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Trade: ALICE/USDT/720/ALMA/HWMA/5943

Strategy
ALICE/USDT/720/ALMA/HWMA/5943
Pair
ALICE_USDT
Interval
12h
Score
374019
Daily Profit
0.172728
Profit Factor
1.251290
Profitability
54.435484
Streak
19.768362
Best Strategy
Training Data Length
1655.000000
Evaluation Time
2025-09-26 21:26
Expiration Time
2025-11-13 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 285864.9903 91563.4305 194301.5598 54286.1896 3447.0337 50839.1558
Total P&L (%) 285.865 91.5634 194.3016 54.2862 3.447 50.8392
Avg Daily Profit (%) 0.1727 0.0553 0.1174 0.0262 0.002 0.0248
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143551 -113829 -89414 -376993 -292555 -197758
Profit Factor 1.2513 1.1624 1.3387 1.0223 1.0029 1.0414
Total Trades 248 124 124 248 124 124
Winning Trades 135 62 73 135 62 73
Losing Trades 113 62 51 113 62 51
Profitability (%) 54.4355 50 58.871 54.4355 50 58.871
Ratio Avg Win / Avg Loss 1.0474 1.1624 0.9353 0.8557 1.0029 0.7275
Largest Winning Trade 55296 44411 55296 86048 81622 86048
Largest Losing Trade -38877 -38877 -38513 -169301 -169301 -119779
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 3012 1511 1501 3012 1511 1501
Profit Streak 19.7684 37.7684 19.7684 19.7684 37.7684 19.7684
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374019 -159925 -35855 -353397 -572202 -335883

Evaluation Data

{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1627732800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758911186510,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 38,
            "offset": 240
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.2444,
            "nc": 0.32602
        }
    }
}
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": [
        [
            285864.9903261216,
            91563.4305490713,
            194301.5597770507,
            54286.1895661771,
            3447.0337226692,
            50839.1558435078
        ],
        [
            285.86499,
            91.563431,
            194.30156,
            54.28619,
            3.447034,
            50.839156
        ],
        [
            0.172728,
            0.055325,
            0.117403,
            0.026205,
            0.002048,
            0.02484
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143551,
            -113829,
            -89414,
            -376993,
            -292555,
            -197758
        ],
        [
            1.25129,
            1.162363,
            1.338714,
            1.022268,
            1.002851,
            1.041377
        ],
        [
            248,
            124,
            124,
            248,
            124,
            124
        ],
        [
            135,
            62,
            73,
            135,
            62,
            73
        ],
        [
            113,
            62,
            51,
            113,
            62,
            51
        ],
        [
            54.435484,
            50,
            58.870968,
            54.435484,
            50,
            58.870968
        ],
        [
            1.047376,
            1.162363,
            0.935266,
            0.855676,
            1.002851,
            0.727537
        ],
        [
            55296,
            44411,
            55296,
            86048,
            81622,
            86048
        ],
        [
            -38877,
            -38877,
            -38513,
            -169301,
            -169301,
            -119779
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            3012,
            1511,
            1501,
            3012,
            1511,
            1501
        ],
        [
            19.768362,
            37.768362,
            19.768362,
            19.768362,
            37.768362,
            19.768362
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374019,
            -159925,
            -35855,
            -353397,
            -572202,
            -335883
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1627732800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758911186510,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 38,
            "offset": 240
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.2444,
            "nc": 0.32602
        }
    }
}

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)