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Trade: ALICE/USDT/480/HILO/SSF/1111

Strategy
ALICE/USDT/480/HILO/SSF/1111
Pair
ALICE_USDT
Interval
8h
Score
367060
Daily Profit
0.164958
Profit Factor
1.328518
Profitability
51.923077
Streak
48.872249
Best Strategy
Training Data Length
1659.670000
Evaluation Time
2025-09-29 15:56
Expiration Time
2025-11-18 04:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 273776.016 79029.4475 194746.5685 -1021.651 -346304.7713 345283.1202
Total P&L (%) 273.776 79.0294 194.7466 -1.0217 -346.3048 345.2831
Avg Daily Profit (%) 0.165 0.0476 0.1173 -0.0006 0 0.09
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151423 -144320 -93875 -755192 -737851 -480008
Profit Factor 1.3285 1.1524 1.6188 0.9996 0.792 1.3319
Total Trades 156 78 78 156 78 78
Winning Trades 81 33 48 81 33 48
Losing Trades 75 45 30 75 45 30
Profitability (%) 51.9231 42.3077 61.5385 51.9231 42.3077 61.5385
Ratio Avg Win / Avg Loss 1.2301 1.5714 1.0118 0.9256 1.08 0.8325
Largest Winning Trade 130517 130517 39546 203120 203120 173594
Largest Losing Trade -57228 -57228 -53510 -355928 -307577 -355928
Avg Bars in Trades 31 36 26 31 36 26
Avg Bars in Winners 23 28 19 23 28 19
Avg Bars in Losers 40 42 36 40 42 36
Bars Traded 4906 2873 2033 4906 2873 2033
Profit Streak 48.8722 48.8722 65.8722 48.8722 48.8722 65.8722
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367060 -217583 -65421 -578161 -615571 -105175
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4979,
    "evaluation_days": 1659.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1616371200000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759150562328,
    "expiration_time": 1763434656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 103,
            "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": [
        [
            273776.0159766154,
            79029.4475056563,
            194746.5684709591,
            -1021.6510219058,
            -346304.7712677136,
            345283.1202458082
        ],
        [
            273.776016,
            79.029448,
            194.746568,
            -1.021651,
            -346.304771,
            345.28312
        ],
        [
            0.164958,
            0.047618,
            0.117341,
            -0.000619,
            0,
            0.090031
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151423,
            -144320,
            -93875,
            -755192,
            -737851,
            -480008
        ],
        [
            1.328518,
            1.152371,
            1.618825,
            0.999622,
            0.792031,
            1.331929
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            81,
            33,
            48,
            81,
            33,
            48
        ],
        [
            75,
            45,
            30,
            75,
            45,
            30
        ],
        [
            51.923077,
            42.307692,
            61.538462,
            51.923077,
            42.307692,
            61.538462
        ],
        [
            1.230109,
            1.571415,
            1.011766,
            0.925576,
            1.080043,
            0.832456
        ],
        [
            130517,
            130517,
            39546,
            203120,
            203120,
            173594
        ],
        [
            -57228,
            -57228,
            -53510,
            -355928,
            -307577,
            -355928
        ],
        [
            31,
            36,
            26,
            31,
            36,
            26
        ],
        [
            23,
            28,
            19,
            23,
            28,
            19
        ],
        [
            40,
            42,
            36,
            40,
            42,
            36
        ],
        [
            4906,
            2873,
            2033,
            4906,
            2873,
            2033
        ],
        [
            48.872249,
            48.872249,
            65.872249,
            48.872249,
            48.872249,
            65.872249
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367060,
            -217583,
            -65421,
            -578161,
            -615571,
            -105175
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4979,
    "evaluation_days": 1659.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1616371200000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759150562328,
    "expiration_time": 1763434656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 103,
            "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)