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Trade: ALICE/USDT/720/SMA/HWMA/8880

Strategy
ALICE/USDT/720/SMA/HWMA/8880
Pair
ALICE_USDT
Interval
12h
Score
433237
Daily Profit
0.225166
Profit Factor
1.251776
Profitability
53.268765
Streak
9.085633
Best Strategy
Training Data Length
1661.500000
Evaluation Time
2025-10-01 05:03
Expiration Time
2025-11-19 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 374113.6966 152598.4376 221515.259 26768.0312 -1799.2841 28567.3153
Total P&L (%) 374.1137 152.5984 221.5153 26.768 -1.7993 28.5673
Avg Daily Profit (%) 0.2252 0.0918 0.1333 0.0143 -0.0011 0.0151
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127536 -113407 -123881 -460101 -317548 -268136
Profit Factor 1.2518 1.2248 1.2744 1.0098 0.9986 1.0192
Total Trades 413 206 207 413 206 207
Winning Trades 220 109 111 220 109 111
Losing Trades 193 97 96 193 97 96
Profitability (%) 53.2688 52.9126 53.6232 53.2688 52.9126 53.6232
Ratio Avg Win / Avg Loss 1.0981 1.09 1.1022 0.8859 0.8886 0.8815
Largest Winning Trade 62647 62647 56882 104386 104386 55813
Largest Losing Trade -73720 -31922 -73720 -152086 -87485 -152086
Avg Bars in Trades 7 8 7 7 8 7
Avg Bars in Winners 7 7 7 7 7 7
Avg Bars in Losers 7 8 7 7 8 7
Bars Traded 3229 1650 1578 3229 1650 1578
Profit Streak 9.0856 9.0856 12.0856 9.0856 9.0856 12.0856
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433237 -68877 -12754 -384177 -578932 -374569
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3323,
    "evaluation_days": 1661.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618574400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759284198724,
    "expiration_time": 1763583408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 43,
            "na": 0.2,
            "nb": 0.93918,
            "nc": 0.45469
        }
    }
}
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": [
        [
            374113.6965829335,
            152598.4375578704,
            221515.2590250631,
            26768.0312146237,
            -1799.2840948544,
            28567.3153094779
        ],
        [
            374.113697,
            152.598438,
            221.515259,
            26.768031,
            -1.799284,
            28.567315
        ],
        [
            0.225166,
            0.091844,
            0.133322,
            0.014277,
            -0.001093,
            0.015125
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127536,
            -113407,
            -123881,
            -460101,
            -317548,
            -268136
        ],
        [
            1.251776,
            1.224828,
            1.274436,
            1.009796,
            0.998556,
            1.019219
        ],
        [
            413,
            206,
            207,
            413,
            206,
            207
        ],
        [
            220,
            109,
            111,
            220,
            109,
            111
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            53.268765,
            52.912621,
            53.623188,
            53.268765,
            52.912621,
            53.623188
        ],
        [
            1.098149,
            1.089984,
            1.102215,
            0.885866,
            0.888623,
            0.881487
        ],
        [
            62647,
            62647,
            56882,
            104386,
            104386,
            55813
        ],
        [
            -73720,
            -31922,
            -73720,
            -152086,
            -87485,
            -152086
        ],
        [
            7,
            8,
            7,
            7,
            8,
            7
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            7,
            8,
            7,
            7,
            8,
            7
        ],
        [
            3229,
            1650,
            1578,
            3229,
            1650,
            1578
        ],
        [
            9.085633,
            9.085633,
            12.085633,
            9.085633,
            9.085633,
            12.085633
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433237,
            -68877,
            -12754,
            -384177,
            -578932,
            -374569
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3323,
    "evaluation_days": 1661.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618574400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759284198724,
    "expiration_time": 1763583408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 43,
            "na": 0.2,
            "nb": 0.93918,
            "nc": 0.45469
        }
    }
}

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)