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Trade: ALICE/USDT/720/HWMA/PWMA/3807

Strategy
ALICE/USDT/720/HWMA/PWMA/3807
Pair
ALICE_USDT
Interval
12h
Score
491278
Daily Profit
0.260627
Profit Factor
1.681152
Profitability
71.052632
Streak
59.162713
Best Strategy
Training Data Length
1655.000000
Evaluation Time
2025-09-26 06:54
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 431338.4063 156501.9736 274836.4326 -258321.3218 -9409.9768 -248911.345
Total P&L (%) 431.3384 156.502 274.8364 -258.3213 -9.41 -248.9113
Avg Daily Profit (%) 0.2606 0.0946 0.1661 0 -0.006 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137390 -68902 -106644 -316142 -66737 -307062
Profit Factor 1.6812 1.4864 1.8824 0.6135 0.961 0.4171
Total Trades 114 57 57 114 57 57
Winning Trades 81 35 46 33 21 12
Losing Trades 33 22 11 81 36 45
Profitability (%) 71.0526 61.4035 80.7018 28.9474 36.8421 21.0526
Ratio Avg Win / Avg Loss 0.6849 0.9343 0.4501 1.5059 1.6474 1.5641
Largest Winning Trade 43899 43899 37718 72092 72092 59699
Largest Losing Trade -106644 -56835 -106644 -168308 -20786 -168308
Avg Bars in Trades 27 34 21 27 34 21
Avg Bars in Winners 18 22 16 46 50 40
Avg Bars in Losers 50 52 44 20 24 16
Bars Traded 3186 1947 1238 3186 1947 1238
Profit Streak 59.1627 59.1627 347.1627 0 0 0
Trades During Streak 5 2 12 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 491278 -244765 -166182 -589836 -763450 -805268

Evaluation Data

{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1619697600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758858858376,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.17761,
            "nb": 0.35733,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "pwma",
        "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": [
        [
            431338.406266763,
            156501.9736405333,
            274836.4326262298,
            -258321.3217937899,
            -9409.9768106584,
            -248911.3449831316
        ],
        [
            431.338406,
            156.501974,
            274.836433,
            -258.321322,
            -9.409977,
            -248.911345
        ],
        [
            0.260627,
            0.094563,
            0.166064,
            0,
            -0.005971,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137390,
            -68902,
            -106644,
            -316142,
            -66737,
            -307062
        ],
        [
            1.681152,
            1.486351,
            1.882413,
            0.613497,
            0.96101,
            0.417084
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            81,
            35,
            46,
            33,
            21,
            12
        ],
        [
            33,
            22,
            11,
            81,
            36,
            45
        ],
        [
            71.052632,
            61.403509,
            80.701754,
            28.947368,
            36.842105,
            21.052632
        ],
        [
            0.684914,
            0.934278,
            0.450142,
            1.505855,
            1.647446,
            1.564065
        ],
        [
            43899,
            43899,
            37718,
            72092,
            72092,
            59699
        ],
        [
            -106644,
            -56835,
            -106644,
            -168308,
            -20786,
            -168308
        ],
        [
            27,
            34,
            21,
            27,
            34,
            21
        ],
        [
            18,
            22,
            16,
            46,
            50,
            40
        ],
        [
            50,
            52,
            44,
            20,
            24,
            16
        ],
        [
            3186,
            1947,
            1238,
            3186,
            1947,
            1238
        ],
        [
            59.162713,
            59.162713,
            347.162713,
            0,
            0,
            0
        ],
        [
            5,
            2,
            12,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            491278,
            -244765,
            -166182,
            -589836,
            -763450,
            -805268
        ]
    ]
}
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": 1619697600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758858858376,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.17761,
            "nb": 0.35733,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "pwma",
        "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)