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Trade: ALICE/USDT/240/MIDPRICE/SMA/2876

Strategy
ALICE/USDT/240/MIDPRICE/SMA/2876
Pair
ALICE_USDT
Interval
4h
Score
483138
Daily Profit
0.284856
Profit Factor
1.648508
Profitability
58.536585
Streak
10.575469
Best Strategy
Training Data Length
1663.170000
Evaluation Time
2025-10-03 08:48
Expiration Time
2025-11-22 03:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 473763.3118 216104.9534 257658.3585 -578810.2769 1215675.3474 -1794485.6242
Total P&L (%) 473.7633 216.105 257.6584 -578.8103 1215.6753 -1794.4856
Avg Daily Profit (%) 0.2849 0.1299 0.1549 0 0.1551 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172566 -145378 -121046 -2117625 -322669 -2243706
Profit Factor 1.6485 1.5893 1.7082 0.864 2.0326 0.4171
Total Trades 164 82 82 164 82 82
Winning Trades 96 45 51 73 40 33
Losing Trades 68 37 31 91 42 49
Profitability (%) 58.5366 54.878 62.1951 44.5122 48.7805 40.2439
Ratio Avg Win / Avg Loss 1.1677 1.3068 1.0383 1.077 2.1343 0.6193
Largest Winning Trade 104430 104430 75131 511683 511683 207281
Largest Losing Trade -116609 -53600 -116609 -1356170 -149427 -1356170
Avg Bars in Trades 59 52 67 59 52 67
Avg Bars in Winners 52 36 66 66 69 64
Avg Bars in Losers 69 70 68 53 35 69
Bars Traded 9773 4270 5503 9773 4270 5503
Profit Streak 10.5755 10.5755 91.4088 0 0 0
Trades During Streak 2 1 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 483138 -20881 295456 -580386 237040 -589030
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9979,
    "evaluation_days": 1663.17,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1618243200000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759470520543,
    "expiration_time": 1763774928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 172,
            "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": [
        [
            473763.3118311189,
            216104.9533716045,
            257658.3584595143,
            -578810.2768647433,
            1215675.3473526572,
            -1794485.6242173994
        ],
        [
            473.763312,
            216.104953,
            257.658358,
            -578.810277,
            1215.675347,
            -1794.485624
        ],
        [
            0.284856,
            0.129936,
            0.15492,
            0,
            0.155061,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172566,
            -145378,
            -121046,
            -2117625,
            -322669,
            -2243706
        ],
        [
            1.648508,
            1.589325,
            1.708155,
            0.863995,
            2.03262,
            0.417095
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            96,
            45,
            51,
            73,
            40,
            33
        ],
        [
            68,
            37,
            31,
            91,
            42,
            49
        ],
        [
            58.536585,
            54.878049,
            62.195122,
            44.512195,
            48.780488,
            40.243902
        ],
        [
            1.167693,
            1.306778,
            1.03829,
            1.077035,
            2.134251,
            0.619322
        ],
        [
            104430,
            104430,
            75131,
            511683,
            511683,
            207281
        ],
        [
            -116609,
            -53600,
            -116609,
            -1356170,
            -149427,
            -1356170
        ],
        [
            59,
            52,
            67,
            59,
            52,
            67
        ],
        [
            52,
            36,
            66,
            66,
            69,
            64
        ],
        [
            69,
            70,
            68,
            53,
            35,
            69
        ],
        [
            9773,
            4270,
            5503,
            9773,
            4270,
            5503
        ],
        [
            10.575469,
            10.575469,
            91.408802,
            0,
            0,
            0
        ],
        [
            2,
            1,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            483138,
            -20881,
            295456,
            -580386,
            237040,
            -589030
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9979,
    "evaluation_days": 1663.17,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1618243200000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759470520543,
    "expiration_time": 1763774928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 172,
            "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)