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Trade: ALICE/USDT/720/HWMA/KCL/9474

Strategy
ALICE/USDT/720/HWMA/KCL/9474
Pair
ALICE_USDT
Interval
12h
Score
552969
Daily Profit
0.204497
Profit Factor
2.129308
Profitability
83.177570
Streak
109.662548
Best Strategy
Training Data Length
1672.000000
Evaluation Time
2025-10-11 18:54
Expiration Time
2025-11-30 17:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 341918.5739 81115.6172 260802.9567 85638.7192 37404.0215 48234.6977
Total P&L (%) 341.9186 81.1156 260.803 85.6387 37.404 48.2347
Avg Daily Profit (%) 0.2045 0.0485 0.156 0.037 0.019 0.0235
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102159 -46532 -93423 -143840 -30267 -142961
Profit Factor 2.1293 1.6665 2.4404 1.2927 1.5594 1.2137
Total Trades 107 54 53 107 54 53
Winning Trades 89 39 50 89 39 50
Losing Trades 18 15 3 18 15 3
Profitability (%) 83.1776 72.2222 94.3396 83.1776 72.2222 94.3396
Ratio Avg Win / Avg Loss 0.4306 0.641 0.1464 0.2615 0.5998 0.0728
Largest Winning Trade 23032 16647 23032 23479 8448 23479
Largest Losing Trade -93423 -45386 -93423 -142961 -28302 -142961
Avg Bars in Trades 29 13 45 29 13 45
Avg Bars in Winners 18 6 27 18 6 27
Avg Bars in Losers 84 33 338 84 33 338
Bars Traded 3146 737 2409 3146 737 2409
Profit Streak 109.6625 109.6625 546.1625 109.6625 109.6625 546.1625
Trades During Streak 4 2 16 4 2 16
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 552969 -303681 -164132 -138663 -345854 -338262
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3344,
    "evaluation_days": 1672,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622851200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760198044121,
    "expiration_time": 1764517824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.70403,
            "nb": 0.1,
            "nc": 0.39137
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 165,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            341918.5738577167,
            81115.617177127,
            260802.9566805895,
            85638.7191951716,
            37404.021462129,
            48234.6977330426
        ],
        [
            341.918574,
            81.115617,
            260.802957,
            85.638719,
            37.404021,
            48.234698
        ],
        [
            0.204497,
            0.048514,
            0.155983,
            0.037006,
            0.019006,
            0.023545
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102159,
            -46532,
            -93423,
            -143840,
            -30267,
            -142961
        ],
        [
            2.129308,
            1.666472,
            2.440428,
            1.292745,
            1.559419,
            1.213735
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            89,
            39,
            50,
            89,
            39,
            50
        ],
        [
            18,
            15,
            3,
            18,
            15,
            3
        ],
        [
            83.17757,
            72.222222,
            94.339623,
            83.17757,
            72.222222,
            94.339623
        ],
        [
            0.430646,
            0.640951,
            0.146426,
            0.261454,
            0.599777,
            0.072824
        ],
        [
            23032,
            16647,
            23032,
            23479,
            8448,
            23479
        ],
        [
            -93423,
            -45386,
            -93423,
            -142961,
            -28302,
            -142961
        ],
        [
            29,
            13,
            45,
            29,
            13,
            45
        ],
        [
            18,
            6,
            27,
            18,
            6,
            27
        ],
        [
            84,
            33,
            338,
            84,
            33,
            338
        ],
        [
            3146,
            737,
            2409,
            3146,
            737,
            2409
        ],
        [
            109.662548,
            109.662548,
            546.162548,
            109.662548,
            109.662548,
            546.162548
        ],
        [
            4,
            2,
            16,
            4,
            2,
            16
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            552969,
            -303681,
            -164132,
            -138663,
            -345854,
            -338262
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3344,
    "evaluation_days": 1672,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622851200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760198044121,
    "expiration_time": 1764517824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.70403,
            "nb": 0.1,
            "nc": 0.39137
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 165,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)