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Trade: ALICE/USDT/720/FWMA/ZLMA/4972

Strategy
ALICE/USDT/720/FWMA/ZLMA/4972
Pair
ALICE_USDT
Interval
12h
Score
473555
Daily Profit
0.171298
Profit Factor
1.522501
Profitability
76.515152
Streak
62.049696
Best Strategy
Training Data Length
1660.000000
Evaluation Time
2025-09-29 16:11
Expiration Time
2025-11-18 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 284354.1745 44091.2775 240262.897 108966.8151 5283.8944 103682.9207
Total P&L (%) 284.3542 44.0913 240.2629 108.9668 5.2839 103.6829
Avg Daily Profit (%) 0.1713 0.0266 0.1447 0.0444 0.0031 0.0429
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184999 -107154 -136781 -402435 -229069 -397202
Profit Factor 1.5225 1.1579 1.907 1.1001 1.0118 1.162
Total Trades 132 66 66 132 66 66
Winning Trades 101 47 54 101 47 54
Losing Trades 31 19 12 31 19 12
Profitability (%) 76.5152 71.2121 81.8182 76.5152 71.2121 81.8182
Ratio Avg Win / Avg Loss 0.4673 0.4681 0.4238 0.3376 0.409 0.2582
Largest Winning Trade 38761 38761 32036 66037 43233 66037
Largest Losing Trade -67750 -53902 -67750 -262559 -158596 -262559
Avg Bars in Trades 22 19 25 22 19 25
Avg Bars in Winners 13 7 18 13 7 18
Avg Bars in Losers 52 50 56 52 50 56
Bars Traded 2991 1294 1697 2991 1294 1697
Profit Streak 62.0497 92.5497 62.0497 62.0497 92.5497 62.0497
Trades During Streak 10 5 5 10 5 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 473555 -327517 -117314 -239728 -683414 -297928
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3320,
    "evaluation_days": 1660,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1624147200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759151493729,
    "expiration_time": 1763449920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 147,
            "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": [
        [
            284354.1744719177,
            44091.2775043859,
            240262.8969675318,
            108966.8150668889,
            5283.8943638241,
            103682.9207030649
        ],
        [
            284.354174,
            44.091278,
            240.262897,
            108.966815,
            5.283894,
            103.682921
        ],
        [
            0.171298,
            0.026561,
            0.144737,
            0.044408,
            0.003102,
            0.042864
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184999,
            -107154,
            -136781,
            -402435,
            -229069,
            -397202
        ],
        [
            1.522501,
            1.157851,
            1.90701,
            1.100054,
            1.011761,
            1.162049
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            101,
            47,
            54,
            101,
            47,
            54
        ],
        [
            31,
            19,
            12,
            31,
            19,
            12
        ],
        [
            76.515152,
            71.212121,
            81.818182,
            76.515152,
            71.212121,
            81.818182
        ],
        [
            0.467302,
            0.468067,
            0.42378,
            0.33764,
            0.40901,
            0.258233
        ],
        [
            38761,
            38761,
            32036,
            66037,
            43233,
            66037
        ],
        [
            -67750,
            -53902,
            -67750,
            -262559,
            -158596,
            -262559
        ],
        [
            22,
            19,
            25,
            22,
            19,
            25
        ],
        [
            13,
            7,
            18,
            13,
            7,
            18
        ],
        [
            52,
            50,
            56,
            52,
            50,
            56
        ],
        [
            2991,
            1294,
            1697,
            2991,
            1294,
            1697
        ],
        [
            62.049696,
            92.549696,
            62.049696,
            62.049696,
            92.549696,
            62.049696
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            473555,
            -327517,
            -117314,
            -239728,
            -683414,
            -297928
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3320,
    "evaluation_days": 1660,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1624147200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759151493729,
    "expiration_time": 1763449920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 147,
            "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)