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Trade: ALICE/USDT/240/HWMA/OHLC4/9086

Strategy
ALICE/USDT/240/HWMA/OHLC4/9086
Pair
ALICE_USDT
Interval
4h
Score
364205
Daily Profit
0.152648
Profit Factor
1.271998
Profitability
69.230769
Streak
13.896749
Best Strategy
Training Data Length
1665.170000
Evaluation Time
2025-10-05 08:31
Expiration Time
2025-11-24 04:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 254185.5972 72061.003 182124.5941 -531809.7034 2945202.115 -3477011.8184
Total P&L (%) 254.1856 72.061 182.1246 -531.8097 2945.2021 -3477.0118
Avg Daily Profit (%) 0.1526 0.0433 0.1094 0 0.2054 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -245713 -159784 -170858 -6520013 -2082317 -5402683
Profit Factor 1.272 1.1556 1.3863 0.9589 1.5525 0.5427
Total Trades 299 149 150 299 149 150
Winning Trades 207 94 113 113 63 50
Losing Trades 92 55 37 186 86 100
Profitability (%) 69.2308 63.0872 75.3333 37.7926 42.2819 33.3333
Ratio Avg Win / Avg Loss 0.5653 0.6762 0.4539 1.5783 2.1193 1.0855
Largest Winning Trade 37902 37902 36811 3422787 3422787 1297744
Largest Losing Trade -170858 -59357 -170858 -1287637 -485118 -1287637
Avg Bars in Trades 32 38 25 32 38 25
Avg Bars in Winners 16 15 16 54 67 37
Avg Bars in Losers 68 78 54 18 18 19
Bars Traded 9638 5800 3838 9638 5800 3838
Profit Streak 13.8967 0 123.3967 0 17.3968 0
Trades During Streak 1 0 11 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364205 -184569 -42617 -581183 296229 -585084
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9991,
    "evaluation_days": 1665.17,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1618070400000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759642279162,
    "expiration_time": 1763952912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.72887,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 159
        }
    }
}
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": [
        [
            254185.5971640326,
            72061.0030396154,
            182124.5941244171,
            -531809.7034030603,
            2945202.1150308447,
            -3477011.8184339046
        ],
        [
            254.185597,
            72.061003,
            182.124594,
            -531.809703,
            2945.202115,
            -3477.011818
        ],
        [
            0.152648,
            0.043275,
            0.109373,
            0,
            0.205364,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -245713,
            -159784,
            -170858,
            -6520013,
            -2082317,
            -5402683
        ],
        [
            1.271998,
            1.155631,
            1.386277,
            0.958885,
            1.552488,
            0.542734
        ],
        [
            299,
            149,
            150,
            299,
            149,
            150
        ],
        [
            207,
            94,
            113,
            113,
            63,
            50
        ],
        [
            92,
            55,
            37,
            186,
            86,
            100
        ],
        [
            69.230769,
            63.087248,
            75.333333,
            37.792642,
            42.281879,
            33.333333
        ],
        [
            0.565333,
            0.676167,
            0.453914,
            1.578342,
            2.11927,
            1.085468
        ],
        [
            37902,
            37902,
            36811,
            3422787,
            3422787,
            1297744
        ],
        [
            -170858,
            -59357,
            -170858,
            -1287637,
            -485118,
            -1287637
        ],
        [
            32,
            38,
            25,
            32,
            38,
            25
        ],
        [
            16,
            15,
            16,
            54,
            67,
            37
        ],
        [
            68,
            78,
            54,
            18,
            18,
            19
        ],
        [
            9638,
            5800,
            3838,
            9638,
            5800,
            3838
        ],
        [
            13.896749,
            0,
            123.396749,
            0,
            17.39675,
            0
        ],
        [
            1,
            0,
            11,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364205,
            -184569,
            -42617,
            -581183,
            296229,
            -585084
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9991,
    "evaluation_days": 1665.17,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1618070400000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759642279162,
    "expiration_time": 1763952912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.72887,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 159
        }
    }
}

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)