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Trade: ALICE/USDT/120/BBL/HWMA/3022

Strategy
ALICE/USDT/120/BBL/HWMA/3022
Pair
ALICE_USDT
Interval
2h
Score
352625
Daily Profit
0.178383
Profit Factor
1.217885
Profitability
56.396867
Streak
18.425071
Best Strategy
Training Data Length
1659.750000
Evaluation Time
2025-09-30 11:12
Expiration Time
2025-11-29 02:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296070.5285 122600.4554 173470.073 -18068.4941 -148415.0406 130346.5465
Total P&L (%) 296.0705 122.6005 173.4701 -18.0685 -148.415 130.3465
Avg Daily Profit (%) 0.1784 0.0739 0.1045 -0.012 0 0.0503
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152625 -149749 -99033 -856479 -885306 -416170
Profit Factor 1.2179 1.167 1.2777 0.9958 0.9364 1.066
Total Trades 383 191 192 383 191 192
Winning Trades 216 99 117 216 99 117
Losing Trades 167 92 75 167 92 75
Profitability (%) 56.3969 51.8325 60.9375 56.3969 51.8325 60.9375
Ratio Avg Win / Avg Loss 0.9416 1.0845 0.819 0.7699 0.8701 0.6833
Largest Winning Trade 132591 132591 40398 215975 215975 130918
Largest Losing Trade -64825 -64825 -33284 -494425 -494425 -203396
Avg Bars in Trades 51 74 27 51 74 27
Avg Bars in Winners 33 42 26 33 42 26
Avg Bars in Losers 73 108 30 73 108 30
Bars Traded 19569 14194 5375 19569 14194 5375
Profit Streak 18.4251 19.4251 18.4251 18.4251 19.4251 18.4251
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352625 -128984 -51551 -576334 -578624 -271718
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19917,
    "evaluation_days": 1659.75,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617156000000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759219926139,
    "expiration_time": 1764374486400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 13,
            "offset": 0,
            "std": 4.93137
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 190,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            296070.5284763165,
            122600.4554386496,
            173470.0730376664,
            -18068.4941383192,
            -148415.0406279444,
            130346.546489625
        ],
        [
            296.070528,
            122.600455,
            173.470073,
            -18.068494,
            -148.415041,
            130.346546
        ],
        [
            0.178383,
            0.073867,
            0.104516,
            -0.012006,
            0,
            0.050286
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152625,
            -149749,
            -99033,
            -856479,
            -885306,
            -416170
        ],
        [
            1.217885,
            1.167006,
            1.277672,
            0.995804,
            0.936354,
            1.066013
        ],
        [
            383,
            191,
            192,
            383,
            191,
            192
        ],
        [
            216,
            99,
            117,
            216,
            99,
            117
        ],
        [
            167,
            92,
            75,
            167,
            92,
            75
        ],
        [
            56.396867,
            51.832461,
            60.9375,
            56.396867,
            51.832461,
            60.9375
        ],
        [
            0.941606,
            1.08449,
            0.819021,
            0.769904,
            0.870148,
            0.683341
        ],
        [
            132591,
            132591,
            40398,
            215975,
            215975,
            130918
        ],
        [
            -64825,
            -64825,
            -33284,
            -494425,
            -494425,
            -203396
        ],
        [
            51,
            74,
            27,
            51,
            74,
            27
        ],
        [
            33,
            42,
            26,
            33,
            42,
            26
        ],
        [
            73,
            108,
            30,
            73,
            108,
            30
        ],
        [
            19569,
            14194,
            5375,
            19569,
            14194,
            5375
        ],
        [
            18.425071,
            19.425071,
            18.425071,
            18.425071,
            19.425071,
            18.425071
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352625,
            -128984,
            -51551,
            -576334,
            -578624,
            -271718
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19917,
    "evaluation_days": 1659.75,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617156000000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759219926139,
    "expiration_time": 1764374486400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 13,
            "offset": 0,
            "std": 4.93137
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 190,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)