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Trade: ALICE/USDT/720/JMA/HLC3/3467

Strategy
ALICE/USDT/720/JMA/HLC3/3467
Pair
ALICE_USDT
Interval
12h
Score
368371
Daily Profit
0.149648
Profit Factor
1.475777
Profitability
54.455446
Streak
61.911216
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 247668.1748 86959.9669 160708.208 58703.7407 -109056.1955 167759.9362
Total P&L (%) 247.6682 86.96 160.7082 58.7037 -109.0562 167.7599
Avg Daily Profit (%) 0.1496 0.0525 0.0971 0.0279 0 0.0595
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169621 -168288 -33969 -438030 -434332 -66551
Profit Factor 1.4758 1.2552 1.8935 1.0643 0.8293 1.6136
Total Trades 101 50 51 101 50 51
Winning Trades 55 27 28 55 27 28
Losing Trades 46 23 23 46 23 23
Profitability (%) 54.4554 54 54.902 54.4554 54 54.902
Ratio Avg Win / Avg Loss 1.2343 1.0693 1.5554 0.8902 0.7065 1.3254
Largest Winning Trade 72483 72483 55134 102306 89324 102306
Largest Losing Trade -59629 -59629 -32527 -197287 -197287 -43737
Avg Bars in Trades 31 39 22 31 39 22
Avg Bars in Winners 22 25 19 22 25 19
Avg Bars in Losers 41 57 26 41 57 26
Bars Traded 3161 1996 1165 3161 1996 1165
Profit Streak 61.9112 61.9112 68.4112 61.9112 61.9112 68.4112
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368371 -301499 -237500 -305413 -759339 -289251
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1621382400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758923529108,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 88
        }
    }
}
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": [
        [
            247668.1748159442,
            86959.9668555101,
            160708.2079604341,
            58703.7406548731,
            -109056.1955494764,
            167759.9362043494
        ],
        [
            247.668175,
            86.959967,
            160.708208,
            58.703741,
            -109.056196,
            167.759936
        ],
        [
            0.149648,
            0.052544,
            0.097105,
            0.027911,
            0,
            0.05953
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169621,
            -168288,
            -33969,
            -438030,
            -434332,
            -66551
        ],
        [
            1.475777,
            1.255249,
            1.893476,
            1.064341,
            0.829321,
            1.613552
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            54.455446,
            54,
            54.901961,
            54.455446,
            54,
            54.901961
        ],
        [
            1.234286,
            1.069286,
            1.555355,
            0.890176,
            0.706459,
            1.325418
        ],
        [
            72483,
            72483,
            55134,
            102306,
            89324,
            102306
        ],
        [
            -59629,
            -59629,
            -32527,
            -197287,
            -197287,
            -43737
        ],
        [
            31,
            39,
            22,
            31,
            39,
            22
        ],
        [
            22,
            25,
            19,
            22,
            25,
            19
        ],
        [
            41,
            57,
            26,
            41,
            57,
            26
        ],
        [
            3161,
            1996,
            1165,
            3161,
            1996,
            1165
        ],
        [
            61.911216,
            61.911216,
            68.411216,
            61.911216,
            61.911217,
            68.411217
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368371,
            -301499,
            -237500,
            -305413,
            -759339,
            -289251
        ]
    ]
}
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": 1621382400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758923529108,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 88
        }
    }
}

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)