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Trade: ALICE/USDT/240/WMA/LINREG/6846

Strategy
ALICE/USDT/240/WMA/LINREG/6846
Pair
ALICE_USDT
Interval
4h
Score
372637
Daily Profit
0.197591
Profit Factor
1.517816
Profitability
69.879518
Streak
41.221745
Best Strategy
Training Data Length
1658.830000
Evaluation Time
2025-09-29 00:19
Expiration Time
2025-11-17 16:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327769.5702 105456.4013 222313.1689 -315491.8902 3007.069 -318498.9592
Total P&L (%) 327.7696 105.4564 222.3132 -315.4919 3.0071 -318.499
Avg Daily Profit (%) 0.1976 0.0636 0.134 0 0.0018 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193755 -98627 -128071 -502272 -77308 -498923
Profit Factor 1.5178 1.3324 1.704 0.7195 1.0076 0.5644
Total Trades 83 41 42 83 41 42
Winning Trades 58 23 35 26 18 8
Losing Trades 25 18 7 57 23 34
Profitability (%) 69.8795 56.0976 83.3333 31.3253 43.9024 19.0476
Ratio Avg Win / Avg Loss 0.6542 1.0428 0.3408 1.5774 1.2875 2.3988
Largest Winning Trade 68012 68012 48792 209663 87937 209663
Largest Losing Trade -127095 -52111 -127095 -188748 -54076 -188748
Avg Bars in Trades 116 118 113 116 118 113
Avg Bars in Winners 89 88 89 168 154 198
Avg Bars in Losers 178 156 234 92 89 94
Bars Traded 9634 4849 4785 9634 4849 4785
Profit Streak 41.2217 41.2217 133.5551 0 0 0
Trades During Streak 3 1 6 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372637 -106384 -7958 -586540 -570660 -634006
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9953,
    "evaluation_days": 1658.83,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1619150400000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759094358761,
    "expiration_time": 1763389296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 137,
            "offset": 98
        }
    }
}
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": [
        [
            327769.5701732241,
            105456.4012529362,
            222313.1689202879,
            -315491.8901825887,
            3007.0689689005,
            -318498.9591514891
        ],
        [
            327.76957,
            105.456401,
            222.313169,
            -315.49189,
            3.007069,
            -318.498959
        ],
        [
            0.197591,
            0.063573,
            0.134018,
            0,
            0.001786,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193755,
            -98627,
            -128071,
            -502272,
            -77308,
            -498923
        ],
        [
            1.517816,
            1.332448,
            1.70403,
            0.719499,
            1.007641,
            0.564413
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            58,
            23,
            35,
            26,
            18,
            8
        ],
        [
            25,
            18,
            7,
            57,
            23,
            34
        ],
        [
            69.879518,
            56.097561,
            83.333333,
            31.325301,
            43.902439,
            19.047619
        ],
        [
            0.654231,
            1.042785,
            0.340806,
            1.577364,
            1.287541,
            2.398755
        ],
        [
            68012,
            68012,
            48792,
            209663,
            87937,
            209663
        ],
        [
            -127095,
            -52111,
            -127095,
            -188748,
            -54076,
            -188748
        ],
        [
            116,
            118,
            113,
            116,
            118,
            113
        ],
        [
            89,
            88,
            89,
            168,
            154,
            198
        ],
        [
            178,
            156,
            234,
            92,
            89,
            94
        ],
        [
            9634,
            4849,
            4785,
            9634,
            4849,
            4785
        ],
        [
            41.221745,
            41.221745,
            133.555078,
            0,
            0,
            0
        ],
        [
            3,
            1,
            6,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372637,
            -106384,
            -7958,
            -586540,
            -570660,
            -634006
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9953,
    "evaluation_days": 1658.83,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1619150400000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759094358761,
    "expiration_time": 1763389296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 137,
            "offset": 98
        }
    }
}

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)