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Trade: ALICE/USDT/120/BBU/HWMA/6742

Strategy
ALICE/USDT/120/BBU/HWMA/6742
Pair
ALICE_USDT
Interval
2h
Score
449410
Daily Profit
0.292455
Profit Factor
1.230629
Profitability
53.934426
Streak
5.087767
Best Strategy
Training Data Length
1659.330000
Evaluation Time
2025-09-29 23:06
Expiration Time
2025-11-28 15:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 485279.9198 236288.9566 248990.9632 221806.3926 40019.0659 181787.3267
Total P&L (%) 485.2799 236.289 248.991 221.8064 40.0191 181.7873
Avg Daily Profit (%) 0.2925 0.1424 0.1501 0.0705 0.0203 0.0625
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125364 -127798 -74966 -279335 -154380 -148366
Profit Factor 1.2306 1.2161 1.2464 1.0916 1.032 1.1552
Total Trades 610 305 305 610 305 305
Winning Trades 329 163 166 329 163 166
Losing Trades 281 142 139 281 142 139
Profitability (%) 53.9344 53.4426 54.4262 53.9344 53.4426 54.4262
Ratio Avg Win / Avg Loss 1.0511 1.0594 1.0437 0.9323 0.899 0.9673
Largest Winning Trade 75623 75623 43726 51762 51762 39785
Largest Losing Trade -41265 -41265 -34079 -56157 -48076 -56157
Avg Bars in Trades 32 31 33 32 31 33
Avg Bars in Winners 32 32 33 32 32 33
Avg Bars in Losers 32 31 32 32 31 32
Bars Traded 19820 9747 10074 19820 9747 10074
Profit Streak 5.0878 0 18.5878 5.0878 0 18.5878
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 449410 -1882 361338 -215887 -353478 -157917
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19912,
    "evaluation_days": 1659.33,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1615946400000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759176383083,
    "expiration_time": 1764337190400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 250,
            "offset": 0,
            "std": 4.73048
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08366,
            "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": [
        [
            485279.9198341676,
            236288.9566464999,
            248990.9631876685,
            221806.3926152196,
            40019.0658746097,
            181787.3267406099
        ],
        [
            485.27992,
            236.288957,
            248.990963,
            221.806393,
            40.019066,
            181.787327
        ],
        [
            0.292455,
            0.1424,
            0.150055,
            0.070462,
            0.020288,
            0.062453
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125364,
            -127798,
            -74966,
            -279335,
            -154380,
            -148366
        ],
        [
            1.230629,
            1.216068,
            1.246386,
            1.091592,
            1.032005,
            1.155205
        ],
        [
            610,
            305,
            305,
            610,
            305,
            305
        ],
        [
            329,
            163,
            166,
            329,
            163,
            166
        ],
        [
            281,
            142,
            139,
            281,
            142,
            139
        ],
        [
            53.934426,
            53.442623,
            54.42623,
            53.934426,
            53.442623,
            54.42623
        ],
        [
            1.051084,
            1.059397,
            1.043661,
            0.932332,
            0.899047,
            0.967311
        ],
        [
            75623,
            75623,
            43726,
            51762,
            51762,
            39785
        ],
        [
            -41265,
            -41265,
            -34079,
            -56157,
            -48076,
            -56157
        ],
        [
            32,
            31,
            33,
            32,
            31,
            33
        ],
        [
            32,
            32,
            33,
            32,
            32,
            33
        ],
        [
            32,
            31,
            32,
            32,
            31,
            32
        ],
        [
            19820,
            9747,
            10074,
            19820,
            9747,
            10074
        ],
        [
            5.087767,
            0,
            18.587767,
            5.087767,
            0,
            18.587767
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            449410,
            -1882,
            361338,
            -215887,
            -353478,
            -157917
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19912,
    "evaluation_days": 1659.33,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1615946400000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759176383083,
    "expiration_time": 1764337190400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 250,
            "offset": 0,
            "std": 4.73048
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08366,
            "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)