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Trade: ALICE/USDT/120/DCM/KCU/9631

Strategy
ALICE/USDT/120/DCM/KCU/9631
Pair
ALICE_USDT
Interval
2h
Score
334501
Daily Profit
0.178338
Profit Factor
1.344704
Profitability
60.775862
Streak
20.288660
Best Strategy
Training Data Length
1667.750000
Evaluation Time
2025-10-08 09:55
Expiration Time
2025-12-07 08:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 297423.7466 128123.4143 169300.3323 -31477.9516 -78895.1525 47417.2009
Total P&L (%) 297.4237 128.1234 169.3003 -31.478 -78.8952 47.4172
Avg Daily Profit (%) 0.1783 0.0768 0.1015 -0.0227 -0.0932 0.0233
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122699 -151363 -49025 -141494 -167111 -73225
Profit Factor 1.3447 1.2024 1.7368 0.9569 0.8533 1.2473
Total Trades 232 116 116 232 116 116
Winning Trades 141 72 69 141 72 69
Losing Trades 91 44 47 91 44 47
Profitability (%) 60.7759 62.069 59.4828 60.7759 62.069 59.4828
Ratio Avg Win / Avg Loss 0.8679 0.7348 1.183 0.6175 0.5215 0.8496
Largest Winning Trade 97404 97404 28216 73699 73699 20232
Largest Losing Trade -70201 -70201 -49025 -108609 -108609 -73225
Avg Bars in Trades 83 145 22 83 145 22
Avg Bars in Winners 38 56 20 38 56 20
Avg Bars in Losers 153 291 24 153 291 24
Bars Traded 19448 16874 2574 19448 16874 2574
Profit Streak 20.2887 20.7887 0 20.2887 20.7887 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334501 -90682 -54011 -577612 -578906 -163982
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20013,
    "evaluation_days": 1667.75,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1616716800000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759906540259,
    "expiration_time": 1765090569600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            297423.746626723,
            128123.4143462575,
            169300.3322804655,
            -31477.9515906846,
            -78895.1525189988,
            47417.2009283142
        ],
        [
            297.423747,
            128.123414,
            169.300332,
            -31.477952,
            -78.895153,
            47.417201
        ],
        [
            0.178338,
            0.076824,
            0.101514,
            -0.022664,
            -0.093236,
            0.023273
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122699,
            -151363,
            -49025,
            -141494,
            -167111,
            -73225
        ],
        [
            1.344704,
            1.20239,
            1.736767,
            0.956856,
            0.853322,
            1.247324
        ],
        [
            232,
            116,
            116,
            232,
            116,
            116
        ],
        [
            141,
            72,
            69,
            141,
            72,
            69
        ],
        [
            91,
            44,
            47,
            91,
            44,
            47
        ],
        [
            60.775862,
            62.068966,
            59.482759,
            60.775862,
            62.068966,
            59.482759
        ],
        [
            0.867858,
            0.734794,
            1.183015,
            0.617545,
            0.521475,
            0.849626
        ],
        [
            97404,
            97404,
            28216,
            73699,
            73699,
            20232
        ],
        [
            -70201,
            -70201,
            -49025,
            -108609,
            -108609,
            -73225
        ],
        [
            83,
            145,
            22,
            83,
            145,
            22
        ],
        [
            38,
            56,
            20,
            38,
            56,
            20
        ],
        [
            153,
            291,
            24,
            153,
            291,
            24
        ],
        [
            19448,
            16874,
            2574,
            19448,
            16874,
            2574
        ],
        [
            20.28866,
            20.78866,
            0,
            20.28866,
            20.78866,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334501,
            -90682,
            -54011,
            -577612,
            -578906,
            -163982
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20013,
    "evaluation_days": 1667.75,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1616716800000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759906540259,
    "expiration_time": 1765090569600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)