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Trade: ALICE/USDT/360/HWMA/PWMA/3316

Strategy
ALICE/USDT/360/HWMA/PWMA/3316
Pair
ALICE_USDT
Interval
6h
Score
354436
Daily Profit
0.237125
Profit Factor
1.569333
Profitability
61.224490
Streak
0.000000
Best Strategy
Training Data Length
1663.750000
Evaluation Time
2025-10-04 03:00
Expiration Time
2025-11-22 17:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 394516.3325 134645.4598 259870.8727 169956.4547 -402459.9699 572416.4246
Total P&L (%) 394.5163 134.6455 259.8709 169.9565 -402.46 572.4164
Avg Daily Profit (%) 0.2371 0.0809 0.1562 0.0597 0 0.1146
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205101 -95778 -149312 -1375345 -789352 -1134851
Profit Factor 1.5693 1.3349 1.8933 1.0422 0.8185 1.3165
Total Trades 147 73 74 147 73 74
Winning Trades 90 37 53 90 37 53
Losing Trades 57 36 21 57 36 21
Profitability (%) 61.2245 50.6849 71.6216 61.2245 50.6849 71.6216
Ratio Avg Win / Avg Loss 0.9939 1.2988 0.7502 0.6601 0.7964 0.5216
Largest Winning Trade 106117 106117 29630 232256 232256 229345
Largest Losing Trade -80613 -51564 -80613 -646005 -478960 -646005
Avg Bars in Trades 43 50 36 43 50 36
Avg Bars in Winners 32 35 29 32 35 29
Avg Bars in Losers 61 66 54 61 66 54
Bars Traded 6418 3707 2711 6418 3707 2711
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354436 -156473 -53314 -287114 -652647 -102437
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6655,
    "evaluation_days": 1663.75,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1618617600000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759536044020,
    "expiration_time": 1763826840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 5,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.15784
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 132,
            "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": [
        [
            394516.3324923156,
            134645.4597642773,
            259870.8727280383,
            169956.4547217966,
            -402459.9698946745,
            572416.42461647
        ],
        [
            394.516332,
            134.64546,
            259.870873,
            169.956455,
            -402.45997,
            572.416425
        ],
        [
            0.237125,
            0.080929,
            0.156196,
            0.059708,
            0,
            0.114609
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205101,
            -95778,
            -149312,
            -1375345,
            -789352,
            -1134851
        ],
        [
            1.569333,
            1.334919,
            1.89327,
            1.04221,
            0.818521,
            1.316466
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            90,
            37,
            53,
            90,
            37,
            53
        ],
        [
            57,
            36,
            21,
            57,
            36,
            21
        ],
        [
            61.22449,
            50.684932,
            71.621622,
            61.22449,
            50.684932,
            71.621622
        ],
        [
            0.993911,
            1.29884,
            0.750163,
            0.660066,
            0.796398,
            0.521619
        ],
        [
            106117,
            106117,
            29630,
            232256,
            232256,
            229345
        ],
        [
            -80613,
            -51564,
            -80613,
            -646005,
            -478960,
            -646005
        ],
        [
            43,
            50,
            36,
            43,
            50,
            36
        ],
        [
            32,
            35,
            29,
            32,
            35,
            29
        ],
        [
            61,
            66,
            54,
            61,
            66,
            54
        ],
        [
            6418,
            3707,
            2711,
            6418,
            3707,
            2711
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354436,
            -156473,
            -53314,
            -287114,
            -652647,
            -102437
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6655,
    "evaluation_days": 1663.75,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1618617600000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759536044020,
    "expiration_time": 1763826840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 5,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.15784
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 132,
            "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)