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Trade: ALICE/USDT/720/BBL/SSF/2485

Strategy
ALICE/USDT/720/BBL/SSF/2485
Pair
ALICE_USDT
Interval
12h
Score
367474
Daily Profit
0.157143
Profit Factor
1.356750
Profitability
71.428571
Streak
81.441250
Best Strategy
Training Data Length
1660.500000
Evaluation Time
2025-09-30 13:35
Expiration Time
2025-11-18 21:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 260935.6572 114881.0381 146054.6191 -67774.5433 -549214.3524 481439.8092
Total P&L (%) 260.9357 114.881 146.0546 -67.7745 -549.2144 481.4398
Avg Daily Profit (%) 0.1571 0.0692 0.088 -0.0682 0 0.1061
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -258525 -152735 -193615 -1200207 -1232430 -786419
Profit Factor 1.3568 1.2572 1.5129 0.9773 0.7294 1.507
Total Trades 112 56 56 112 56 56
Winning Trades 80 35 45 80 35 45
Losing Trades 32 21 11 32 21 11
Profitability (%) 71.4286 62.5 80.3571 71.4286 62.5 80.3571
Ratio Avg Win / Avg Loss 0.5427 0.7543 0.3698 0.3909 0.4376 0.3684
Largest Winning Trade 113679 113679 31277 294335 294335 233335
Largest Losing Trade -72503 -69875 -72503 -657068 -540456 -657068
Avg Bars in Trades 28 40 15 28 40 15
Avg Bars in Winners 13 17 11 13 17 11
Avg Bars in Losers 63 80 30 63 80 30
Bars Traded 3138 2292 846 3138 2292 846
Profit Streak 81.4413 0 294.4413 81.4413 0 294.4413
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367474 -280838 -250295 -576589 -759212 -226183
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3321,
    "evaluation_days": 1660.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1615982400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759228523997,
    "expiration_time": 1763494416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 6,
            "offset": 0,
            "std": 2.15823
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 97,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            260935.6571904364,
            114881.0381071476,
            146054.6190832888,
            -67774.5432706569,
            -549214.3524431929,
            481439.8091725361
        ],
        [
            260.935657,
            114.881038,
            146.054619,
            -67.774543,
            -549.214352,
            481.439809
        ],
        [
            0.157143,
            0.069185,
            0.087958,
            -0.068174,
            0,
            0.106069
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -258525,
            -152735,
            -193615,
            -1200207,
            -1232430,
            -786419
        ],
        [
            1.35675,
            1.257201,
            1.512893,
            0.977251,
            0.729408,
            1.507017
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            80,
            35,
            45,
            80,
            35,
            45
        ],
        [
            32,
            21,
            11,
            32,
            21,
            11
        ],
        [
            71.428571,
            62.5,
            80.357143,
            71.428571,
            62.5,
            80.357143
        ],
        [
            0.5427,
            0.754321,
            0.369818,
            0.3909,
            0.437645,
            0.368382
        ],
        [
            113679,
            113679,
            31277,
            294335,
            294335,
            233335
        ],
        [
            -72503,
            -69875,
            -72503,
            -657068,
            -540456,
            -657068
        ],
        [
            28,
            40,
            15,
            28,
            40,
            15
        ],
        [
            13,
            17,
            11,
            13,
            17,
            11
        ],
        [
            63,
            80,
            30,
            63,
            80,
            30
        ],
        [
            3138,
            2292,
            846,
            3138,
            2292,
            846
        ],
        [
            81.44125,
            0,
            294.44125,
            81.44125,
            0,
            294.44125
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367474,
            -280838,
            -250295,
            -576589,
            -759212,
            -226183
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3321,
    "evaluation_days": 1660.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1615982400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759228523997,
    "expiration_time": 1763494416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 6,
            "offset": 0,
            "std": 2.15823
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 97,
            "offset": 0,
            "poles": 3
        }
    }
}

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)