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Trade: ALICE/USDT/720/OHLC4/ALMA/1881

Strategy
ALICE/USDT/720/OHLC4/ALMA/1881
Pair
ALICE_USDT
Interval
12h
Score
803595
Daily Profit
0.200163
Profit Factor
14.769284
Profitability
85.294118
Streak
79.709910
Best Strategy
Training Data Length
1655.000000
Evaluation Time
2025-09-27 20:02
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 502204.4151 268706.4 233498.0151 902270.1569 -1734570.8571 2636841.014
Total P&L (%) 502.2044 268.7064 233.498 902.2702 -1734.5709 2636.841
Avg Daily Profit (%) 0.3034 0.1624 0.1411 0.1394 0 0.2002
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157186 -152119 -33237 -2979207 -3391715 -148380
Profit Factor 2.7024 2.0658 6.4446 1.1916 0.6161 14.7693
Total Trades 68 34 34 68 34 34
Winning Trades 55 26 29 55 26 29
Losing Trades 13 8 5 13 8 5
Profitability (%) 80.8824 76.4706 85.2941 80.8824 76.4706 85.2941
Ratio Avg Win / Avg Loss 0.6387 0.6356 1.1111 0.2816 0.1896 2.5464
Largest Winning Trade 175913 175913 27702 383158 299191 383158
Largest Losing Trade -75079 -75079 -32970 -2424922 -2424922 -123260
Avg Bars in Trades 45 59 31 45 59 31
Avg Bars in Winners 13 9 17 13 9 17
Avg Bars in Losers 179 221 110 179 221 110
Bars Traded 3092 2032 1060 3092 2032 1060
Profit Streak 14.7099 0 79.7099 14.7099 0 79.7099
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -97636 427066 305288 -126976 -577363 803595
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1624147200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758992536228,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 195,
            "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": [
        [
            502204.4151277582,
            268706.3999831714,
            233498.0151445868,
            902270.156924679,
            -1734570.8571078735,
            2636841.014032553
        ],
        [
            502.204415,
            268.7064,
            233.498015,
            902.270157,
            -1734.570857,
            2636.841014
        ],
        [
            0.303447,
            0.16236,
            0.141086,
            0.139363,
            0,
            0.200163
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157186,
            -152119,
            -33237,
            -2979207,
            -3391715,
            -148380
        ],
        [
            2.702382,
            2.06581,
            6.44458,
            1.191569,
            0.616109,
            14.769284
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            13,
            8,
            5,
            13,
            8,
            5
        ],
        [
            80.882353,
            76.470588,
            85.294118,
            80.882353,
            76.470588,
            85.294118
        ],
        [
            0.638745,
            0.635634,
            1.111135,
            0.281644,
            0.189572,
            2.546428
        ],
        [
            175913,
            175913,
            27702,
            383158,
            299191,
            383158
        ],
        [
            -75079,
            -75079,
            -32970,
            -2424922,
            -2424922,
            -123260
        ],
        [
            45,
            59,
            31,
            45,
            59,
            31
        ],
        [
            13,
            9,
            17,
            13,
            9,
            17
        ],
        [
            179,
            221,
            110,
            179,
            221,
            110
        ],
        [
            3092,
            2032,
            1060,
            3092,
            2032,
            1060
        ],
        [
            14.70991,
            0,
            79.70991,
            14.70991,
            0,
            79.70991
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -97636,
            427066,
            305288,
            -126976,
            -577363,
            803595
        ]
    ]
}
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": 1624147200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758992536228,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 195,
            "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)