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Trade: ALICE/USDT/480/SUPERTREND/WMA/2420

Strategy
ALICE/USDT/480/SUPERTREND/WMA/2420
Pair
ALICE_USDT
Interval
8h
Score
414314
Daily Profit
0.209060
Profit Factor
1.690313
Profitability
67.368421
Streak
13.451402
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 346831.0098 111159.6963 235671.3135 409156.0017 -178805.8826 587961.8842
Total P&L (%) 346.831 111.1597 235.6713 409.156 -178.8059 587.9619
Avg Daily Profit (%) 0.2091 0.067 0.1421 0.0982 0 0.1163
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113031 -117062 -50963 -773790 -669077 -195034
Profit Factor 1.6903 1.3679 2.1767 1.2541 0.8413 2.2158
Total Trades 95 47 48 95 47 48
Winning Trades 64 32 32 64 32 32
Losing Trades 31 15 16 31 15 16
Profitability (%) 67.3684 68.0851 66.6667 67.3684 68.0851 66.6667
Ratio Avg Win / Avg Loss 0.8187 0.6412 1.0884 0.6074 0.3944 1.1079
Largest Winning Trade 42704 42704 41220 186717 186717 186227
Largest Losing Trade -62363 -62363 -31423 -626230 -626230 -131554
Avg Bars in Trades 48 53 43 48 53 43
Avg Bars in Winners 32 32 33 32 32 33
Avg Bars in Losers 80 98 63 80 98 63
Bars Traded 4591 2512 2079 4591 2512 2079
Profit Streak 13.4514 0 15.7847 13.4514 0 15.7847
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414314 -102210 88585 -60412 -578352 -31367
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4977,
    "evaluation_days": 1659,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1621699200000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759085401162,
    "expiration_time": 1763375328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 30,
            "offset": 0,
            "multiplier": 3.15057
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 207,
            "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": [
        [
            346831.009805654,
            111159.696281079,
            235671.3135245749,
            409156.0016620833,
            -178805.8825530474,
            587961.8842151308
        ],
        [
            346.83101,
            111.159696,
            235.671314,
            409.156002,
            -178.805883,
            587.961884
        ],
        [
            0.20906,
            0.067004,
            0.142056,
            0.098154,
            0,
            0.116316
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113031,
            -117062,
            -50963,
            -773790,
            -669077,
            -195034
        ],
        [
            1.690313,
            1.367897,
            2.176727,
            1.254071,
            0.841318,
            2.215841
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            67.368421,
            68.085106,
            66.666667,
            67.368421,
            68.085106,
            66.666667
        ],
        [
            0.818745,
            0.641202,
            1.088364,
            0.60744,
            0.394368,
            1.10792
        ],
        [
            42704,
            42704,
            41220,
            186717,
            186717,
            186227
        ],
        [
            -62363,
            -62363,
            -31423,
            -626230,
            -626230,
            -131554
        ],
        [
            48,
            53,
            43,
            48,
            53,
            43
        ],
        [
            32,
            32,
            33,
            32,
            32,
            33
        ],
        [
            80,
            98,
            63,
            80,
            98,
            63
        ],
        [
            4591,
            2512,
            2079,
            4591,
            2512,
            2079
        ],
        [
            13.451402,
            0,
            15.784736,
            13.451402,
            0,
            15.784736
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414314,
            -102210,
            88585,
            -60412,
            -578352,
            -31367
        ]
    ]
}
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": 1621699200000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759085401162,
    "expiration_time": 1763375328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 30,
            "offset": 0,
            "multiplier": 3.15057
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 207,
            "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)