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Trade: ALICE/USDT/720/HLC3/PWMA/9015

Strategy
ALICE/USDT/720/HLC3/PWMA/9015
Pair
ALICE_USDT
Interval
12h
Score
506370
Daily Profit
0.151893
Profit Factor
1.635492
Profitability
83.908046
Streak
143.113151
Best Strategy
Training Data Length
1661.000000
Evaluation Time
2025-09-30 17:42
Expiration Time
2025-11-19 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 252293.6276 58033.0252 194260.6024 112427.8964 -54136.3006 166564.197
Total P&L (%) 252.2936 58.033 194.2606 112.4279 -54.1363 166.5642
Avg Daily Profit (%) 0.1519 0.0349 0.117 0.0454 -0.0469 0.059
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168415 -171449 -62881 -249511 -294224 -127090
Profit Factor 1.6355 1.2155 2.5206 1.2122 0.8551 2.0665
Total Trades 87 43 44 87 43 44
Winning Trades 73 34 39 73 34 39
Losing Trades 14 9 5 14 9 5
Profitability (%) 83.908 79.0698 88.6364 83.908 79.0698 88.6364
Ratio Avg Win / Avg Loss 0.3137 0.3218 0.3232 0.2325 0.2264 0.2649
Largest Winning Trade 30413 27369 30413 39234 39234 34216
Largest Losing Trade -62881 -52927 -62881 -127090 -108074 -127090
Avg Bars in Trades 34 45 23 34 45 23
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 129 155 84 129 155 84
Bars Traded 3011 1961 1050 3011 1961 1050
Profit Streak 143.1132 143.1132 321.6132 143.1132 143.1132 321.6132
Trades During Streak 21 10 14 21 10 14
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 506370 -143728 -28226 -127895 -575388 -106314
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3322,
    "evaluation_days": 1661,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1624190400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759243376233,
    "expiration_time": 1763538912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 196,
            "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": [
        [
            252293.6275677183,
            58033.0251694154,
            194260.6023983029,
            112427.8963875575,
            -54136.3005749233,
            166564.1969624808
        ],
        [
            252.293628,
            58.033025,
            194.260602,
            112.427896,
            -54.136301,
            166.564197
        ],
        [
            0.151893,
            0.034939,
            0.116954,
            0.04537,
            -0.046918,
            0.059045
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168415,
            -171449,
            -62881,
            -249511,
            -294224,
            -127090
        ],
        [
            1.635492,
            1.215536,
            2.520567,
            1.212192,
            0.85512,
            2.066501
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            73,
            34,
            39,
            73,
            34,
            39
        ],
        [
            14,
            9,
            5,
            14,
            9,
            5
        ],
        [
            83.908046,
            79.069767,
            88.636364,
            83.908046,
            79.069767,
            88.636364
        ],
        [
            0.313656,
            0.32176,
            0.32315,
            0.232475,
            0.226355,
            0.264936
        ],
        [
            30413,
            27369,
            30413,
            39234,
            39234,
            34216
        ],
        [
            -62881,
            -52927,
            -62881,
            -127090,
            -108074,
            -127090
        ],
        [
            34,
            45,
            23,
            34,
            45,
            23
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            129,
            155,
            84,
            129,
            155,
            84
        ],
        [
            3011,
            1961,
            1050,
            3011,
            1961,
            1050
        ],
        [
            143.113151,
            143.113151,
            321.613151,
            143.113151,
            143.113151,
            321.613151
        ],
        [
            21,
            10,
            14,
            21,
            10,
            14
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            506370,
            -143728,
            -28226,
            -127895,
            -575388,
            -106314
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3322,
    "evaluation_days": 1661,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1624190400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759243376233,
    "expiration_time": 1763538912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 196,
            "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)