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Trade: ALICE/USDT/480/MIDPRICE/WMA/1866

Strategy
ALICE/USDT/480/MIDPRICE/WMA/1866
Pair
ALICE_USDT
Interval
8h
Score
446670
Daily Profit
0.324450
Profit Factor
1.287299
Profitability
49.589491
Streak
0.000000
Best Strategy
Training Data Length
1656.670000
Evaluation Time
2025-09-26 19:46
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 537507.2228 253886.0761 283621.1467 -194002.7407 27732.3156 -221735.0563
Total P&L (%) 537.5072 253.8861 283.6211 -194.0027 27.7323 -221.7351
Avg Daily Profit (%) 0.3245 0.1533 0.1712 0 0.0148 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116270 -151499 -109452 -480569 -138213 -362617
Profit Factor 1.2873 1.2698 1.305 0.8615 1.0483 0.7317
Total Trades 609 305 304 609 305 304
Winning Trades 302 139 163 311 167 144
Losing Trades 307 166 141 298 138 160
Profitability (%) 49.5895 45.5738 53.6184 51.0673 54.7541 47.3684
Ratio Avg Win / Avg Loss 1.3086 1.5165 1.1288 0.8255 0.8662 0.813
Largest Winning Trade 66023 66023 39714 43637 43637 32385
Largest Losing Trade -103053 -30205 -103053 -209896 -50917 -209896
Avg Bars in Trades 8 7 8 8 7 8
Avg Bars in Winners 8 7 8 7 7 7
Avg Bars in Losers 7 7 7 8 8 9
Bars Traded 4920 2328 2592 4920 2328 2592
Profit Streak 0 0 13.3653 4.6987 13.032 0
Trades During Streak 0 0 2 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446670 281812 372566 -576746 -342489 -580489

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": 1616169600000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758905163761,
    "expiration_time": 1763167680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 15,
            "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": [
        [
            537507.2227659764,
            253886.0760873462,
            283621.1466786294,
            -194002.7407264858,
            27732.3155998979,
            -221735.056326384
        ],
        [
            537.507223,
            253.886076,
            283.621147,
            -194.002741,
            27.732316,
            -221.735056
        ],
        [
            0.32445,
            0.153251,
            0.1712,
            0,
            0.014776,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116270,
            -151499,
            -109452,
            -480569,
            -138213,
            -362617
        ],
        [
            1.287299,
            1.269838,
            1.304964,
            0.861521,
            1.04828,
            0.731733
        ],
        [
            609,
            305,
            304,
            609,
            305,
            304
        ],
        [
            302,
            139,
            163,
            311,
            167,
            144
        ],
        [
            307,
            166,
            141,
            298,
            138,
            160
        ],
        [
            49.589491,
            45.57377,
            53.618421,
            51.067323,
            54.754098,
            47.368421
        ],
        [
            1.308612,
            1.516498,
            1.128834,
            0.825509,
            0.866243,
            0.813037
        ],
        [
            66023,
            66023,
            39714,
            43637,
            43637,
            32385
        ],
        [
            -103053,
            -30205,
            -103053,
            -209896,
            -50917,
            -209896
        ],
        [
            8,
            7,
            8,
            8,
            7,
            8
        ],
        [
            8,
            7,
            8,
            7,
            7,
            7
        ],
        [
            7,
            7,
            7,
            8,
            8,
            9
        ],
        [
            4920,
            2328,
            2592,
            4920,
            2328,
            2592
        ],
        [
            0,
            0,
            13.365321,
            4.698655,
            13.031988,
            0
        ],
        [
            0,
            0,
            2,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446670,
            281812,
            372566,
            -576746,
            -342489,
            -580489
        ]
    ]
}
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": 1616169600000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758905163761,
    "expiration_time": 1763167680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 15,
            "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)