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Trade: ALICE/USDT/720/HILO/KCB/9616

Strategy
ALICE/USDT/720/HILO/KCB/9616
Pair
ALICE_USDT
Interval
12h
Score
312476
Daily Profit
0.176137
Profit Factor
1.425153
Profitability
49.565217
Streak
0.000000
Best Strategy
Training Data Length
1667.000000
Evaluation Time
2025-10-06 17:37
Expiration Time
2025-11-25 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 293620.4128 112633.6656 180986.7471 -7551.2726 -261997.5276 254446.2551
Total P&L (%) 293.6204 112.6337 180.9867 -7.5513 -261.9975 254.4463
Avg Daily Profit (%) 0.1761 0.0676 0.1086 -0.0047 0 0.0759
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171804 -156477 -79847 -412815 -441098 -53686
Profit Factor 1.4252 1.2346 1.8598 0.9926 0.6717 2.1335
Total Trades 115 57 58 115 57 58
Winning Trades 57 24 33 57 24 33
Losing Trades 58 33 25 58 33 25
Profitability (%) 49.5652 42.1053 56.8966 49.5652 42.1053 56.8966
Ratio Avg Win / Avg Loss 1.4502 1.6976 1.4089 1.01 0.9236 1.6163
Largest Winning Trade 150717 150717 36987 142564 142564 90914
Largest Losing Trade -63976 -63976 -43586 -179429 -179429 -33297
Avg Bars in Trades 27 39 15 27 39 15
Avg Bars in Winners 21 34 12 21 34 12
Avg Bars in Losers 33 43 20 33 43 20
Bars Traded 3198 2279 919 3198 2279 919
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 312476 -285047 -224511 -578697 -763903 -266382
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3334,
    "evaluation_days": 1667,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618228800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759761443205,
    "expiration_time": 1764072864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            293620.4127760326,
            112633.6656310699,
            180986.7471449625,
            -7551.2725621514,
            -261997.5276260111,
            254446.2550638597
        ],
        [
            293.620413,
            112.633666,
            180.986747,
            -7.551273,
            -261.997528,
            254.446255
        ],
        [
            0.176137,
            0.067567,
            0.10857,
            -0.00471,
            0,
            0.075937
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171804,
            -156477,
            -79847,
            -412815,
            -441098,
            -53686
        ],
        [
            1.425153,
            1.234595,
            1.859782,
            0.992615,
            0.671713,
            2.133459
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            57,
            24,
            33,
            57,
            24,
            33
        ],
        [
            58,
            33,
            25,
            58,
            33,
            25
        ],
        [
            49.565217,
            42.105263,
            56.896552,
            49.565217,
            42.105263,
            56.896552
        ],
        [
            1.450155,
            1.697568,
            1.408926,
            1.01003,
            0.923605,
            1.616257
        ],
        [
            150717,
            150717,
            36987,
            142564,
            142564,
            90914
        ],
        [
            -63976,
            -63976,
            -43586,
            -179429,
            -179429,
            -33297
        ],
        [
            27,
            39,
            15,
            27,
            39,
            15
        ],
        [
            21,
            34,
            12,
            21,
            34,
            12
        ],
        [
            33,
            43,
            20,
            33,
            43,
            20
        ],
        [
            3198,
            2279,
            919,
            3198,
            2279,
            919
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312476,
            -285047,
            -224511,
            -578697,
            -763903,
            -266382
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3334,
    "evaluation_days": 1667,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618228800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759761443205,
    "expiration_time": 1764072864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)