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Trade: ALICE/USDT/120/BBM/KCL/8222

Strategy
ALICE/USDT/120/BBM/KCL/8222
Pair
ALICE_USDT
Interval
2h
Score
549621
Daily Profit
0.148206
Profit Factor
3.738784
Profitability
66.666667
Streak
281.598785
Best Strategy
Training Data Length
1668.250000
Evaluation Time
2025-10-08 21:22
Expiration Time
2025-12-07 21:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 574147.7383 247244.4998 326903.2385 -15043037.2411 -4943956.321 -10099080.9201
Total P&L (%) 574.1477 247.2445 326.9032 -15043.0372 -4943.9563 -10099.0809
Avg Daily Profit (%) 0.3442 0.1482 0.196 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145491 -32361 -146213 -15481254 -5160772 -10323634
Profit Factor 2.5187 3.7388 2.136 0.4198 0.3919 0.4326
Total Trades 77 39 38 77 39 38
Winning Trades 54 26 28 27 16 11
Losing Trades 23 13 10 50 23 27
Profitability (%) 70.1299 66.6667 73.6842 35.0649 41.0256 28.9474
Ratio Avg Win / Avg Loss 1.0728 1.8694 0.7628 0.7775 0.5633 1.0619
Largest Winning Trade 50214 40506 50214 4220086 1944674 4220086
Largest Losing Trade -145491 -31451 -145491 -2314397 -1421496 -2314397
Avg Bars in Trades 253 78 432 253 78 432
Avg Bars in Winners 217 83 341 280 57 603
Avg Bars in Losers 337 68 686 238 92 363
Bars Traded 19487 3046 16441 19487 3046 16441
Profit Streak 281.5988 281.5988 288.3488 0 0 0
Trades During Streak 12 6 6 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -28896 549621 481230 -632863 -584247 -591515
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20019,
    "evaluation_days": 1668.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617048000000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759947735045,
    "expiration_time": 1765135324800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 100,
            "offset": 0,
            "std": 4.35828
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 176,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            574147.7382528238,
            247244.4997708694,
            326903.2384819543,
            -15043037.241128746,
            -4943956.320985073,
            -10099080.920143675
        ],
        [
            574.147738,
            247.2445,
            326.903238,
            -15043.037241,
            -4943.956321,
            -10099.08092
        ],
        [
            0.344162,
            0.148206,
            0.195956,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145491,
            -32361,
            -146213,
            -15481254,
            -5160772,
            -10323634
        ],
        [
            2.518705,
            3.738784,
            2.135966,
            0.419837,
            0.391881,
            0.432606
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            54,
            26,
            28,
            27,
            16,
            11
        ],
        [
            23,
            13,
            10,
            50,
            23,
            27
        ],
        [
            70.12987,
            66.666667,
            73.684211,
            35.064935,
            41.025641,
            28.947368
        ],
        [
            1.072782,
            1.869392,
            0.762845,
            0.777475,
            0.563329,
            1.06185
        ],
        [
            50214,
            40506,
            50214,
            4220086,
            1944674,
            4220086
        ],
        [
            -145491,
            -31451,
            -145491,
            -2314397,
            -1421496,
            -2314397
        ],
        [
            253,
            78,
            432,
            253,
            78,
            432
        ],
        [
            217,
            83,
            341,
            280,
            57,
            603
        ],
        [
            337,
            68,
            686,
            238,
            92,
            363
        ],
        [
            19487,
            3046,
            16441,
            19487,
            3046,
            16441
        ],
        [
            281.598785,
            281.598785,
            288.348785,
            0,
            0,
            0
        ],
        [
            12,
            6,
            6,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -28896,
            549621,
            481230,
            -632863,
            -584247,
            -591515
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20019,
    "evaluation_days": 1668.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617048000000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759947735045,
    "expiration_time": 1765135324800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 100,
            "offset": 0,
            "std": 4.35828
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 176,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)