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Trade: ALICE/USDT/720/BBL/DCL/7673

Strategy
ALICE/USDT/720/BBL/DCL/7673
Pair
ALICE_USDT
Interval
12h
Score
396389
Daily Profit
0.254397
Profit Factor
1.411794
Profitability
55.217391
Streak
0.000000
Best Strategy
Training Data Length
1655.000000
Evaluation Time
2025-09-28 04:04
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 421027.5723 212278.9848 208748.5875 158364.9946 -1123528.5495 1281893.5441
Total P&L (%) 421.0276 212.279 208.7486 158.365 -1123.5285 1281.8935
Avg Daily Profit (%) 0.2544 0.1283 0.1261 0.0574 0 0.1588
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143507 -136286 -113912 -3471812 -3357744 -1476234
Profit Factor 1.4118 1.4257 1.3985 1.013 0.8424 1.2533
Total Trades 230 115 115 230 115 115
Winning Trades 127 59 68 127 59 68
Losing Trades 103 56 47 103 56 47
Profitability (%) 55.2174 51.3043 59.1304 55.2174 51.3043 59.1304
Ratio Avg Win / Avg Loss 1.145 1.3532 0.9666 0.8216 0.7996 0.8663
Largest Winning Trade 164190 164190 39950 766963 766963 675596
Largest Losing Trade -60310 -53609 -60310 -1614627 -1614627 -717772
Avg Bars in Trades 13 13 14 13 13 14
Avg Bars in Winners 13 11 15 13 11 15
Avg Bars in Losers 14 16 12 14 16 12
Bars Traded 3213 1561 1652 3213 1561 1652
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 396389 -20735 -24398 -322057 -580579 253091
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618876800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759021449831,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 11,
            "offset": 0,
            "std": 4.37748
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 73,
            "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": [
        [
            421027.5723376973,
            212278.98484849,
            208748.5874892071,
            158364.9945933708,
            -1123528.549496404,
            1281893.544089775
        ],
        [
            421.027572,
            212.278985,
            208.748587,
            158.364995,
            -1123.528549,
            1281.893544
        ],
        [
            0.254397,
            0.128265,
            0.126132,
            0.05737,
            0,
            0.158799
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143507,
            -136286,
            -113912,
            -3471812,
            -3357744,
            -1476234
        ],
        [
            1.411794,
            1.425735,
            1.398524,
            1.012992,
            0.842387,
            1.253299
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            127,
            59,
            68,
            127,
            59,
            68
        ],
        [
            103,
            56,
            47,
            103,
            56,
            47
        ],
        [
            55.217391,
            51.304348,
            59.130435,
            55.217391,
            51.304348,
            59.130435
        ],
        [
            1.144999,
            1.35324,
            0.966627,
            0.821561,
            0.799554,
            0.866251
        ],
        [
            164190,
            164190,
            39950,
            766963,
            766963,
            675596
        ],
        [
            -60310,
            -53609,
            -60310,
            -1614627,
            -1614627,
            -717772
        ],
        [
            13,
            13,
            14,
            13,
            13,
            14
        ],
        [
            13,
            11,
            15,
            13,
            11,
            15
        ],
        [
            14,
            16,
            12,
            14,
            16,
            12
        ],
        [
            3213,
            1561,
            1652,
            3213,
            1561,
            1652
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396389,
            -20735,
            -24398,
            -322057,
            -580579,
            253091
        ]
    ]
}
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": 1618876800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759021449831,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 11,
            "offset": 0,
            "std": 4.37748
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 73,
            "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)