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Trade: ALICE/USDT/720/HLC3/PWMA/5888

Strategy
ALICE/USDT/720/HLC3/PWMA/5888
Pair
ALICE_USDT
Interval
12h
Score
340455
Daily Profit
0.146734
Profit Factor
1.594112
Profitability
82.417582
Streak
139.411209
Best Strategy
Training Data Length
1655.000000
Evaluation Time
2025-09-27 00:52
Expiration Time
2025-11-13 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 242844.5963 52132.0498 190712.5465 95830.998 -47769.9021 143600.9001
Total P&L (%) 242.8446 52.1321 190.7125 95.831 -47.7699 143.6009
Avg Daily Profit (%) 0.1467 0.0315 0.1152 0.0406 -0.0392 0.0538
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -178655 -177160 -62881 -223021 -248979 -104446
Profit Factor 1.5941 1.1824 2.5522 1.2129 0.853 2.1461
Total Trades 91 45 46 91 45 46
Winning Trades 75 34 41 75 34 41
Losing Trades 16 11 5 16 11 5
Profitability (%) 82.4176 75.5556 89.1304 82.4176 75.5556 89.1304
Ratio Avg Win / Avg Loss 0.3401 0.3825 0.3112 0.2587 0.276 0.2617
Largest Winning Trade 27060 27060 20736 33471 33471 17500
Largest Losing Trade -62881 -52927 -62881 -104446 -95860 -104446
Avg Bars in Trades 33 43 22 33 43 22
Avg Bars in Winners 16 17 15 16 17 15
Avg Bars in Losers 111 122 86 111 122 86
Bars Traded 3007 1954 1053 3007 1954 1053
Profit Streak 139.4112 139.4112 317.9112 139.4112 139.4112 317.9112
Trades During Streak 21 10 15 21 10 15
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340455 -168652 -30378 -134362 -575825 -113057
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1624492800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758923528439,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 203,
            "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": [
        [
            242844.5962636454,
            52132.0498000467,
            190712.5464635985,
            95830.9979661432,
            -47769.9021446209,
            143600.9001107641
        ],
        [
            242.844596,
            52.13205,
            190.712546,
            95.830998,
            -47.769902,
            143.6009
        ],
        [
            0.146734,
            0.0315,
            0.115234,
            0.040617,
            -0.039238,
            0.053813
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -178655,
            -177160,
            -62881,
            -223021,
            -248979,
            -104446
        ],
        [
            1.594112,
            1.182351,
            2.552236,
            1.21288,
            0.852954,
            2.14605
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            75,
            34,
            41,
            75,
            34,
            41
        ],
        [
            16,
            11,
            5,
            16,
            11,
            5
        ],
        [
            82.417582,
            75.555556,
            89.130435,
            82.417582,
            75.555556,
            89.130435
        ],
        [
            0.340077,
            0.382525,
            0.311248,
            0.258748,
            0.275956,
            0.261713
        ],
        [
            27060,
            27060,
            20736,
            33471,
            33471,
            17500
        ],
        [
            -62881,
            -52927,
            -62881,
            -104446,
            -95860,
            -104446
        ],
        [
            33,
            43,
            22,
            33,
            43,
            22
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            111,
            122,
            86,
            111,
            122,
            86
        ],
        [
            3007,
            1954,
            1053,
            3007,
            1954,
            1053
        ],
        [
            139.411209,
            139.411209,
            317.911209,
            139.411209,
            139.411209,
            317.911209
        ],
        [
            21,
            10,
            15,
            21,
            10,
            15
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340455,
            -168652,
            -30378,
            -134362,
            -575825,
            -113057
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1624492800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758923528439,
    "expiration_time": 1763004960000,
    "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": 203,
            "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)