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Trade: ALICE/USDT/480/MIDPRICE/BBM/6557

Strategy
ALICE/USDT/480/MIDPRICE/BBM/6557
Pair
ALICE_USDT
Interval
8h
Score
577307
Daily Profit
0.360593
Profit Factor
2.657648
Profitability
59.813084
Streak
0.000000
Best Strategy
Training Data Length
1671.670000
Evaluation Time
2025-10-11 11:42
Expiration Time
2025-11-30 13:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 602792.8571 241710.0129 361082.8442 7196873.8731 2669217.3756 4527656.4975
Total P&L (%) 602.7929 241.71 361.0828 7196.8739 2669.2174 4527.6565
Avg Daily Profit (%) 0.3606 0.1446 0.216 0.257 0.1989 0.2297
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64828 -55264 -75548 -2633898 -1227969 -3006968
Profit Factor 2.6576 2.5079 2.7757 1.6658 1.6938 1.6503
Total Trades 107 54 53 107 54 53
Winning Trades 64 30 34 64 30 34
Losing Trades 43 24 19 43 24 19
Profitability (%) 59.8131 55.5556 64.1509 59.8131 55.5556 64.1509
Ratio Avg Win / Avg Loss 1.7856 2.0063 1.5511 1.1192 1.355 0.9222
Largest Winning Trade 122074 122074 46027 1838540 804996 1838540
Largest Losing Trade -39097 -20564 -39097 -1722884 -704115 -1722884
Avg Bars in Trades 45 19 71 45 19 71
Avg Bars in Winners 48 16 77 48 16 77
Avg Bars in Losers 40 23 62 40 23 62
Bars Traded 4870 1055 3814 4870 1055 3814
Profit Streak 0 0 86.3627 0 0 86.3627
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 577307 -174293 -164205 436510 -168931 -168621
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5015,
    "evaluation_days": 1671.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1619107200000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760172134120,
    "expiration_time": 1764502560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 165,
            "offset": 0,
            "std": 2.69565
        }
    }
}
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": [
        [
            602792.8571395538,
            241710.0129275488,
            361082.8442120047,
            7196873.873124196,
            2669217.3755925284,
            4527656.4975316655
        ],
        [
            602.792857,
            241.710013,
            361.082844,
            7196.873873,
            2669.217376,
            4527.656498
        ],
        [
            0.360593,
            0.144592,
            0.216001,
            0.256961,
            0.19887,
            0.229653
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64828,
            -55264,
            -75548,
            -2633898,
            -1227969,
            -3006968
        ],
        [
            2.657648,
            2.5079,
            2.775692,
            1.665764,
            1.693752,
            1.650298
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            43,
            24,
            19,
            43,
            24,
            19
        ],
        [
            59.813084,
            55.555556,
            64.150943,
            59.813084,
            55.555556,
            64.150943
        ],
        [
            1.785607,
            2.00632,
            1.551122,
            1.119185,
            1.355002,
            0.922225
        ],
        [
            122074,
            122074,
            46027,
            1838540,
            804996,
            1838540
        ],
        [
            -39097,
            -20564,
            -39097,
            -1722884,
            -704115,
            -1722884
        ],
        [
            45,
            19,
            71,
            45,
            19,
            71
        ],
        [
            48,
            16,
            77,
            48,
            16,
            77
        ],
        [
            40,
            23,
            62,
            40,
            23,
            62
        ],
        [
            4870,
            1055,
            3814,
            4870,
            1055,
            3814
        ],
        [
            0,
            0,
            86.362663,
            0,
            0,
            86.362663
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            577307,
            -174293,
            -164205,
            436510,
            -168931,
            -168621
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5015,
    "evaluation_days": 1671.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1619107200000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760172134120,
    "expiration_time": 1764502560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 165,
            "offset": 0,
            "std": 2.69565
        }
    }
}

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)