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Trade: ALICE/USDT/720/DCL/PWMA/8497

Strategy
ALICE/USDT/720/DCL/PWMA/8497
Pair
ALICE_USDT
Interval
12h
Score
631745
Daily Profit
0.159541
Profit Factor
3.407802
Profitability
71.875000
Streak
290.966317
Best Strategy
Training Data Length
1655.000000
Evaluation Time
2025-09-26 14:11
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 410521.5708 205869.8194 204651.7515 71061.7863 -1227870.52 1298932.3063
Total P&L (%) 410.5216 205.8698 204.6518 71.0618 -1227.8705 1298.9323
Avg Daily Profit (%) 0.248 0.1244 0.1237 0.0324 0 0.1595
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -188227 -159154 -77643 -2293802 -2494085 -286767
Profit Factor 1.831 1.5713 2.5308 1.019 0.6174 3.4078
Total Trades 63 31 32 63 31 32
Winning Trades 40 17 23 40 17 23
Losing Trades 23 14 9 23 14 9
Profitability (%) 63.4921 54.8387 71.875 63.4921 54.8387 71.875
Ratio Avg Win / Avg Loss 1.0528 1.294 0.9903 0.5859 0.5084 1.3335
Largest Winning Trade 242567 242567 40940 697173 669011 697173
Largest Losing Trade -67779 -67779 -53625 -1172260 -1172260 -186218
Avg Bars in Trades 48 77 21 48 77 21
Avg Bars in Winners 26 39 16 26 39 16
Avg Bars in Losers 88 122 34 88 122 34
Bars Traded 3081 2392 689 3081 2392 689
Profit Streak 78.4663 0 290.9663 78.4663 0 290.9663
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138298 -24619 -21432 -499581 -580190 631745

Evaluation Data

{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1619006400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885089820,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 76,
            "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": [
        [
            410521.570837547,
            205869.8193832586,
            204651.7514542883,
            71061.7862921579,
            -1227870.5200480083,
            1298932.3063401664
        ],
        [
            410.521571,
            205.869819,
            204.651751,
            71.061786,
            -1227.87052,
            1298.932306
        ],
        [
            0.248049,
            0.124393,
            0.123657,
            0.032444,
            0,
            0.159541
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -188227,
            -159154,
            -77643,
            -2293802,
            -2494085,
            -286767
        ],
        [
            1.830985,
            1.571337,
            2.530818,
            1.018957,
            0.617371,
            3.407802
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            40,
            17,
            23,
            40,
            17,
            23
        ],
        [
            23,
            14,
            9,
            23,
            14,
            9
        ],
        [
            63.492063,
            54.83871,
            71.875,
            63.492063,
            54.83871,
            71.875
        ],
        [
            1.052816,
            1.294042,
            0.99032,
            0.5859,
            0.508423,
            1.333488
        ],
        [
            242567,
            242567,
            40940,
            697173,
            669011,
            697173
        ],
        [
            -67779,
            -67779,
            -53625,
            -1172260,
            -1172260,
            -186218
        ],
        [
            48,
            77,
            21,
            48,
            77,
            21
        ],
        [
            26,
            39,
            16,
            26,
            39,
            16
        ],
        [
            88,
            122,
            34,
            88,
            122,
            34
        ],
        [
            3081,
            2392,
            689,
            3081,
            2392,
            689
        ],
        [
            78.466317,
            0,
            290.966317,
            78.466317,
            0,
            290.966317
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138298,
            -24619,
            -21432,
            -499581,
            -580190,
            631745
        ]
    ]
}
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": 1619006400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885089820,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 76,
            "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)