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Trade: ALICE/USDT/120/DEMA/HMA/5945

Strategy
ALICE/USDT/120/DEMA/HMA/5945
Pair
ALICE_USDT
Interval
2h
Score
316799
Daily Profit
0.164997
Profit Factor
1.272009
Profitability
55.769231
Streak
0.000000
Best Strategy
Training Data Length
1663.500000
Evaluation Time
2025-10-04 04:55
Expiration Time
2025-12-02 23:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 274472.2995 136224.4681 138247.8314 -101866.5516 -52151.5913 -49714.9603
Total P&L (%) 274.4723 136.2245 138.2478 -101.8666 -52.1516 -49.715
Avg Daily Profit (%) 0.165 0.0819 0.0831 0 -0.0443 -0.0413
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149652 -131677 -131992 -139571 -67797 -76739
Profit Factor 1.272 1.277 1.2672 0.4867 0.3175 0.5926
Total Trades 156 78 78 156 78 78
Winning Trades 87 38 49 68 40 28
Losing Trades 69 40 29 88 38 50
Profitability (%) 55.7692 48.7179 62.8205 43.5897 51.2821 35.8974
Ratio Avg Win / Avg Loss 1.0088 1.3443 0.75 0.6298 0.3017 1.0581
Largest Winning Trade 91359 91359 53663 38239 8542 38239
Largest Losing Trade -100899 -49711 -100899 -64574 -63195 -64574
Avg Bars in Trades 125 136 114 125 136 114
Avg Bars in Winners 125 134 118 124 132 112
Avg Bars in Losers 124 138 105 125 139 115
Bars Traded 19526 10629 8897 19526 10629 8897
Profit Streak 0 0 54.4966 24.2466 36.9133 0
Trades During Streak 0 0 3 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316799 -118632 -114893 -581909 -614080 -619053
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19962,
    "evaluation_days": 1663.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617609600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759542910396,
    "expiration_time": 1764710150400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    }
}
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": [
        [
            274472.2995187496,
            136224.4680993846,
            138247.8314193652,
            -101866.5516125517,
            -52151.5912975139,
            -49714.9603150378
        ],
        [
            274.4723,
            136.224468,
            138.247831,
            -101.866552,
            -52.151591,
            -49.71496
        ],
        [
            0.164997,
            0.08189,
            0.083107,
            0,
            -0.044302,
            -0.041318
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149652,
            -131677,
            -131992,
            -139571,
            -67797,
            -76739
        ],
        [
            1.272009,
            1.277048,
            1.26722,
            0.486655,
            0.317548,
            0.592563
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            87,
            38,
            49,
            68,
            40,
            28
        ],
        [
            69,
            40,
            29,
            88,
            38,
            50
        ],
        [
            55.769231,
            48.717949,
            62.820513,
            43.589744,
            51.282051,
            35.897436
        ],
        [
            1.008835,
            1.344261,
            0.749987,
            0.629789,
            0.301671,
            1.058149
        ],
        [
            91359,
            91359,
            53663,
            38239,
            8542,
            38239
        ],
        [
            -100899,
            -49711,
            -100899,
            -64574,
            -63195,
            -64574
        ],
        [
            125,
            136,
            114,
            125,
            136,
            114
        ],
        [
            125,
            134,
            118,
            124,
            132,
            112
        ],
        [
            124,
            138,
            105,
            125,
            139,
            115
        ],
        [
            19526,
            10629,
            8897,
            19526,
            10629,
            8897
        ],
        [
            0,
            0,
            54.496648,
            24.246648,
            36.913315,
            0
        ],
        [
            0,
            0,
            3,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316799,
            -118632,
            -114893,
            -581909,
            -614080,
            -619053
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19962,
    "evaluation_days": 1663.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617609600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759542910396,
    "expiration_time": 1764710150400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    }
}

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)