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Trade: ALICE/USDT/240/DCM/KCB/5148

Strategy
ALICE/USDT/240/DCM/KCB/5148
Pair
ALICE_USDT
Interval
4h
Score
324309
Daily Profit
0.177738
Profit Factor
1.398108
Profitability
58.400000
Streak
4.953099
Best Strategy
Training Data Length
1658.500000
Evaluation Time
2025-09-28 17:52
Expiration Time
2025-11-17 08:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 294778.5394 91531.3401 203247.1994 33016.9845 -61299.0075 94315.992
Total P&L (%) 294.7785 91.5313 203.2472 33.017 -61.299 94.316
Avg Daily Profit (%) 0.1777 0.0552 0.1225 0.0172 -0.0572 0.0401
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110595 -82292 -66046 -242962 -172006 -149857
Profit Factor 1.3981 1.2823 1.4883 1.0281 0.8815 1.1433
Total Trades 125 63 62 125 63 62
Winning Trades 73 34 39 73 34 39
Losing Trades 52 29 23 52 29 23
Profitability (%) 58.4 53.9683 62.9032 58.4 53.9683 62.9032
Ratio Avg Win / Avg Loss 0.9959 1.0937 0.8777 0.7323 0.7519 0.6742
Largest Winning Trade 72069 72069 54326 81581 43609 81581
Largest Losing Trade -58953 -39933 -58953 -87273 -87273 -85179
Avg Bars in Trades 77 38 115 77 38 115
Avg Bars in Winners 85 30 134 85 30 134
Avg Bars in Losers 65 49 85 65 49 85
Bars Traded 9635 2452 7183 9635 2452 7183
Profit Streak 4.9531 4.9531 155.4531 4.9531 4.9531 155.4531
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324309 -264737 -180994 -361447 -726270 -355126
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9951,
    "evaluation_days": 1658.5,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1619006400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759071147740,
    "expiration_time": 1763359632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 170,
            "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": [
        [
            294778.539429167,
            91531.3400745115,
            203247.1993546557,
            33016.9844860034,
            -61299.0074888081,
            94315.9919748117
        ],
        [
            294.778539,
            91.53134,
            203.247199,
            33.016984,
            -61.299007,
            94.315992
        ],
        [
            0.177738,
            0.055189,
            0.122549,
            0.017204,
            -0.057222,
            0.040063
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110595,
            -82292,
            -66046,
            -242962,
            -172006,
            -149857
        ],
        [
            1.398108,
            1.282292,
            1.488334,
            1.028087,
            0.881493,
            1.143283
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            73,
            34,
            39,
            73,
            34,
            39
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            58.4,
            53.968254,
            62.903226,
            58.4,
            53.968254,
            62.903226
        ],
        [
            0.995912,
            1.09372,
            0.877735,
            0.732336,
            0.751862,
            0.674244
        ],
        [
            72069,
            72069,
            54326,
            81581,
            43609,
            81581
        ],
        [
            -58953,
            -39933,
            -58953,
            -87273,
            -87273,
            -85179
        ],
        [
            77,
            38,
            115,
            77,
            38,
            115
        ],
        [
            85,
            30,
            134,
            85,
            30,
            134
        ],
        [
            65,
            49,
            85,
            65,
            49,
            85
        ],
        [
            9635,
            2452,
            7183,
            9635,
            2452,
            7183
        ],
        [
            4.953099,
            4.953099,
            155.453099,
            4.953099,
            4.953099,
            155.453099
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324309,
            -264737,
            -180994,
            -361447,
            -726270,
            -355126
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9951,
    "evaluation_days": 1658.5,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1619006400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759071147740,
    "expiration_time": 1763359632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 170,
            "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)