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Trade: ALICE/USDT/120/SMA/LINREG/8370

Strategy
ALICE/USDT/120/SMA/LINREG/8370
Pair
ALICE_USDT
Interval
2h
Score
391157
Daily Profit
0.218076
Profit Factor
1.551267
Profitability
61.000000
Streak
91.305160
Best Strategy
Training Data Length
1667.670000
Evaluation Time
2025-10-08 08:19
Expiration Time
2025-12-07 06:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 363678.4924 145789.0502 217889.4423 34092.6621 -110172.4312 144265.0933
Total P&L (%) 363.6785 145.7891 217.8894 34.0927 -110.1724 144.2651
Avg Daily Profit (%) 0.2181 0.0874 0.1307 0.0176 0 0.0536
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169532 -138704 -127165 -365893 -337686 -190432
Profit Factor 1.5513 1.4607 1.6348 1.029 0.8251 1.2652
Total Trades 100 50 50 100 50 50
Winning Trades 61 27 34 61 27 34
Losing Trades 39 23 16 39 23 16
Profitability (%) 61 54 68 61 54 68
Ratio Avg Win / Avg Loss 0.9918 1.2443 0.7693 0.6579 0.7029 0.5954
Largest Winning Trade 67197 67197 48252 111859 62503 111859
Largest Losing Trade -77607 -43793 -77607 -165907 -131253 -165907
Avg Bars in Trades 194 212 176 194 212 176
Avg Bars in Winners 168 183 156 168 183 156
Avg Bars in Losers 235 247 218 235 247 218
Bars Traded 19464 10644 8820 19464 10644 8820
Profit Streak 91.3052 91.3052 149.4718 91.3052 91.3052 149.4718
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391157 -253756 -194621 -359205 -759355 -299518
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20012,
    "evaluation_days": 1667.67,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1618531200000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759900765858,
    "expiration_time": 1765083110400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 50,
            "offset": 50
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 139,
            "offset": 243
        }
    }
}
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": [
        [
            363678.4924142282,
            145789.0501636346,
            217889.4422505933,
            34092.6620775139,
            -110172.4312154689,
            144265.0932929827
        ],
        [
            363.678492,
            145.78905,
            217.889442,
            34.092662,
            -110.172431,
            144.265093
        ],
        [
            0.218076,
            0.087421,
            0.130655,
            0.017593,
            0,
            0.053567
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169532,
            -138704,
            -127165,
            -365893,
            -337686,
            -190432
        ],
        [
            1.551267,
            1.460652,
            1.634821,
            1.029043,
            0.825092,
            1.265205
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            61,
            27,
            34,
            61,
            27,
            34
        ],
        [
            39,
            23,
            16,
            39,
            23,
            16
        ],
        [
            61,
            54,
            68,
            61,
            54,
            68
        ],
        [
            0.991794,
            1.244259,
            0.769327,
            0.657913,
            0.702856,
            0.595391
        ],
        [
            67197,
            67197,
            48252,
            111859,
            62503,
            111859
        ],
        [
            -77607,
            -43793,
            -77607,
            -165907,
            -131253,
            -165907
        ],
        [
            194,
            212,
            176,
            194,
            212,
            176
        ],
        [
            168,
            183,
            156,
            168,
            183,
            156
        ],
        [
            235,
            247,
            218,
            235,
            247,
            218
        ],
        [
            19464,
            10644,
            8820,
            19464,
            10644,
            8820
        ],
        [
            91.30516,
            91.30516,
            149.471827,
            91.30516,
            91.30516,
            149.471827
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391157,
            -253756,
            -194621,
            -359205,
            -759355,
            -299518
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20012,
    "evaluation_days": 1667.67,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1618531200000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759900765858,
    "expiration_time": 1765083110400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 50,
            "offset": 50
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 139,
            "offset": 243
        }
    }
}

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)