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Trade: ALICE/USDT/480/SINWMA/HWMA/6079

Strategy
ALICE/USDT/480/SINWMA/HWMA/6079
Pair
ALICE_USDT
Interval
8h
Score
454917
Daily Profit
0.358137
Profit Factor
1.736060
Profitability
55.395683
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 594148.7104 271473.2027 322675.5077 1951898.6217 -700441.502 2652340.1237
Total P&L (%) 594.1487 271.4732 322.6755 1951.8986 -700.4415 2652.3401
Avg Daily Profit (%) 0.3581 0.1636 0.1945 0.1823 0 0.2
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77585 -90974 -44775 -3041531 -3262539 -818817
Profit Factor 1.7361 1.5477 2.0356 1.1785 0.9054 1.7501
Total Trades 139 70 69 139 70 69
Winning Trades 77 36 41 77 36 41
Losing Trades 62 34 28 62 34 28
Profitability (%) 55.3957 51.4286 59.4203 55.3957 51.4286 59.4203
Ratio Avg Win / Avg Loss 1.3979 1.4618 1.3902 0.9489 0.8551 1.1952
Largest Winning Trade 97648 97648 44451 1162339 1162339 837188
Largest Losing Trade -43558 -39013 -43558 -1133099 -1133099 -714030
Avg Bars in Trades 34 34 34 34 34 34
Avg Bars in Winners 34 34 34 34 34 34
Avg Bars in Losers 34 34 34 34 34 34
Bars Traded 4778 2405 2373 4778 2405 2373
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454917 -85087 -90127 -16915 -674773 -90214
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4977,
    "evaluation_days": 1659,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1621152000000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759085399699,
    "expiration_time": 1763375328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02407,
            "nb": 0.08713,
            "nc": 0.46584
        }
    }
}
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": [
        [
            594148.7104162594,
            271473.2026831977,
            322675.5077330616,
            1951898.6216945348,
            -700441.5020389868,
            2652340.123733521
        ],
        [
            594.14871,
            271.473203,
            322.675508,
            1951.898622,
            -700.441502,
            2652.340124
        ],
        [
            0.358137,
            0.163637,
            0.1945,
            0.182285,
            0,
            0.200021
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77585,
            -90974,
            -44775,
            -3041531,
            -3262539,
            -818817
        ],
        [
            1.73606,
            1.547749,
            2.035591,
            1.178477,
            0.90535,
            1.750064
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            77,
            36,
            41,
            77,
            36,
            41
        ],
        [
            62,
            34,
            28,
            62,
            34,
            28
        ],
        [
            55.395683,
            51.428571,
            59.42029,
            55.395683,
            51.428571,
            59.42029
        ],
        [
            1.397866,
            1.461763,
            1.39016,
            0.948903,
            0.855052,
            1.195166
        ],
        [
            97648,
            97648,
            44451,
            1162339,
            1162339,
            837188
        ],
        [
            -43558,
            -39013,
            -43558,
            -1133099,
            -1133099,
            -714030
        ],
        [
            34,
            34,
            34,
            34,
            34,
            34
        ],
        [
            34,
            34,
            34,
            34,
            34,
            34
        ],
        [
            34,
            34,
            34,
            34,
            34,
            34
        ],
        [
            4778,
            2405,
            2373,
            4778,
            2405,
            2373
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454917,
            -85087,
            -90127,
            -16915,
            -674773,
            -90214
        ]
    ]
}
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": 1621152000000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759085399699,
    "expiration_time": 1763375328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02407,
            "nb": 0.08713,
            "nc": 0.46584
        }
    }
}

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)