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Trade: ALICE/USDT/360/HILO/WMA/5114

Strategy
ALICE/USDT/360/HILO/WMA/5114
Pair
ALICE_USDT
Interval
6h
Score
348075
Daily Profit
0.155181
Profit Factor
1.387867
Profitability
62.400000
Streak
39.536086
Best Strategy
Training Data Length
1663.500000
Evaluation Time
2025-10-03 21:51
Expiration Time
2025-11-22 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 258144.2027 68820.5277 189323.675 -23636.5957 -143879.0112 120242.4155
Total P&L (%) 258.1442 68.8205 189.3237 -23.6366 -143.879 120.2424
Avg Daily Profit (%) 0.1552 0.0414 0.1138 -0.0162 0 0.0475
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152686 -105251 -102936 -554838 -335550 -401841
Profit Factor 1.3879 1.1628 1.7796 0.9862 0.8543 1.1649
Total Trades 125 62 63 125 62 63
Winning Trades 78 28 50 78 28 50
Losing Trades 47 34 13 47 34 13
Profitability (%) 62.4 45.1613 79.3651 62.4 45.1613 79.3651
Ratio Avg Win / Avg Loss 0.8363 1.412 0.4627 0.5943 1.0374 0.3029
Largest Winning Trade 151376 151376 43865 163745 163745 108885
Largest Losing Trade -60390 -60390 -50754 -254429 -218728 -254429
Avg Bars in Trades 51 67 35 51 67 35
Avg Bars in Winners 27 34 23 27 34 23
Avg Bars in Losers 91 94 81 91 94 81
Bars Traded 6416 4198 2218 6416 4198 2218
Profit Streak 39.5361 39.5361 51.5361 39.5361 39.5361 51.5361
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348075 -334226 -181858 -577301 -734185 -311736
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6654,
    "evaluation_days": 1663.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619373600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759517517851,
    "expiration_time": 1763804592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 167,
            "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": [
        [
            258144.2027215813,
            68820.5277263497,
            189323.6749952317,
            -23636.5957242112,
            -143879.0112110754,
            120242.4154868645
        ],
        [
            258.144203,
            68.820528,
            189.323675,
            -23.636596,
            -143.879011,
            120.242415
        ],
        [
            0.155181,
            0.041371,
            0.11381,
            -0.016209,
            0,
            0.047475
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152686,
            -105251,
            -102936,
            -554838,
            -335550,
            -401841
        ],
        [
            1.387867,
            1.162817,
            1.779555,
            0.986233,
            0.854316,
            1.164872
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            78,
            28,
            50,
            78,
            28,
            50
        ],
        [
            47,
            34,
            13,
            47,
            34,
            13
        ],
        [
            62.4,
            45.16129,
            79.365079,
            62.4,
            45.16129,
            79.365079
        ],
        [
            0.836279,
            1.411992,
            0.462684,
            0.594269,
            1.037383,
            0.302867
        ],
        [
            151376,
            151376,
            43865,
            163745,
            163745,
            108885
        ],
        [
            -60390,
            -60390,
            -50754,
            -254429,
            -218728,
            -254429
        ],
        [
            51,
            67,
            35,
            51,
            67,
            35
        ],
        [
            27,
            34,
            23,
            27,
            34,
            23
        ],
        [
            91,
            94,
            81,
            91,
            94,
            81
        ],
        [
            6416,
            4198,
            2218,
            6416,
            4198,
            2218
        ],
        [
            39.536086,
            39.536086,
            51.536086,
            39.536086,
            39.536086,
            51.536086
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348075,
            -334226,
            -181858,
            -577301,
            -734185,
            -311736
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6654,
    "evaluation_days": 1663.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619373600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759517517851,
    "expiration_time": 1763804592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 167,
            "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)