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Trade: ALICE/USDT/480/PWMA/MIDPOINT/2043

Strategy
ALICE/USDT/480/PWMA/MIDPOINT/2043
Pair
ALICE_USDT
Interval
8h
Score
307360
Daily Profit
0.152093
Profit Factor
1.218236
Profitability
49.321267
Streak
16.897136
Best Strategy
Training Data Length
1669.000000
Evaluation Time
2025-10-09 00:31
Expiration Time
2025-11-27 19:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 253842.604 109207.2328 144635.3712 -61914.6897 7478.4405 -69393.1302
Total P&L (%) 253.8426 109.2072 144.6354 -61.9147 7.4784 -69.3931
Avg Daily Profit (%) 0.1521 0.0654 0.0867 -0.0578 0.0043 -0.0709
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -207578 -158674 -148407 -773150 -569674 -351887
Profit Factor 1.2182 1.1551 1.315 0.9796 1.0045 0.9493
Total Trades 221 110 111 221 110 111
Winning Trades 109 45 64 109 45 64
Losing Trades 112 65 47 112 65 47
Profitability (%) 49.3213 40.9091 57.6577 49.3213 40.9091 57.6577
Ratio Avg Win / Avg Loss 1.2518 1.6685 0.9657 1.0065 1.4509 0.6971
Largest Winning Trade 121345 121345 35703 342111 342111 201789
Largest Losing Trade -42833 -42833 -40137 -275390 -222686 -275390
Avg Bars in Trades 22 26 18 22 26 18
Avg Bars in Winners 26 31 22 26 31 22
Avg Bars in Losers 18 22 12 18 22 12
Bars Traded 4911 2904 2007 4911 2904 2007
Profit Streak 16.8971 0 17.8971 16.8971 0 17.8971
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307360 -157845 -77174 -577369 -571917 -579201
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 1669,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617408000000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759959112579,
    "expiration_time": 1764265248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 58,
            "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": [
        [
            253842.6039672155,
            109207.2327835065,
            144635.3711837092,
            -61914.6897190004,
            7478.4404877522,
            -69393.1302067528
        ],
        [
            253.842604,
            109.207233,
            144.635371,
            -61.91469,
            7.47844,
            -69.39313
        ],
        [
            0.152093,
            0.065433,
            0.08666,
            -0.057823,
            0.004321,
            -0.070912
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -207578,
            -158674,
            -148407,
            -773150,
            -569674,
            -351887
        ],
        [
            1.218236,
            1.155138,
            1.314958,
            0.979561,
            1.004501,
            0.94926
        ],
        [
            221,
            110,
            111,
            221,
            110,
            111
        ],
        [
            109,
            45,
            64,
            109,
            45,
            64
        ],
        [
            112,
            65,
            47,
            112,
            65,
            47
        ],
        [
            49.321267,
            40.909091,
            57.657658,
            49.321267,
            40.909091,
            57.657658
        ],
        [
            1.251766,
            1.668533,
            0.965672,
            1.006521,
            1.450946,
            0.697113
        ],
        [
            121345,
            121345,
            35703,
            342111,
            342111,
            201789
        ],
        [
            -42833,
            -42833,
            -40137,
            -275390,
            -222686,
            -275390
        ],
        [
            22,
            26,
            18,
            22,
            26,
            18
        ],
        [
            26,
            31,
            22,
            26,
            31,
            22
        ],
        [
            18,
            22,
            12,
            18,
            22,
            12
        ],
        [
            4911,
            2904,
            2007,
            4911,
            2904,
            2007
        ],
        [
            16.897136,
            0,
            17.897136,
            16.897136,
            0,
            17.897136
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307360,
            -157845,
            -77174,
            -577369,
            -571917,
            -579201
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 1669,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617408000000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759959112579,
    "expiration_time": 1764265248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 58,
            "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)