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Trade: ALICE/USDT/720/HWMA/DCL/5238

Strategy
ALICE/USDT/720/HWMA/DCL/5238
Pair
ALICE_USDT
Interval
12h
Score
304663
Daily Profit
0.150845
Profit Factor
1.199936
Profitability
53.883495
Streak
0.000000
Best Strategy
Training Data Length
1670.000000
Evaluation Time
2025-10-10 02:32
Expiration Time
2025-11-28 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 251911.636 118384.4299 133527.2061 -92887.7071 134464.918 -227352.6251
Total P&L (%) 251.9116 118.3844 133.5272 -92.8877 134.4649 -227.3526
Avg Daily Profit (%) 0.1508 0.0709 0.08 -0.1582 0.051 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -226390 -122545 -163346 -362668 -71821 -298703
Profit Factor 1.1999 1.2111 1.191 0.8987 1.4855 0.6447
Total Trades 206 103 103 206 103 103
Winning Trades 111 50 61 111 50 61
Losing Trades 95 53 42 95 53 42
Profitability (%) 53.8835 48.5437 59.2233 53.8835 48.5437 59.2233
Ratio Avg Win / Avg Loss 1.027 1.2838 0.82 0.7691 1.5746 0.4439
Largest Winning Trade 151522 151522 41434 117728 117728 55006
Largest Losing Trade -92453 -36886 -92453 -260329 -49305 -260329
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 15 15 15 15 15 15
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 3228 1613 1615 3228 1613 1615
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 304663 -99315 -97108 -578918 -122994 -579584
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3340,
    "evaluation_days": 1670,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1619697600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760052760045,
    "expiration_time": 1764339840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.52321
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 92,
            "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": [
        [
            251911.635984772,
            118384.4299210032,
            133527.2060637687,
            -92887.707075682,
            134464.9180027397,
            -227352.6250784217
        ],
        [
            251.911636,
            118.38443,
            133.527206,
            -92.887707,
            134.464918,
            -227.352625
        ],
        [
            0.150845,
            0.070889,
            0.079956,
            -0.158159,
            0.051039,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -226390,
            -122545,
            -163346,
            -362668,
            -71821,
            -298703
        ],
        [
            1.199936,
            1.211086,
            1.190991,
            0.898683,
            1.485478,
            0.644666
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            111,
            50,
            61,
            111,
            50,
            61
        ],
        [
            95,
            53,
            42,
            95,
            53,
            42
        ],
        [
            53.883495,
            48.543689,
            59.223301,
            53.883495,
            48.543689,
            59.223301
        ],
        [
            1.026972,
            1.283752,
            0.820027,
            0.769143,
            1.574607,
            0.443868
        ],
        [
            151522,
            151522,
            41434,
            117728,
            117728,
            55006
        ],
        [
            -92453,
            -36886,
            -92453,
            -260329,
            -49305,
            -260329
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            3228,
            1613,
            1615,
            3228,
            1613,
            1615
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304663,
            -99315,
            -97108,
            -578918,
            -122994,
            -579584
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3340,
    "evaluation_days": 1670,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1619697600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760052760045,
    "expiration_time": 1764339840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.52321
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 92,
            "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)