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Trade: ALICE/USDT/480/DCM/KCB/8312

Strategy
ALICE/USDT/480/DCM/KCB/8312
Pair
ALICE_USDT
Interval
8h
Score
533802
Daily Profit
0.152758
Profit Factor
3.013650
Profitability
68.292683
Streak
86.425534
Best Strategy
Training Data Length
1667.000000
Evaluation Time
2025-10-06 21:12
Expiration Time
2025-11-25 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 363404.3611 108756.9822 254647.3789 933668.439 -211808.3964 1145476.8354
Total P&L (%) 363.4044 108.757 254.6474 933.6684 -211.8084 1145.4768
Avg Daily Profit (%) 0.218 0.0652 0.1528 0.1402 0 0.1514
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74272 -100867 -30501 -747928 -652270 -262269
Profit Factor 2.0933 1.5281 3.0137 1.3663 0.8631 2.144
Total Trades 81 40 41 81 40 41
Winning Trades 50 22 28 50 22 28
Losing Trades 31 18 13 31 18 13
Profitability (%) 61.7284 55 68.2927 61.7284 55 68.2927
Ratio Avg Win / Avg Loss 1.2979 1.2503 1.3992 0.8471 0.7062 0.9954
Largest Winning Trade 64564 60134 64564 509069 202513 509069
Largest Losing Trade -50614 -50614 -30501 -295471 -295471 -262269
Avg Bars in Trades 58 44 71 58 44 71
Avg Bars in Winners 57 18 88 57 18 88
Avg Bars in Losers 59 77 34 59 77 34
Bars Traded 4722 1783 2939 4722 1783 2939
Profit Streak 46.7589 0 86.4255 46.7589 0 86.4255
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3276 -103664 533802 -20538 -580101 427967
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 1667,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622044800000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759774366122,
    "expiration_time": 1764087264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 219,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            363404.3610940642,
            108756.9821845657,
            254647.3789094983,
            933668.4390328685,
            -211808.3963646373,
            1145476.835397506
        ],
        [
            363.404361,
            108.756982,
            254.647379,
            933.668439,
            -211.808396,
            1145.476835
        ],
        [
            0.217999,
            0.065241,
            0.152758,
            0.140212,
            0,
            0.15141
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74272,
            -100867,
            -30501,
            -747928,
            -652270,
            -262269
        ],
        [
            2.09331,
            1.528129,
            3.01365,
            1.366322,
            0.863124,
            2.143966
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            31,
            18,
            13,
            31,
            18,
            13
        ],
        [
            61.728395,
            55,
            68.292683,
            61.728395,
            55,
            68.292683
        ],
        [
            1.297852,
            1.250288,
            1.399195,
            0.847119,
            0.706192,
            0.995413
        ],
        [
            64564,
            60134,
            64564,
            509069,
            202513,
            509069
        ],
        [
            -50614,
            -50614,
            -30501,
            -295471,
            -295471,
            -262269
        ],
        [
            58,
            44,
            71,
            58,
            44,
            71
        ],
        [
            57,
            18,
            88,
            57,
            18,
            88
        ],
        [
            59,
            77,
            34,
            59,
            77,
            34
        ],
        [
            4722,
            1783,
            2939,
            4722,
            1783,
            2939
        ],
        [
            46.758867,
            0,
            86.425534,
            46.758867,
            0,
            86.425534
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3276,
            -103664,
            533802,
            -20538,
            -580101,
            427967
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 1667,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622044800000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759774366122,
    "expiration_time": 1764087264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 219,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)