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Trade: ALICE/USDT/720/HLC3/PWMA/1209

Strategy
ALICE/USDT/720/HLC3/PWMA/1209
Pair
ALICE_USDT
Interval
12h
Score
532587
Daily Profit
0.232567
Profit Factor
1.994586
Profitability
80.898876
Streak
61.375817
Best Strategy
Training Data Length
1668.500000
Evaluation Time
2025-10-08 12:01
Expiration Time
2025-11-27 03:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 388038.836 155109.7896 232929.0464 405026.0492 2159.279 402866.7702
Total P&L (%) 388.0388 155.1098 232.929 405.026 2.1593 402.8668
Avg Daily Profit (%) 0.2326 0.093 0.1396 0.0971 0.0013 0.0969
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165395 -157706 -43118 -228145 -239163 -46010
Profit Factor 1.9946 1.5436 3.2218 1.7012 1.0044 5.6255
Total Trades 89 44 45 89 44 45
Winning Trades 72 34 38 72 34 38
Losing Trades 17 10 7 17 10 7
Profitability (%) 80.8989 77.2727 84.4444 80.8989 77.2727 84.4444
Ratio Avg Win / Avg Loss 0.4709 0.454 0.5935 0.4017 0.2954 1.0363
Largest Winning Trade 119821 119821 50524 59307 58942 59307
Largest Losing Trade -66480 -66480 -43118 -181111 -181111 -46010
Avg Bars in Trades 33 43 23 33 43 23
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 105 135 62 105 135 62
Bars Traded 3005 1933 1072 3005 1933 1072
Profit Streak 61.3758 61.3758 327.3758 61.3758 61.3758 327.3758
Trades During Streak 3 1 10 3 1 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 532587 -64794 103142 -57001 -570075 -50377
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3337,
    "evaluation_days": 1668.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1625097600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759914070567,
    "expiration_time": 1764206352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 217,
            "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": [
        [
            388038.836034016,
            155109.7896496569,
            232929.0463843591,
            405026.0491732556,
            2159.2789941569,
            402866.7701790986
        ],
        [
            388.038836,
            155.10979,
            232.929046,
            405.026049,
            2.159279,
            402.86677
        ],
        [
            0.232567,
            0.092964,
            0.139604,
            0.097107,
            0.00128,
            0.09685
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165395,
            -157706,
            -43118,
            -228145,
            -239163,
            -46010
        ],
        [
            1.994586,
            1.543649,
            3.22178,
            1.701153,
            1.004402,
            5.625523
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            72,
            34,
            38,
            72,
            34,
            38
        ],
        [
            17,
            10,
            7,
            17,
            10,
            7
        ],
        [
            80.898876,
            77.272727,
            84.444444,
            80.898876,
            77.272727,
            84.444444
        ],
        [
            0.470944,
            0.454014,
            0.593486,
            0.401661,
            0.295412,
            1.036281
        ],
        [
            119821,
            119821,
            50524,
            59307,
            58942,
            59307
        ],
        [
            -66480,
            -66480,
            -43118,
            -181111,
            -181111,
            -46010
        ],
        [
            33,
            43,
            23,
            33,
            43,
            23
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            105,
            135,
            62,
            105,
            135,
            62
        ],
        [
            3005,
            1933,
            1072,
            3005,
            1933,
            1072
        ],
        [
            61.375817,
            61.375817,
            327.375817,
            61.375817,
            61.375817,
            327.375817
        ],
        [
            3,
            1,
            10,
            3,
            1,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            532587,
            -64794,
            103142,
            -57001,
            -570075,
            -50377
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3337,
    "evaluation_days": 1668.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1625097600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759914070567,
    "expiration_time": 1764206352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 217,
            "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)