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Trade: ALICE/USDT/720/MIDPOINT/PWMA/1038

Strategy
ALICE/USDT/720/MIDPOINT/PWMA/1038
Pair
ALICE_USDT
Interval
12h
Score
487961
Daily Profit
0.323090
Profit Factor
1.912141
Profitability
60.526316
Streak
0.000000
Best Strategy
Training Data Length
1655.000000
Evaluation Time
2025-09-27 00:32
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 534713.6246 208500.3086 326213.3159 553122.4983 297839.2633 255283.235
Total P&L (%) 534.7136 208.5003 326.2133 553.1225 297.8393 255.2832
Avg Daily Profit (%) 0.3231 0.126 0.1971 0.1135 0.0835 0.0766
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84144 -100568 -84144 -285848 -161206 -314568
Profit Factor 1.9121 1.7487 2.0601 1.4274 1.5807 1.3267
Total Trades 114 57 57 114 57 57
Winning Trades 69 29 40 69 29 40
Losing Trades 45 28 17 45 28 17
Profitability (%) 60.5263 50.8772 70.1754 60.5263 50.8772 70.1754
Ratio Avg Win / Avg Loss 1.247 1.6884 0.8755 0.9309 1.5262 0.5639
Largest Winning Trade 78737 78737 58575 149650 149650 82546
Largest Losing Trade -84144 -38503 -84144 -285848 -89728 -285848
Avg Bars in Trades 28 26 29 28 26 29
Avg Bars in Winners 26 25 28 26 25 28
Avg Bars in Losers 29 27 34 29 27 34
Bars Traded 3198 1489 1709 3198 1489 1709
Profit Streak 0 0 347.3975 0 0 347.3975
Trades During Streak 0 0 12 0 0 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 487961 -201178 -166915 -39976 -258263 -267702
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1619956800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922340982,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 98,
            "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": [
        [
            534713.6245521463,
            208500.3086045498,
            326213.3159475967,
            553122.4982714839,
            297839.263253006,
            255283.2350184779
        ],
        [
            534.713625,
            208.500309,
            326.213316,
            553.122498,
            297.839263,
            255.283235
        ],
        [
            0.32309,
            0.125982,
            0.197108,
            0.113454,
            0.083472,
            0.07663
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84144,
            -100568,
            -84144,
            -285848,
            -161206,
            -314568
        ],
        [
            1.912141,
            1.748696,
            2.060052,
            1.427388,
            1.580686,
            1.326748
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            69,
            29,
            40,
            69,
            29,
            40
        ],
        [
            45,
            28,
            17,
            45,
            28,
            17
        ],
        [
            60.526316,
            50.877193,
            70.175439,
            60.526316,
            50.877193,
            70.175439
        ],
        [
            1.247049,
            1.688396,
            0.875522,
            0.930905,
            1.52618,
            0.563868
        ],
        [
            78737,
            78737,
            58575,
            149650,
            149650,
            82546
        ],
        [
            -84144,
            -38503,
            -84144,
            -285848,
            -89728,
            -285848
        ],
        [
            28,
            26,
            29,
            28,
            26,
            29
        ],
        [
            26,
            25,
            28,
            26,
            25,
            28
        ],
        [
            29,
            27,
            34,
            29,
            27,
            34
        ],
        [
            3198,
            1489,
            1709,
            3198,
            1489,
            1709
        ],
        [
            0,
            0,
            347.397465,
            0,
            0,
            347.397465
        ],
        [
            0,
            0,
            12,
            0,
            0,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            487961,
            -201178,
            -166915,
            -39976,
            -258263,
            -267702
        ]
    ]
}
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": 1619956800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922340982,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 98,
            "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)