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Trade: ALICE/USDT/720/WMA/HWMA/9897

Strategy
ALICE/USDT/720/WMA/HWMA/9897
Pair
ALICE_USDT
Interval
12h
Score
519900
Daily Profit
0.332352
Profit Factor
1.584669
Profitability
55.614973
Streak
26.157769
Best Strategy
Training Data Length
1666.000000
Evaluation Time
2025-10-05 18:47
Expiration Time
2025-11-24 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 553697.9453 323605.5857 230092.3595 628202.3328 674351.1353 -46148.8025
Total P&L (%) 553.6979 323.6056 230.0924 628.2023 674.3511 -46.1488
Avg Daily Profit (%) 0.3324 0.1942 0.1381 0.1192 0.1229 -0.0371
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167081 -70967 -121464 -4057793 -1634331 -3921098
Profit Factor 1.5847 1.718 1.4636 1.0355 1.089 0.9954
Total Trades 187 94 93 187 94 93
Winning Trades 104 49 55 104 49 55
Losing Trades 83 45 38 83 45 38
Profitability (%) 55.615 52.1277 59.1398 55.615 52.1277 59.1398
Ratio Avg Win / Avg Loss 1.2647 1.5778 1.0112 0.8264 1.0001 0.6878
Largest Winning Trade 212751 212751 57966 979771 857894 979771
Largest Losing Trade -59706 -40415 -59706 -1141600 -646249 -1141600
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 3075 1548 1526 3075 1548 1526
Profit Streak 26.1578 34.1578 26.1578 26.1578 34.1578 26.1578
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 519900 434581 -5876 -213126 -149855 -579079
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3332,
    "evaluation_days": 1666,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1626177600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759679231273,
    "expiration_time": 1763983872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.45434
        }
    }
}
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": [
        [
            553697.9452909094,
            323605.5857458153,
            230092.3595450934,
            628202.3328209781,
            674351.135323589,
            -46148.8025026098
        ],
        [
            553.697945,
            323.605586,
            230.09236,
            628.202333,
            674.351135,
            -46.148803
        ],
        [
            0.332352,
            0.194241,
            0.138111,
            0.119243,
            0.122936,
            -0.037145
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167081,
            -70967,
            -121464,
            -4057793,
            -1634331,
            -3921098
        ],
        [
            1.584669,
            1.718044,
            1.463567,
            1.03547,
            1.089003,
            0.995446
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            104,
            49,
            55,
            104,
            49,
            55
        ],
        [
            83,
            45,
            38,
            83,
            45,
            38
        ],
        [
            55.614973,
            52.12766,
            59.139785,
            55.614973,
            52.12766,
            59.139785
        ],
        [
            1.264688,
            1.577795,
            1.011192,
            0.826385,
            1.000105,
            0.687763
        ],
        [
            212751,
            212751,
            57966,
            979771,
            857894,
            979771
        ],
        [
            -59706,
            -40415,
            -59706,
            -1141600,
            -646249,
            -1141600
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            3075,
            1548,
            1526,
            3075,
            1548,
            1526
        ],
        [
            26.157769,
            34.157769,
            26.157769,
            26.157769,
            34.157769,
            26.157769
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            519900,
            434581,
            -5876,
            -213126,
            -149855,
            -579079
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3332,
    "evaluation_days": 1666,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1626177600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759679231273,
    "expiration_time": 1763983872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.45434
        }
    }
}

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)