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Trade: ALICE/USDT/720/MIDPRICE/HWMA/8695

Strategy
ALICE/USDT/720/MIDPRICE/HWMA/8695
Pair
ALICE_USDT
Interval
12h
Score
357674
Daily Profit
0.194840
Profit Factor
1.252076
Profitability
51.530612
Streak
19.491872
Best Strategy
Training Data Length
1655.000000
Evaluation Time
2025-09-26 14:48
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 322459.961 176909.785 145550.176 -60926.2254 -24303.4303 -36622.7951
Total P&L (%) 322.46 176.9098 145.5502 -60.9262 -24.3034 -36.6228
Avg Daily Profit (%) 0.1948 0.1069 0.0879 -0.0568 -0.0168 -0.0276
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -214876 -127490 -105933 -448529 -248444 -263668
Profit Factor 1.2521 1.2673 1.2357 0.9666 0.974 0.9588
Total Trades 196 98 98 196 98 98
Winning Trades 101 44 57 101 44 57
Losing Trades 95 54 41 95 54 41
Profitability (%) 51.5306 44.898 58.1633 51.5306 44.898 58.1633
Ratio Avg Win / Avg Loss 1.1777 1.5553 0.8889 0.9092 1.1953 0.6896
Largest Winning Trade 185726 185726 36598 131708 131708 77224
Largest Losing Trade -58254 -49713 -58254 -130832 -95873 -130832
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 3249 1622 1627 3249 1622 1627
Profit Streak 19.4919 27.9919 19.4919 19.4919 27.9919 19.4919
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357674 -50744 -75919 -578210 -580569 -579177

Evaluation Data

{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617580800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758887297717,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.44321
        }
    }
}
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": [
        [
            322459.961014692,
            176909.7850249433,
            145550.1759897494,
            -60926.2253861733,
            -24303.4302552796,
            -36622.7951308939
        ],
        [
            322.459961,
            176.909785,
            145.550176,
            -60.926225,
            -24.30343,
            -36.622795
        ],
        [
            0.19484,
            0.106894,
            0.087946,
            -0.056764,
            -0.016823,
            -0.027553
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -214876,
            -127490,
            -105933,
            -448529,
            -248444,
            -263668
        ],
        [
            1.252076,
            1.26731,
            1.235747,
            0.966572,
            0.973987,
            0.958773
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            101,
            44,
            57,
            101,
            44,
            57
        ],
        [
            95,
            54,
            41,
            95,
            54,
            41
        ],
        [
            51.530612,
            44.897959,
            58.163265,
            51.530612,
            44.897959,
            58.163265
        ],
        [
            1.177696,
            1.555334,
            0.888871,
            0.909152,
            1.195348,
            0.689644
        ],
        [
            185726,
            185726,
            36598,
            131708,
            131708,
            77224
        ],
        [
            -58254,
            -49713,
            -58254,
            -130832,
            -95873,
            -130832
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            3249,
            1622,
            1627,
            3249,
            1622,
            1627
        ],
        [
            19.491872,
            27.991872,
            19.491872,
            19.491872,
            27.991872,
            19.491872
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357674,
            -50744,
            -75919,
            -578210,
            -580569,
            -579177
        ]
    ]
}
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": 1617580800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758887297717,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.44321
        }
    }
}

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)