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Trade: ALICE/USDT/720/T3/HWMA/4579

Strategy
ALICE/USDT/720/T3/HWMA/4579
Pair
ALICE_USDT
Interval
12h
Score
344719
Daily Profit
0.247059
Profit Factor
1.395110
Profitability
51.700680
Streak
0.000000
Best Strategy
Training Data Length
1655.000000
Evaluation Time
2025-09-28 04:04
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 408882.1912 226562.5944 182319.5969 12323.6135 89793.2088 -77469.5952
Total P&L (%) 408.8822 226.5626 182.3196 12.3236 89.7932 -77.4696
Avg Daily Profit (%) 0.2471 0.1369 0.1102 0.007 0.0387 -0.09
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123447 -99337 -89715 -850307 -467505 -568560
Profit Factor 1.3951 1.3835 1.4106 1.0045 1.0617 0.9387
Total Trades 147 73 74 147 73 74
Winning Trades 76 35 41 76 35 41
Losing Trades 71 38 33 71 38 33
Profitability (%) 51.7007 47.9452 55.4054 51.7007 47.9452 55.4054
Ratio Avg Win / Avg Loss 1.3033 1.5021 1.1353 0.9384 1.1527 0.7555
Largest Winning Trade 150764 150764 39572 411912 411912 138520
Largest Losing Trade -56425 -56425 -50328 -350237 -240768 -350237
Avg Bars in Trades 22 22 22 22 22 22
Avg Bars in Winners 22 22 22 22 22 22
Avg Bars in Losers 22 22 22 22 22 22
Bars Traded 3245 1613 1632 3245 1613 1632
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 344719 -81052 -108364 -493251 -366295 -643979
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617580800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759021454547,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 43,
            "offset": 0,
            "a": 0.97133
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.04402,
            "nc": 0.54984
        }
    }
}
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": [
        [
            408882.191249661,
            226562.5943788797,
            182319.5968707813,
            12323.6135405841,
            89793.208752385,
            -77469.5952118009
        ],
        [
            408.882191,
            226.562594,
            182.319597,
            12.323614,
            89.793209,
            -77.469595
        ],
        [
            0.247059,
            0.136896,
            0.110163,
            0.007022,
            0.038724,
            -0.090008
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123447,
            -99337,
            -89715,
            -850307,
            -467505,
            -568560
        ],
        [
            1.39511,
            1.383497,
            1.410559,
            1.004533,
            1.061714,
            0.93869
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            76,
            35,
            41,
            76,
            35,
            41
        ],
        [
            71,
            38,
            33,
            71,
            38,
            33
        ],
        [
            51.70068,
            47.945205,
            55.405405,
            51.70068,
            47.945205,
            55.405405
        ],
        [
            1.303327,
            1.502083,
            1.135328,
            0.938445,
            1.152718,
            0.755531
        ],
        [
            150764,
            150764,
            39572,
            411912,
            411912,
            138520
        ],
        [
            -56425,
            -56425,
            -50328,
            -350237,
            -240768,
            -350237
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            3245,
            1613,
            1632,
            3245,
            1613,
            1632
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344719,
            -81052,
            -108364,
            -493251,
            -366295,
            -643979
        ]
    ]
}
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": 1617580800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759021454547,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 43,
            "offset": 0,
            "a": 0.97133
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.04402,
            "nc": 0.54984
        }
    }
}

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)