Factor 2.2113 1.637 2.6832 1.4402 1.2162 1.5742
Total Trades 98 49 49 98 49 49
Winning Trades 84 38 46 84 38 46
Losing Trades 14 11 3 14 11 3
Profitability (%) 85.7143 77.551 93.8776 85.7143 77.551 93.8776
Ratio Avg Win / Avg Loss 0.3686 0.4739 0.175 0.24 0.3521 0.1027
Largest Winning Trade 21067 19113 21067 83644 39981 83644
Largest Losing Trade -77543 -47805 -77543 -482473 -228745 -482473
Avg Bars in Trades 48 28 67 48 28 67
Avg Bars in Winners 29 12 42 29 12 42
Avg Bars in Losers 161 85 440 161 85 440
Bars Traded 4705 1409 3296 4705 1409 3296
Profit Streak 158.5673 158.5673 533.234 158.5673 158.5673 533.234
Trades During Streak 11 5 15 11 5 15
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 562864 -123220 591037 -52261 -142377 -64180
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4978,
    "evaluation_days": 1659.33,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622246400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759124214453,
    "expiration_time": 1763404992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 226,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            335320.2241001266,
            79532.3811119161,
            255787.8429882107,
            434179.4457760279,
            79837.6680219231,
            354341.7777541049
        ],
        [
            335.320224,
            79.532381,
            255.787843,
            434.179446,
            79.837668,
            354.341778
        ],
        [
            0.202082,
            0.04793,
            0.154151,
            0.101029,
            0.035375,
            0.091264
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77543,
            -51653,
            -77543,
            -482473,
            -228745,
            -482473
        ],
        [
            2.211317,
            1.637004,
            2.683157,
            1.440158,
            1.216202,
            1.574164
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            84,
            38,
            46,
            84,
            38,
            46
        ],
        [
            14,
            11,
            3,
            14,
            11,
            3
        ],
        [
            85.714286,
            77.55102,
            93.877551,
            85.714286,
            77.55102,
            93.877551
        ],
        [
            0.368553,
            0.47387,
            0.174989,
            0.240026,
            0.352058,
            0.102663
        ],
        [
            21067,
            19113,
            21067,
            83644,
            39981,
            83644
        ],
        [
            -77543,
            -47805,
            -77543,
            -482473,
            -228745,
            -482473
        ],
        [
            48,
            28,
            67,
            48,
            28,
            67
        ],
        [
            29,
            12,
            42,
            29,
            12,
            42
        ],
        [
            161,
            85,
            440,
            161,
            85,
            440
        ],
        [
            4705,
            1409,
            3296,
            4705,
            1409,
            3296
        ],
        [
            158.567297,
            158.567297,
            533.233963,
            158.567297,
            158.567297,
            533.233964
        ],
        [
            11,
            5,
            15,
            11,
            5,
            15
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            562864,
            -123220,
            591037,
            -52261,
            -142377,
            -64180
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4978,
    "evaluation_days": 1659.33,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622246400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759124214453,
    "expiration_time": 1763404992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 226,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)