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Trade: ALICE/USDT/480/HMA/LINREG/2515

Strategy
ALICE/USDT/480/HMA/LINREG/2515
Pair
ALICE_USDT
Interval
8h
Score
317225
Daily Profit
0.182117
Profit Factor
1.323713
Profitability
46.496815
Streak
24.839587
Best Strategy
Training Data Length
1660.670000
Evaluation Time
2025-09-30 15:09
Expiration Time
2025-11-19 05:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 302436.3 113134.5117 189301.7883 -17312.1754 -5758.7532 -11553.4222
Total P&L (%) 302.4363 113.1345 189.3018 -17.3122 -5.7588 -11.5534
Avg Daily Profit (%) 0.1821 0.0681 0.114 -0.0114 -0.0036 -0.0074
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163369 -85788 -148212 -170252 -80969 -129758
Profit Factor 1.3237 1.2422 1.4053 0.9652 0.9759 0.9554
Total Trades 157 79 78 157 79 78
Winning Trades 73 31 42 73 31 42
Losing Trades 84 48 36 84 48 36
Profitability (%) 46.4968 39.2405 53.8462 46.4968 39.2405 53.8462
Ratio Avg Win / Avg Loss 1.5232 1.9234 1.2045 1.1107 1.5111 0.8189
Largest Winning Trade 68804 68804 48406 53366 42381 53366
Largest Losing Trade -82411 -30020 -82411 -114706 -53689 -114706
Avg Bars in Trades 30 31 29 30 31 29
Avg Bars in Winners 43 45 41 43 45 41
Avg Bars in Losers 20 22 16 20 22 16
Bars Traded 4842 2511 2331 4842 2511 2331
Profit Streak 24.8396 25.1729 0 24.8396 25.1729 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317225 -131729 -73772 -579107 -608599 -614459
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4982,
    "evaluation_days": 1660.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618444800000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759234140330,
    "expiration_time": 1763523648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 32,
            "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": [
        [
            302436.3000017019,
            113134.5116953903,
            189301.7883063114,
            -17312.1753870864,
            -5758.7531685495,
            -11553.4222185369
        ],
        [
            302.4363,
            113.134512,
            189.301788,
            -17.312175,
            -5.758753,
            -11.553422
        ],
        [
            0.182117,
            0.068126,
            0.113991,
            -0.011446,
            -0.003572,
            -0.007393
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163369,
            -85788,
            -148212,
            -170252,
            -80969,
            -129758
        ],
        [
            1.323713,
            1.242167,
            1.405274,
            0.965247,
            0.975916,
            0.955398
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            73,
            31,
            42,
            73,
            31,
            42
        ],
        [
            84,
            48,
            36,
            84,
            48,
            36
        ],
        [
            46.496815,
            39.240506,
            53.846154,
            46.496815,
            39.240506,
            53.846154
        ],
        [
            1.523177,
            1.923355,
            1.20452,
            1.110695,
            1.511096,
            0.818913
        ],
        [
            68804,
            68804,
            48406,
            53366,
            42381,
            53366
        ],
        [
            -82411,
            -30020,
            -82411,
            -114706,
            -53689,
            -114706
        ],
        [
            30,
            31,
            29,
            30,
            31,
            29
        ],
        [
            43,
            45,
            41,
            43,
            45,
            41
        ],
        [
            20,
            22,
            16,
            20,
            22,
            16
        ],
        [
            4842,
            2511,
            2331,
            4842,
            2511,
            2331
        ],
        [
            24.839587,
            25.17292,
            0,
            24.839587,
            25.17292,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317225,
            -131729,
            -73772,
            -579107,
            -608599,
            -614459
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4982,
    "evaluation_days": 1660.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618444800000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759234140330,
    "expiration_time": 1763523648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 32,
            "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)