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Trade: ALICE/USDT/480/ZLMA/OHLC4/4641

Strategy
ALICE/USDT/480/ZLMA/OHLC4/4641
Pair
ALICE_USDT
Interval
8h
Score
538577
Daily Profit
0.152865
Profit Factor
3.345046
Profitability
81.818182
Streak
0.000000
Best Strategy
Training Data Length
1658.330000
Evaluation Time
2025-09-28 10:50
Expiration Time
2025-11-16 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 463681.3269 210180.137 253501.1899 764092.0332 -103410.4742 867502.5073
Total P&L (%) 463.6813 210.1801 253.5012 764.092 -103.4105 867.5025
Avg Daily Profit (%) 0.2796 0.1267 0.1529 0.1301 0 0.137
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -229037 -196337 -62545 -657987 -725963 -47319
Profit Factor 2.158 1.719 3.345 1.5289 0.917 5.3704
Total Trades 87 43 44 87 43 44
Winning Trades 67 31 36 67 31 36
Losing Trades 20 12 8 20 12 8
Profitability (%) 77.0115 72.093 81.8182 77.0115 72.093 81.8182
Ratio Avg Win / Avg Loss 0.6442 0.6654 0.7433 0.4564 0.355 1.1934
Largest Winning Trade 111122 111122 58147 136884 136884 82691
Largest Losing Trade -57918 -57918 -57122 -429815 -429815 -47319
Avg Bars in Trades 51 68 36 51 68 36
Avg Bars in Winners 27 31 23 27 31 23
Avg Bars in Losers 135 163 93 135 163 93
Bars Traded 4521 2934 1587 4521 2934 1587
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 491055 -20421 538577 -15060 -577863 46487
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4975,
    "evaluation_days": 1658.33,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1620316800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759045828208,
    "expiration_time": 1763316000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 158
        }
    }
}
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": [
        [
            463681.3269207553,
            210180.1370202706,
            253501.1899004844,
            764092.0331674735,
            -103410.4741724223,
            867502.5073398956
        ],
        [
            463.681327,
            210.180137,
            253.50119,
            764.092033,
            -103.410474,
            867.502507
        ],
        [
            0.279607,
            0.126742,
            0.152865,
            0.130126,
            0,
            0.136951
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -229037,
            -196337,
            -62545,
            -657987,
            -725963,
            -47319
        ],
        [
            2.157981,
            1.719003,
            3.345046,
            1.528915,
            0.917016,
            5.370419
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            67,
            31,
            36,
            67,
            31,
            36
        ],
        [
            20,
            12,
            8,
            20,
            12,
            8
        ],
        [
            77.011494,
            72.093023,
            81.818182,
            77.011494,
            72.093023,
            81.818182
        ],
        [
            0.644173,
            0.665421,
            0.743343,
            0.456393,
            0.354974,
            1.193426
        ],
        [
            111122,
            111122,
            58147,
            136884,
            136884,
            82691
        ],
        [
            -57918,
            -57918,
            -57122,
            -429815,
            -429815,
            -47319
        ],
        [
            51,
            68,
            36,
            51,
            68,
            36
        ],
        [
            27,
            31,
            23,
            27,
            31,
            23
        ],
        [
            135,
            163,
            93,
            135,
            163,
            93
        ],
        [
            4521,
            2934,
            1587,
            4521,
            2934,
            1587
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            491055,
            -20421,
            538577,
            -15060,
            -577863,
            46487
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4975,
    "evaluation_days": 1658.33,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1620316800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759045828208,
    "expiration_time": 1763316000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 158
        }
    }
}

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)