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Trade: ALICE/USDT/720/HL2/RMA/3708

Strategy
ALICE/USDT/720/HL2/RMA/3708
Pair
ALICE_USDT
Interval
12h
Score
542806
Daily Profit
0.194162
Profit Factor
2.782793
Profitability
86.746988
Streak
315.741382
Best Strategy
Training Data Length
1655.000000
Evaluation Time
2025-09-25 20:47
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 321338.2659 121967.9543 199370.3116 505996.402 69748.7264 436247.6756
Total P&L (%) 321.3383 121.968 199.3703 505.9964 69.7487 436.2477
Avg Daily Profit (%) 0.1942 0.0737 0.1205 0.1089 0.032 0.1015
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84373 -84373 -22803 -337664 -357027 -73002
Profit Factor 2.7828 1.8567 6.2645 1.8399 1.1422 4.892
Total Trades 83 41 42 83 41 42
Winning Trades 72 34 38 72 34 38
Losing Trades 11 7 4 11 7 4
Profitability (%) 86.747 82.9268 90.4762 86.747 82.9268 90.4762
Ratio Avg Win / Avg Loss 0.4251 0.3823 0.6594 0.2811 0.2352 0.5149
Largest Winning Trade 20659 20659 20090 64427 64427 43131
Largest Losing Trade -84373 -84373 -22803 -337664 -337664 -73002
Avg Bars in Trades 30 45 16 30 45 16
Avg Bars in Winners 10 11 9 10 11 9
Avg Bars in Losers 166 212 85 166 212 85
Bars Traded 2547 1863 684 2547 1863 684
Profit Streak 315.7414 315.7414 341.2414 315.7414 315.7414 341.2414
Trades During Streak 7 3 6 7 3 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 542806 -88242 -19803 -41470 -210356 -45866

Evaluation Data

{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1623326400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758822455452,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 176,
            "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": [
        [
            321338.2658546881,
            121967.9542645824,
            199370.3115901058,
            505996.4019648134,
            69748.7263904813,
            436247.6755743321
        ],
        [
            321.338266,
            121.967954,
            199.370312,
            505.996402,
            69.748726,
            436.247676
        ],
        [
            0.194162,
            0.073697,
            0.120465,
            0.108924,
            0.031978,
            0.101527
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84373,
            -84373,
            -22803,
            -337664,
            -357027,
            -73002
        ],
        [
            2.782793,
            1.856674,
            6.264529,
            1.839919,
            1.142244,
            4.891976
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            72,
            34,
            38,
            72,
            34,
            38
        ],
        [
            11,
            7,
            4,
            11,
            7,
            4
        ],
        [
            86.746988,
            82.926829,
            90.47619,
            86.746988,
            82.926829,
            90.47619
        ],
        [
            0.425149,
            0.382256,
            0.659424,
            0.281099,
            0.235168,
            0.514945
        ],
        [
            20659,
            20659,
            20090,
            64427,
            64427,
            43131
        ],
        [
            -84373,
            -84373,
            -22803,
            -337664,
            -337664,
            -73002
        ],
        [
            30,
            45,
            16,
            30,
            45,
            16
        ],
        [
            10,
            11,
            9,
            10,
            11,
            9
        ],
        [
            166,
            212,
            85,
            166,
            212,
            85
        ],
        [
            2547,
            1863,
            684,
            2547,
            1863,
            684
        ],
        [
            315.741382,
            315.741382,
            341.241382,
            315.741382,
            315.741383,
            341.241383
        ],
        [
            7,
            3,
            6,
            7,
            3,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            542806,
            -88242,
            -19803,
            -41470,
            -210356,
            -45866
        ]
    ]
}
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": 1623326400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758822455452,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 176,
            "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)