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Trade: ALICE/USDT/720/KCU/BBM/5207

Strategy
ALICE/USDT/720/KCU/BBM/5207
Pair
ALICE_USDT
Interval
12h
Score
626671
Daily Profit
0.304399
Profit Factor
2.451500
Profitability
70.270270
Streak
174.282943
Best Strategy
Training Data Length
1665.000000
Evaluation Time
2025-10-04 21:47
Expiration Time
2025-11-23 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 506823.5527 190310.4148 316513.1378 516722.6815 305442.781 211279.9005
Total P&L (%) 506.8236 190.3104 316.5131 516.7227 305.4428 211.2799
Avg Daily Profit (%) 0.3044 0.1143 0.1901 0.1093 0.0841 0.0682
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95067 -28159 -97869 -450456 -128101 -452282
Profit Factor 2.4515 2.6571 2.3507 1.4281 2.005 1.234
Total Trades 111 56 55 111 56 55
Winning Trades 78 38 40 78 38 40
Losing Trades 33 18 15 33 18 15
Profitability (%) 70.2703 67.8571 72.7273 70.2703 67.8571 72.7273
Ratio Avg Win / Avg Loss 1.0372 1.2586 0.8815 0.6042 0.9498 0.4627
Largest Winning Trade 51101 41816 51101 101029 101029 93376
Largest Losing Trade -95067 -22980 -95067 -450456 -52964 -450456
Avg Bars in Trades 29 7 50 29 7 50
Avg Bars in Winners 24 7 40 24 7 40
Avg Bars in Losers 41 8 79 41 8 79
Bars Traded 3237 437 2800 3237 437 2800
Profit Streak 174.2829 174.2829 179.7829 174.2829 174.2829 179.7829
Trades During Streak 6 3 4 6 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 626671 -212555 -166489 -42506 -255737 -279553
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3330,
    "evaluation_days": 1665,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618660800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759603646315,
    "expiration_time": 1763894880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 6,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 68,
            "offset": 0,
            "std": 4.90638
        }
    }
}
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": [
        [
            506823.5526627296,
            190310.4148394471,
            316513.137823282,
            516722.6815080534,
            305442.7810346021,
            211279.9004734515
        ],
        [
            506.823553,
            190.310415,
            316.513138,
            516.722682,
            305.442781,
            211.2799
        ],
        [
            0.304399,
            0.114301,
            0.190098,
            0.109324,
            0.084108,
            0.068223
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95067,
            -28159,
            -97869,
            -450456,
            -128101,
            -452282
        ],
        [
            2.4515,
            2.657076,
            2.350744,
            1.428137,
            2.005036,
            1.233976
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            78,
            38,
            40,
            78,
            38,
            40
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            70.27027,
            67.857143,
            72.727273,
            70.27027,
            67.857143,
            72.727273
        ],
        [
            1.037173,
            1.258615,
            0.881529,
            0.604212,
            0.949754,
            0.462741
        ],
        [
            51101,
            41816,
            51101,
            101029,
            101029,
            93376
        ],
        [
            -95067,
            -22980,
            -95067,
            -450456,
            -52964,
            -450456
        ],
        [
            29,
            7,
            50,
            29,
            7,
            50
        ],
        [
            24,
            7,
            40,
            24,
            7,
            40
        ],
        [
            41,
            8,
            79,
            41,
            8,
            79
        ],
        [
            3237,
            437,
            2800,
            3237,
            437,
            2800
        ],
        [
            174.282943,
            174.282943,
            179.782943,
            174.282943,
            174.282943,
            179.782943
        ],
        [
            6,
            3,
            4,
            6,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            626671,
            -212555,
            -166489,
            -42506,
            -255737,
            -279553
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3330,
    "evaluation_days": 1665,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618660800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759603646315,
    "expiration_time": 1763894880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 6,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 68,
            "offset": 0,
            "std": 4.90638
        }
    }
}

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)