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Trade: ALICE/USDT/720/KCU/HLC3/8050

Strategy
ALICE/USDT/720/KCU/HLC3/8050
Pair
ALICE_USDT
Interval
12h
Score
428939
Daily Profit
0.179003
Profit Factor
1.512342
Profitability
58.593750
Streak
90.637987
Best Strategy
Training Data Length
1665.500000
Evaluation Time
2025-10-05 06:18
Expiration Time
2025-11-24 01:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 298129.9089 80382.6211 217747.2878 -148652.2586 46188.7346 -194840.9932
Total P&L (%) 298.1299 80.3826 217.7473 -148.6523 46.1887 -194.841
Avg Daily Profit (%) 0.179 0.0483 0.1307 0 0.0228 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156752 -66854 -122948 -434939 -93275 -434666
Profit Factor 1.5123 1.3302 1.6434 0.7918 1.2486 0.6311
Total Trades 128 64 64 128 64 64
Winning Trades 75 35 40 58 34 24
Losing Trades 53 29 24 70 30 40
Profitability (%) 58.5938 54.6875 62.5 45.3125 53.125 37.5
Ratio Avg Win / Avg Loss 1.0687 1.1021 0.986 0.9556 1.1017 1.0519
Largest Winning Trade 48919 36979 48919 74485 63379 74485
Largest Losing Trade -106114 -35510 -106114 -315424 -93275 -315424
Avg Bars in Trades 24 10 39 24 10 39
Avg Bars in Winners 24 10 36 22 8 42
Avg Bars in Losers 25 9 44 26 12 37
Bars Traded 3177 650 2527 3177 650 2527
Profit Streak 90.638 108.138 90.638 0 0 0
Trades During Streak 3 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428939 -265128 -155153 -581983 -302803 -723430
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3331,
    "evaluation_days": 1665.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618056000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759634322089,
    "expiration_time": 1763939376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 35,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 53
        }
    }
}
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": [
        [
            298129.9088629021,
            80382.6210895862,
            217747.287773316,
            -148652.2585627125,
            46188.7346364396,
            -194840.9931991519
        ],
        [
            298.129909,
            80.382621,
            217.747288,
            -148.652259,
            46.188735,
            -194.840993
        ],
        [
            0.179003,
            0.048263,
            0.13074,
            0,
            0.022802,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156752,
            -66854,
            -122948,
            -434939,
            -93275,
            -434666
        ],
        [
            1.512342,
            1.330164,
            1.643398,
            0.791811,
            1.24858,
            0.631133
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            75,
            35,
            40,
            58,
            34,
            24
        ],
        [
            53,
            29,
            24,
            70,
            30,
            40
        ],
        [
            58.59375,
            54.6875,
            62.5,
            45.3125,
            53.125,
            37.5
        ],
        [
            1.068722,
            1.102136,
            0.986039,
            0.955634,
            1.101688,
            1.051888
        ],
        [
            48919,
            36979,
            48919,
            74485,
            63379,
            74485
        ],
        [
            -106114,
            -35510,
            -106114,
            -315424,
            -93275,
            -315424
        ],
        [
            24,
            10,
            39,
            24,
            10,
            39
        ],
        [
            24,
            10,
            36,
            22,
            8,
            42
        ],
        [
            25,
            9,
            44,
            26,
            12,
            37
        ],
        [
            3177,
            650,
            2527,
            3177,
            650,
            2527
        ],
        [
            90.637987,
            108.137987,
            90.637987,
            0,
            0,
            0
        ],
        [
            3,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428939,
            -265128,
            -155153,
            -581983,
            -302803,
            -723430
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3331,
    "evaluation_days": 1665.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618056000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759634322089,
    "expiration_time": 1763939376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 35,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 53
        }
    }
}

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)