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Trade: ALICE/USDT/720/HL2/SWMA/6137

Strategy
ALICE/USDT/720/HL2/SWMA/6137
Pair
ALICE_USDT
Interval
12h
Score
529059
Daily Profit
0.183155
Profit Factor
2.016726
Profitability
81.176471
Streak
82.038643
Best Strategy
Training Data Length
1661.500000
Evaluation Time
2025-10-01 03:55
Expiration Time
2025-11-19 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 304312.1593 80546.0641 223766.0952 240181.1857 -194012.5671 434193.7528
Total P&L (%) 304.3122 80.5461 223.7661 240.1812 -194.0126 434.1938
Avg Daily Profit (%) 0.1832 0.0485 0.1347 0.0737 0 0.1009
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137718 -141500 -30309 -425826 -460604 -14684
Profit Factor 2.0167 1.3242 5.3966 1.3455 0.7061 13.3631
Total Trades 85 42 43 85 42 43
Winning Trades 69 33 36 69 33 36
Losing Trades 16 9 7 16 9 7
Profitability (%) 81.1765 78.5714 83.7209 81.1765 78.5714 83.7209
Ratio Avg Win / Avg Loss 0.4676 0.3612 1.0493 0.312 0.1926 2.5984
Largest Winning Trade 61137 61137 39292 38125 38125 30966
Largest Losing Trade -79266 -79266 -23923 -366029 -366029 -11303
Avg Bars in Trades 35 50 21 35 50 21
Avg Bars in Winners 13 13 12 13 13 12
Avg Bars in Losers 132 185 65 132 185 65
Bars Traded 3025 2119 905 3025 2119 905
Profit Streak 82.0386 82.0386 337.5386 82.0386 82.0386 337.5386
Trades During Streak 11 5 14 11 5 14
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 529059 -124398 -139 -89661 -575573 -43622
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3323,
    "evaluation_days": 1661.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1625572800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759280138743,
    "expiration_time": 1763583408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 228,
            "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": [
        [
            304312.1592918627,
            80546.0641233664,
            223766.0951684964,
            240181.1856625763,
            -194012.567140637,
            434193.7528032134
        ],
        [
            304.312159,
            80.546064,
            223.766095,
            240.181186,
            -194.012567,
            434.193753
        ],
        [
            0.183155,
            0.048478,
            0.134677,
            0.073714,
            0,
            0.100899
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137718,
            -141500,
            -30309,
            -425826,
            -460604,
            -14684
        ],
        [
            2.016726,
            1.324246,
            5.396579,
            1.345484,
            0.706078,
            13.363111
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            16,
            9,
            7,
            16,
            9,
            7
        ],
        [
            81.176471,
            78.571429,
            83.72093,
            81.176471,
            78.571429,
            83.72093
        ],
        [
            0.467647,
            0.361158,
            1.049335,
            0.311996,
            0.192567,
            2.598383
        ],
        [
            61137,
            61137,
            39292,
            38125,
            38125,
            30966
        ],
        [
            -79266,
            -79266,
            -23923,
            -366029,
            -366029,
            -11303
        ],
        [
            35,
            50,
            21,
            35,
            50,
            21
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            132,
            185,
            65,
            132,
            185,
            65
        ],
        [
            3025,
            2119,
            905,
            3025,
            2119,
            905
        ],
        [
            82.038643,
            82.038643,
            337.538643,
            82.038643,
            82.038643,
            337.538643
        ],
        [
            11,
            5,
            14,
            11,
            5,
            14
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            529059,
            -124398,
            -139,
            -89661,
            -575573,
            -43622
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3323,
    "evaluation_days": 1661.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1625572800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759280138743,
    "expiration_time": 1763583408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 228,
            "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)