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Trade: ALICE/USDT/480/MIDPOINT/ZLMA/4837

Strategy
ALICE/USDT/480/MIDPOINT/ZLMA/4837
Pair
ALICE_USDT
Interval
8h
Score
310164
Daily Profit
0.177717
Profit Factor
1.509759
Profitability
46.067416
Streak
0.000000
Best Strategy
Training Data Length
1656.670000
Evaluation Time
2025-09-26 15:03
Expiration Time
2025-11-15 02:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 294419.0956 81017.1421 213401.9535 107730.7156 -185659.1159 293389.8315
Total P&L (%) 294.4191 81.0171 213.402 107.7307 -185.6591 293.3898
Avg Daily Profit (%) 0.1777 0.0489 0.1288 0.0441 0 0.0827
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148390 -152948 -61353 -586310 -507601 -163355
Profit Factor 1.5098 1.2186 2.0309 1.0829 0.7995 1.785
Total Trades 89 45 44 89 45 44
Winning Trades 41 18 23 41 18 23
Losing Trades 48 27 21 48 27 21
Profitability (%) 46.0674 40 52.2727 46.0674 40 52.2727
Ratio Avg Win / Avg Loss 1.7675 1.828 1.8543 1.2678 1.1992 1.6298
Largest Winning Trade 106519 106519 61755 242071 242071 90540
Largest Losing Trade -41440 -41440 -26487 -227872 -227872 -63543
Avg Bars in Trades 54 36 72 54 36 72
Avg Bars in Winners 68 40 91 68 40 91
Avg Bars in Losers 41 33 51 41 33 51
Bars Traded 4811 1629 3182 4811 1629 3182
Profit Streak 0 0 138.1691 0 0 138.1691
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310164 -130726 -15880 -264583 -582934 -77829

Evaluation Data

{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4970,
    "evaluation_days": 1656.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618243200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758888207490,
    "expiration_time": 1763167680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 67,
            "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": [
        [
            294419.0956200278,
            81017.1421277958,
            213401.953492232,
            107730.7155848061,
            -185659.1158982555,
            293389.8314830617
        ],
        [
            294.419096,
            81.017142,
            213.401953,
            107.730716,
            -185.659116,
            293.389831
        ],
        [
            0.177717,
            0.048904,
            0.128814,
            0.044139,
            0,
            0.082708
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148390,
            -152948,
            -61353,
            -586310,
            -507601,
            -163355
        ],
        [
            1.509759,
            1.218633,
            2.030913,
            1.0829,
            0.79946,
            1.785041
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            48,
            27,
            21,
            48,
            27,
            21
        ],
        [
            46.067416,
            40,
            52.272727,
            46.067416,
            40,
            52.272727
        ],
        [
            1.767523,
            1.82795,
            1.854312,
            1.267786,
            1.19919,
            1.62982
        ],
        [
            106519,
            106519,
            61755,
            242071,
            242071,
            90540
        ],
        [
            -41440,
            -41440,
            -26487,
            -227872,
            -227872,
            -63543
        ],
        [
            54,
            36,
            72,
            54,
            36,
            72
        ],
        [
            68,
            40,
            91,
            68,
            40,
            91
        ],
        [
            41,
            33,
            51,
            41,
            33,
            51
        ],
        [
            4811,
            1629,
            3182,
            4811,
            1629,
            3182
        ],
        [
            0,
            0,
            138.169068,
            0,
            0,
            138.169068
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310164,
            -130726,
            -15880,
            -264583,
            -582934,
            -77829
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4970,
    "evaluation_days": 1656.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618243200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758888207490,
    "expiration_time": 1763167680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 67,
            "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)