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Trade: ALICE/USDT/360/DCM/PWMA/5913

Strategy
ALICE/USDT/360/DCM/PWMA/5913
Pair
ALICE_USDT
Interval
6h
Score
397262
Daily Profit
0.225589
Profit Factor
1.540504
Profitability
61.206897
Streak
9.263256
Best Strategy
Training Data Length
1658.750000
Evaluation Time
2025-09-29 03:19
Expiration Time
2025-11-17 14:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 374195.2625 127195.7345 246999.528 -18429.8483 33050.2563 -51480.1046
Total P&L (%) 374.1953 127.1957 246.9995 -18.4298 33.0503 -51.4801
Avg Daily Profit (%) 0.2256 0.0767 0.1489 -0.0123 0.0172 -0.0436
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144353 -111159 -151910 -224862 -28716 -231275
Profit Factor 1.5405 1.4196 1.6347 0.9557 1.3131 0.8342
Total Trades 116 58 58 116 58 58
Winning Trades 71 30 41 71 30 41
Losing Trades 45 28 17 45 28 17
Profitability (%) 61.2069 51.7241 70.6897 61.2069 51.7241 70.6897
Ratio Avg Win / Avg Loss 0.9764 1.3249 0.6778 0.6057 1.2256 0.3459
Largest Winning Trade 58046 47097 58046 60623 19829 60623
Largest Losing Trade -89809 -36386 -89809 -144357 -13409 -144357
Avg Bars in Trades 55 44 65 55 44 65
Avg Bars in Winners 51 34 63 51 34 63
Avg Bars in Losers 61 56 70 61 56 70
Bars Traded 6408 2595 3813 6408 2595 3813
Profit Streak 9.2633 9.2633 88.5133 9.2633 9.2633 88.5133
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397262 -268914 -169870 -577469 -351691 -756702
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6635,
    "evaluation_days": 1658.75,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1620280800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759105145361,
    "expiration_time": 1763381880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 209,
            "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": [
        [
            374195.2625111599,
            127195.7344948561,
            246999.5280163041,
            -18429.8482629609,
            33050.2562902834,
            -51480.1045532442
        ],
        [
            374.195263,
            127.195734,
            246.999528,
            -18.429848,
            33.050256,
            -51.480105
        ],
        [
            0.225589,
            0.076682,
            0.148907,
            -0.01228,
            0.017217,
            -0.043589
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144353,
            -111159,
            -151910,
            -224862,
            -28716,
            -231275
        ],
        [
            1.540504,
            1.419579,
            1.634705,
            0.955708,
            1.313106,
            0.834228
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            71,
            30,
            41,
            71,
            30,
            41
        ],
        [
            45,
            28,
            17,
            45,
            28,
            17
        ],
        [
            61.206897,
            51.724138,
            70.689655,
            61.206897,
            51.724138,
            70.689655
        ],
        [
            0.976376,
            1.32494,
            0.677804,
            0.605731,
            1.225565,
            0.345899
        ],
        [
            58046,
            47097,
            58046,
            60623,
            19829,
            60623
        ],
        [
            -89809,
            -36386,
            -89809,
            -144357,
            -13409,
            -144357
        ],
        [
            55,
            44,
            65,
            55,
            44,
            65
        ],
        [
            51,
            34,
            63,
            51,
            34,
            63
        ],
        [
            61,
            56,
            70,
            61,
            56,
            70
        ],
        [
            6408,
            2595,
            3813,
            6408,
            2595,
            3813
        ],
        [
            9.263256,
            9.263256,
            88.513256,
            9.263256,
            9.263256,
            88.513256
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397262,
            -268914,
            -169870,
            -577469,
            -351691,
            -756702
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6635,
    "evaluation_days": 1658.75,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1620280800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759105145361,
    "expiration_time": 1763381880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 209,
            "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)