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Trade: ALICE/USDT/360/SMA/PWMA/8754

Strategy
ALICE/USDT/360/SMA/PWMA/8754
Pair
ALICE_USDT
Interval
6h
Score
465776
Daily Profit
0.316644
Profit Factor
1.844301
Profitability
67.567568
Streak
12.956865
Best Strategy
Training Data Length
1660.000000
Evaluation Time
2025-09-30 07:57
Expiration Time
2025-11-18 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 525629.8056 201925.6405 323704.1651 333792.7052 132747.0407 201045.6645
Total P&L (%) 525.6298 201.9256 323.7042 333.7927 132.747 201.0457
Avg Daily Profit (%) 0.3166 0.1216 0.195 0.0884 0.0509 0.0664
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89998 -79742 -107673 -249447 -183168 -270061
Profit Factor 1.8443 1.6827 1.9906 1.359 1.3234 1.3871
Total Trades 111 55 56 111 55 56
Winning Trades 75 34 41 75 34 41
Losing Trades 36 21 15 36 21 15
Profitability (%) 67.5676 61.8182 73.2143 67.5676 61.8182 73.2143
Ratio Avg Win / Avg Loss 0.8853 1.0393 0.7283 0.6523 0.8174 0.5075
Largest Winning Trade 78587 78587 53855 121968 121968 57562
Largest Losing Trade -89998 -33393 -89998 -249447 -127354 -249447
Avg Bars in Trades 57 56 59 57 56 59
Avg Bars in Winners 52 49 55 52 49 55
Avg Bars in Losers 68 67 70 68 67 70
Bars Traded 6428 3084 3344 6428 3084 3344
Profit Streak 12.9569 0 18.2069 12.9569 0 18.2069
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465776 -207063 -167899 -72932 -304898 -281788
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6640,
    "evaluation_days": 1660,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619676000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759208273112,
    "expiration_time": 1763493120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 181,
            "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": [
        [
            525629.8056239624,
            201925.6405036789,
            323704.1651202832,
            333792.7052205476,
            132747.0407361461,
            201045.6644844015
        ],
        [
            525.629806,
            201.925641,
            323.704165,
            333.792705,
            132.747041,
            201.045664
        ],
        [
            0.316644,
            0.121642,
            0.195003,
            0.088436,
            0.050903,
            0.066413
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89998,
            -79742,
            -107673,
            -249447,
            -183168,
            -270061
        ],
        [
            1.844301,
            1.682665,
            1.990613,
            1.358985,
            1.323376,
            1.387132
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            75,
            34,
            41,
            75,
            34,
            41
        ],
        [
            36,
            21,
            15,
            36,
            21,
            15
        ],
        [
            67.567568,
            61.818182,
            73.214286,
            67.567568,
            61.818182,
            73.214286
        ],
        [
            0.885265,
            1.039293,
            0.728273,
            0.652313,
            0.817379,
            0.507487
        ],
        [
            78587,
            78587,
            53855,
            121968,
            121968,
            57562
        ],
        [
            -89998,
            -33393,
            -89998,
            -249447,
            -127354,
            -249447
        ],
        [
            57,
            56,
            59,
            57,
            56,
            59
        ],
        [
            52,
            49,
            55,
            52,
            49,
            55
        ],
        [
            68,
            67,
            70,
            68,
            67,
            70
        ],
        [
            6428,
            3084,
            3344,
            6428,
            3084,
            3344
        ],
        [
            12.956865,
            0,
            18.206865,
            12.956865,
            0,
            18.206865
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465776,
            -207063,
            -167899,
            -72932,
            -304898,
            -281788
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6640,
    "evaluation_days": 1660,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619676000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759208273112,
    "expiration_time": 1763493120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 181,
            "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)