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Trade: ALICE/USDT/720/HLC3/KCL/2813

Strategy
ALICE/USDT/720/HLC3/KCL/2813
Pair
ALICE_USDT
Interval
12h
Score
546959
Daily Profit
0.169795
Profit Factor
1.965246
Profitability
84.033613
Streak
160.958658
Best Strategy
Training Data Length
1663.000000
Evaluation Time
2025-10-03 02:00
Expiration Time
2025-11-21 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 282369.3986 57697.5773 224671.8213 -31425.2837 31662.2591 -63087.5428
Total P&L (%) 282.3694 57.6976 224.6718 -31.4253 31.6623 -63.0875
Avg Daily Profit (%) 0.1698 0.0347 0.1351 -0.0227 0.0165 -0.0599
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97274 -47198 -96321 -147047 -12698 -146993
Profit Factor 1.9652 1.4533 2.3595 0.8556 1.8949 0.6539
Total Trades 119 60 59 119 60 59
Winning Trades 100 45 55 100 45 55
Losing Trades 19 15 4 19 15 4
Profitability (%) 84.0336 75 93.2203 84.0336 75 93.2203
Ratio Avg Win / Avg Loss 0.3734 0.4844 0.1716 0.1626 0.6316 0.0476
Largest Winning Trade 19657 13127 19657 18405 12705 18405
Largest Losing Trade -96321 -40652 -96321 -146993 -12698 -146993
Avg Bars in Trades 26 14 38 26 14 38
Avg Bars in Winners 14 5 23 14 5 23
Avg Bars in Losers 86 42 250 86 42 250
Bars Traded 3127 859 2268 3127 859 2268
Profit Streak 160.9587 160.9587 537.4587 160.9587 160.9587 537.4587
Trades During Streak 18 9 15 18 9 15
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 546959 -312145 -180950 -573902 -337027 -750771
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3326,
    "evaluation_days": 1663,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1623758400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759446028091,
    "expiration_time": 1763716896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 186,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            282369.3986139949,
            57697.5772925465,
            224671.8213214484,
            -31425.2836893435,
            31662.2591485393,
            -63087.5428378827
        ],
        [
            282.369399,
            57.697577,
            224.671821,
            -31.425284,
            31.662259,
            -63.087543
        ],
        [
            0.169795,
            0.034695,
            0.1351,
            -0.022682,
            0.016542,
            -0.059911
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97274,
            -47198,
            -96321,
            -147047,
            -12698,
            -146993
        ],
        [
            1.965246,
            1.453341,
            2.359471,
            0.855628,
            1.894947,
            0.653916
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            100,
            45,
            55,
            100,
            45,
            55
        ],
        [
            19,
            15,
            4,
            19,
            15,
            4
        ],
        [
            84.033613,
            75,
            93.220339,
            84.033613,
            75,
            93.220339
        ],
        [
            0.373397,
            0.484447,
            0.171598,
            0.162569,
            0.631649,
            0.047558
        ],
        [
            19657,
            13127,
            19657,
            18405,
            12705,
            18405
        ],
        [
            -96321,
            -40652,
            -96321,
            -146993,
            -12698,
            -146993
        ],
        [
            26,
            14,
            38,
            26,
            14,
            38
        ],
        [
            14,
            5,
            23,
            14,
            5,
            23
        ],
        [
            86,
            42,
            250,
            86,
            42,
            250
        ],
        [
            3127,
            859,
            2268,
            3127,
            859,
            2268
        ],
        [
            160.958658,
            160.958658,
            537.458658,
            160.958658,
            160.958658,
            537.458658
        ],
        [
            18,
            9,
            15,
            18,
            9,
            15
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            546959,
            -312145,
            -180950,
            -573902,
            -337027,
            -750771
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3326,
    "evaluation_days": 1663,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1623758400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759446028091,
    "expiration_time": 1763716896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 186,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)