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Trade: ALICE/USDT/240/JMA/PWMA/3028

Strategy
ALICE/USDT/240/JMA/PWMA/3028
Pair
ALICE_USDT
Interval
4h
Score
313614
Daily Profit
0.159214
Profit Factor
1.311623
Profitability
58.385093
Streak
25.783313
Best Strategy
Training Data Length
1663.830000
Evaluation Time
2025-10-04 01:47
Expiration Time
2025-11-22 19:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 264904.6786 102614.1964 162290.4822 -41005.568 -42609.4714 1603.9034
Total P&L (%) 264.9047 102.6142 162.2905 -41.0056 -42.6095 1.6039
Avg Daily Profit (%) 0.1592 0.0617 0.0975 -0.0317 -0.0334 0.001
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152810 -141441 -119771 -381044 -271406 -156550
Profit Factor 1.3116 1.1938 1.5061 0.9645 0.9383 1.0034
Total Trades 161 80 81 161 80 81
Winning Trades 94 43 51 94 43 51
Losing Trades 67 37 30 67 37 30
Profitability (%) 58.3851 53.75 62.963 58.3851 53.75 62.963
Ratio Avg Win / Avg Loss 0.9349 1.0272 0.886 0.6875 0.8074 0.5903
Largest Winning Trade 132644 132644 36402 104600 104600 46584
Largest Losing Trade -58058 -58058 -55991 -126842 -126146 -126842
Avg Bars in Trades 60 70 50 60 70 50
Avg Bars in Winners 45 46 44 45 46 44
Avg Bars in Losers 81 97 61 81 97 61
Bars Traded 9701 5614 4087 9701 5614 4087
Profit Streak 25.7833 30.1166 25.7833 25.7833 30.1166 25.7833
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313614 -136337 -72533 -577827 -599209 -585170
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9983,
    "evaluation_days": 1663.83,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1617840000000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759531678249,
    "expiration_time": 1763834256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    }
}
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": [
        [
            264904.6786187909,
            102614.1964368435,
            162290.4821819478,
            -41005.5679905449,
            -42609.4714266924,
            1603.9034361475
        ],
        [
            264.904679,
            102.614196,
            162.290482,
            -41.005568,
            -42.609471,
            1.603903
        ],
        [
            0.159214,
            0.061673,
            0.09754,
            -0.031713,
            -0.033369,
            0.000956
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152810,
            -141441,
            -119771,
            -381044,
            -271406,
            -156550
        ],
        [
            1.311623,
            1.193816,
            1.506146,
            0.964543,
            0.938342,
            1.003446
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            94,
            43,
            51,
            94,
            43,
            51
        ],
        [
            67,
            37,
            30,
            67,
            37,
            30
        ],
        [
            58.385093,
            53.75,
            62.962963,
            58.385093,
            53.75,
            62.962963
        ],
        [
            0.93488,
            1.027237,
            0.885968,
            0.687493,
            0.807411,
            0.590262
        ],
        [
            132644,
            132644,
            36402,
            104600,
            104600,
            46584
        ],
        [
            -58058,
            -58058,
            -55991,
            -126842,
            -126146,
            -126842
        ],
        [
            60,
            70,
            50,
            60,
            70,
            50
        ],
        [
            45,
            46,
            44,
            45,
            46,
            44
        ],
        [
            81,
            97,
            61,
            81,
            97,
            61
        ],
        [
            9701,
            5614,
            4087,
            9701,
            5614,
            4087
        ],
        [
            25.783313,
            30.116646,
            25.783313,
            25.783313,
            30.116646,
            25.783313
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313614,
            -136337,
            -72533,
            -577827,
            -599209,
            -585170
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9983,
    "evaluation_days": 1663.83,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1617840000000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759531678249,
    "expiration_time": 1763834256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    }
}

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)