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Trade: ALICE/USDT/720/HILO/HMA/6470

Strategy
ALICE/USDT/720/HILO/HMA/6470
Pair
ALICE_USDT
Interval
12h
Score
344398
Daily Profit
0.160682
Profit Factor
1.293209
Profitability
50.292398
Streak
24.481012
Best Strategy
Training Data Length
1670.000000
Evaluation Time
2025-10-10 02:32
Expiration Time
2025-11-28 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 268338.1185 137659.8154 130678.3031 -54458.0018 -47842.3519 -6615.6499
Total P&L (%) 268.3381 137.6598 130.6783 -54.458 -47.8424 -6.6157
Avg Daily Profit (%) 0.1607 0.0824 0.0783 -0.0471 -0.039 -0.0041
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159285 -127860 -96335 -212815 -195919 -80829
Profit Factor 1.2932 1.2509 1.3565 0.9296 0.8987 0.978
Total Trades 171 86 85 171 86 85
Winning Trades 86 36 50 86 36 50
Losing Trades 85 50 35 85 50 35
Profitability (%) 50.2924 41.8605 58.8235 50.2924 41.8605 58.8235
Ratio Avg Win / Avg Loss 1.2782 1.7374 0.9495 0.9188 1.2482 0.6846
Largest Winning Trade 247813 247813 49327 160362 160362 27275
Largest Losing Trade -56708 -42642 -56708 -84794 -84794 -43264
Avg Bars in Trades 18 18 19 18 18 19
Avg Bars in Winners 20 19 21 20 19 21
Avg Bars in Losers 16 17 15 16 17 15
Bars Traded 3215 1589 1626 3215 1589 1626
Profit Streak 24.481 24.481 31.981 24.481 24.481 31.981
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344398 -84670 -87618 -578538 -581779 -578685
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3340,
    "evaluation_days": 1670,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1620432000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760052759471,
    "expiration_time": 1764339840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 100,
            "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": [
        [
            268338.1184986546,
            137659.8154341615,
            130678.3030644932,
            -54458.0017700197,
            -47842.3518777782,
            -6615.6498922414
        ],
        [
            268.338118,
            137.659815,
            130.678303,
            -54.458002,
            -47.842352,
            -6.61565
        ],
        [
            0.160682,
            0.082431,
            0.07825,
            -0.047087,
            -0.038968,
            -0.004099
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159285,
            -127860,
            -96335,
            -212815,
            -195919,
            -80829
        ],
        [
            1.293209,
            1.250941,
            1.356458,
            0.929563,
            0.898712,
            0.978007
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            86,
            36,
            50,
            86,
            36,
            50
        ],
        [
            85,
            50,
            35,
            85,
            50,
            35
        ],
        [
            50.292398,
            41.860465,
            58.823529,
            50.292398,
            41.860465,
            58.823529
        ],
        [
            1.278172,
            1.737418,
            0.94952,
            0.918754,
            1.248211,
            0.684605
        ],
        [
            247813,
            247813,
            49327,
            160362,
            160362,
            27275
        ],
        [
            -56708,
            -42642,
            -56708,
            -84794,
            -84794,
            -43264
        ],
        [
            18,
            18,
            19,
            18,
            18,
            19
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            3215,
            1589,
            1626,
            3215,
            1589,
            1626
        ],
        [
            24.481012,
            24.481012,
            31.981012,
            24.481012,
            24.481012,
            31.981012
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344398,
            -84670,
            -87618,
            -578538,
            -581779,
            -578685
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3340,
    "evaluation_days": 1670,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1620432000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760052759471,
    "expiration_time": 1764339840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 100,
            "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)