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Trade: ALICE/USDT/240/WMA/T3/8836

Strategy
ALICE/USDT/240/WMA/T3/8836
Pair
ALICE_USDT
Interval
4h
Score
515883
Daily Profit
0.161993
Profit Factor
1.833641
Profitability
81.904762
Streak
47.449032
Best Strategy
Training Data Length
1654.500000
Evaluation Time
2025-09-25 21:46
Expiration Time
2025-11-13 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 268016.6167 73410.1847 194606.432 113501.9979 -158452.1495 271954.1474
Total P&L (%) 268.0166 73.4102 194.6064 113.502 -158.4521 271.9541
Avg Daily Profit (%) 0.162 0.0444 0.1176 0.0459 0 0.0794
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125194 -136624 -27015 -297624 -350475 -14711
Profit Factor 1.8336 1.2707 4.8642 1.2096 0.6854 8.1919
Total Trades 105 52 53 105 52 53
Winning Trades 86 40 46 86 40 46
Losing Trades 19 12 7 19 12 7
Profitability (%) 81.9048 76.9231 86.7925 81.9048 76.9231 86.7925
Ratio Avg Win / Avg Loss 0.4051 0.3812 0.7402 0.2672 0.2056 1.2466
Largest Winning Trade 108293 108293 35637 50783 50783 38063
Largest Losing Trade -78400 -78400 -24677 -256860 -256860 -14711
Avg Bars in Trades 85 117 53 85 117 53
Avg Bars in Winners 34 29 38 34 29 38
Avg Bars in Losers 315 408 155 315 408 155
Bars Traded 8956 6095 2861 8956 6095 2861
Profit Streak 47.449 47.449 583.1157 47.449 47.449 583.1157
Trades During Streak 11 5 29 11 5 29
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 515883 -310425 -204900 -127470 -755795 -253328

Evaluation Data

{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9927,
    "evaluation_days": 1654.5,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1620561600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758825996394,
    "expiration_time": 1763003664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 94,
            "offset": 239,
            "a": 0.01358
        }
    }
}
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": [
        [
            268016.6167434678,
            73410.1847438993,
            194606.4319995685,
            113501.9979148975,
            -158452.149450813,
            271954.1473657102
        ],
        [
            268.016617,
            73.410185,
            194.606432,
            113.501998,
            -158.452149,
            271.954147
        ],
        [
            0.161993,
            0.04437,
            0.117623,
            0.045854,
            0,
            0.079427
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125194,
            -136624,
            -27015,
            -297624,
            -350475,
            -14711
        ],
        [
            1.833641,
            1.270747,
            4.864155,
            1.209606,
            0.685415,
            8.191901
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            86,
            40,
            46,
            86,
            40,
            46
        ],
        [
            19,
            12,
            7,
            19,
            12,
            7
        ],
        [
            81.904762,
            76.923077,
            86.792453,
            81.904762,
            76.923077,
            86.792453
        ],
        [
            0.405107,
            0.381224,
            0.740197,
            0.267239,
            0.205625,
            1.246594
        ],
        [
            108293,
            108293,
            35637,
            50783,
            50783,
            38063
        ],
        [
            -78400,
            -78400,
            -24677,
            -256860,
            -256860,
            -14711
        ],
        [
            85,
            117,
            53,
            85,
            117,
            53
        ],
        [
            34,
            29,
            38,
            34,
            29,
            38
        ],
        [
            315,
            408,
            155,
            315,
            408,
            155
        ],
        [
            8956,
            6095,
            2861,
            8956,
            6095,
            2861
        ],
        [
            47.449032,
            47.449032,
            583.115699,
            47.449032,
            47.449032,
            583.115699
        ],
        [
            11,
            5,
            29,
            11,
            5,
            29
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            515883,
            -310425,
            -204900,
            -127470,
            -755795,
            -253328
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9927,
    "evaluation_days": 1654.5,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1620561600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758825996394,
    "expiration_time": 1763003664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 94,
            "offset": 239,
            "a": 0.01358
        }
    }
}

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)