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Trade: ALICE/USDT/480/JMA/HILO/1346

Strategy
ALICE/USDT/480/JMA/HILO/1346
Pair
ALICE_USDT
Interval
8h
Score
305441
Daily Profit
0.152460
Profit Factor
1.438260
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
1659.000000
Evaluation Time
2025-09-28 21:50
Expiration Time
2025-11-17 12:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 252930.8506 96766.601 156164.2496 44201.4021 -20472.4088 64673.8109
Total P&L (%) 252.9309 96.7666 156.1643 44.2014 -20.4724 64.6738
Avg Daily Profit (%) 0.1525 0.0583 0.0941 0.0221 -0.0138 0.0301
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82974 -122269 -40178 -139184 -141930 -63495
Profit Factor 1.4383 1.3079 1.5942 1.0595 0.9483 1.1865
Total Trades 95 48 47 95 48 47
Winning Trades 45 19 26 45 19 26
Losing Trades 50 29 21 50 29 21
Profitability (%) 47.3684 39.5833 55.3191 47.3684 39.5833 55.3191
Ratio Avg Win / Avg Loss 1.5981 1.9962 1.2876 1.1772 1.4474 0.9583
Largest Winning Trade 85666 85666 52577 85666 85666 77513
Largest Losing Trade -61821 -36784 -61821 -114781 -82743 -114781
Avg Bars in Trades 48 46 50 48 46 50
Avg Bars in Winners 63 50 73 63 50 73
Avg Bars in Losers 34 43 22 34 43 22
Bars Traded 4592 2210 2382 4592 2210 2382
Profit Streak 0 0 79.7848 0 0 79.7848
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305441 -117754 -64086 -321064 -583073 -168805
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4977,
    "evaluation_days": 1659,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622534400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759085402799,
    "expiration_time": 1763375328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            252930.8506169099,
            96766.6009686633,
            156164.2496482465,
            44201.4021005856,
            -20472.4087938669,
            64673.8108944524
        ],
        [
            252.930851,
            96.766601,
            156.16425,
            44.201402,
            -20.472409,
            64.673811
        ],
        [
            0.15246,
            0.058328,
            0.094132,
            0.022066,
            -0.013807,
            0.030071
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82974,
            -122269,
            -40178,
            -139184,
            -141930,
            -63495
        ],
        [
            1.43826,
            1.307873,
            1.594191,
            1.059515,
            0.948286,
            1.186479
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            45,
            19,
            26,
            45,
            19,
            26
        ],
        [
            50,
            29,
            21,
            50,
            29,
            21
        ],
        [
            47.368421,
            39.583333,
            55.319149,
            47.368421,
            39.583333,
            55.319149
        ],
        [
            1.598066,
            1.996227,
            1.287616,
            1.177239,
            1.447384,
            0.95831
        ],
        [
            85666,
            85666,
            52577,
            85666,
            85666,
            77513
        ],
        [
            -61821,
            -36784,
            -61821,
            -114781,
            -82743,
            -114781
        ],
        [
            48,
            46,
            50,
            48,
            46,
            50
        ],
        [
            63,
            50,
            73,
            63,
            50,
            73
        ],
        [
            34,
            43,
            22,
            34,
            43,
            22
        ],
        [
            4592,
            2210,
            2382,
            4592,
            2210,
            2382
        ],
        [
            0,
            0,
            79.784755,
            0,
            0,
            79.784755
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305441,
            -117754,
            -64086,
            -321064,
            -583073,
            -168805
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4977,
    "evaluation_days": 1659,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622534400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759085402799,
    "expiration_time": 1763375328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)