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Trade: ALICE/USDT/720/PSAR/HWMA/5091

Strategy
ALICE/USDT/720/PSAR/HWMA/5091
Pair
ALICE_USDT
Interval
12h
Score
395303
Daily Profit
0.293321
Profit Factor
1.376884
Profitability
54.185022
Streak
0.000000
Best Strategy
Training Data Length
1655.000000
Evaluation Time
2025-09-26 14:43
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 485446.2693 268298.44 217147.8293 134184.7685 488567.3227 -354382.5542
Total P&L (%) 485.4463 268.2984 217.1478 134.1848 488.5673 -354.3826
Avg Daily Profit (%) 0.2933 0.1621 0.1312 0.0514 0.1072 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -304726 -200747 -142049 -2696058 -1898937 -1282507
Profit Factor 1.3769 1.3871 1.365 1.0154 1.1169 0.9218
Total Trades 227 114 113 227 114 113
Winning Trades 123 57 66 123 57 66
Losing Trades 104 57 47 104 57 47
Profitability (%) 54.185 50 58.4071 54.185 50 58.4071
Ratio Avg Win / Avg Loss 1.1642 1.3871 0.972 0.8586 1.1169 0.6564
Largest Winning Trade 166591 166591 42511 973819 973819 754308
Largest Losing Trade -53155 -53155 -51401 -895263 -536990 -895263
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 3279 1646 1633 3279 1646 1633
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395303 285844 -17935 -327475 -141852 -579664

Evaluation Data

{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1615766400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758887008989,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.66573
        }
    }
}
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": [
        [
            485446.26932303,
            268298.4399798253,
            217147.8293432043,
            134184.7684963685,
            488567.3227131405,
            -354382.5542167726
        ],
        [
            485.446269,
            268.29844,
            217.147829,
            134.184768,
            488.567323,
            -354.382554
        ],
        [
            0.293321,
            0.162114,
            0.131207,
            0.05143,
            0.107158,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -304726,
            -200747,
            -142049,
            -2696058,
            -1898937,
            -1282507
        ],
        [
            1.376884,
            1.3871,
            1.364983,
            1.015403,
            1.116888,
            0.921801
        ],
        [
            227,
            114,
            113,
            227,
            114,
            113
        ],
        [
            123,
            57,
            66,
            123,
            57,
            66
        ],
        [
            104,
            57,
            47,
            104,
            57,
            47
        ],
        [
            54.185022,
            50,
            58.40708,
            54.185022,
            50,
            58.40708
        ],
        [
            1.164195,
            1.3871,
            0.972034,
            0.858552,
            1.116888,
            0.656434
        ],
        [
            166591,
            166591,
            42511,
            973819,
            973819,
            754308
        ],
        [
            -53155,
            -53155,
            -51401,
            -895263,
            -536990,
            -895263
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            3279,
            1646,
            1633,
            3279,
            1646,
            1633
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395303,
            285844,
            -17935,
            -327475,
            -141852,
            -579664
        ]
    ]
}
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": 1615766400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758887008989,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.66573
        }
    }
}

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)