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Trade: ALICE/USDT/120/KCU/EMA/6817

Strategy
ALICE/USDT/120/KCU/EMA/6817
Pair
ALICE_USDT
Interval
2h
Score
524176
Daily Profit
0.216602
Profit Factor
2.711256
Profitability
79.487179
Streak
95.609586
Best Strategy
Training Data Length
1661.500000
Evaluation Time
2025-10-02 03:37
Expiration Time
2025-11-30 21:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 575154.2532 215270.319 359883.9341 -126765.1699 327831.1864 -454596.3563
Total P&L (%) 575.1543 215.2703 359.8839 -126.7652 327.8312 -454.5964
Avg Daily Profit (%) 0.3462 0.1296 0.2166 0 0.0875 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106932 -35006 -115464 -772463 -6605 -769932
Profit Factor 3.0505 4.0669 2.7113 0.8395 33.7051 0.4171
Total Trades 78 39 39 78 39 39
Winning Trades 61 30 31 25 15 10
Losing Trades 17 9 8 53 24 29
Profitability (%) 78.2051 76.9231 79.4872 32.0513 38.4615 25.641
Ratio Avg Win / Avg Loss 0.8501 1.2201 0.6997 1.7798 53.9281 1.2095
Largest Winning Trade 40282 35038 40282 154762 98956 154762
Largest Losing Trade -100101 -35006 -100101 -746454 -1367 -746454
Avg Bars in Trades 248 96 401 248 96 401
Avg Bars in Winners 175 71 276 341 123 668
Avg Bars in Losers 510 179 883 205 79 308
Bars Traded 19415 3772 15642 19415 3772 15642
Profit Streak 95.6096 191.3596 95.6096 0 0 0
Trades During Streak 2 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -21547 -9185 524176 -623757 -71769 -606080
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19938,
    "evaluation_days": 1661.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617523200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759365468274,
    "expiration_time": 1764531129600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 144,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 242,
            "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": [
        [
            575154.2531505547,
            215270.319040978,
            359883.934109577,
            -126765.1699104225,
            327831.1864280024,
            -454596.356338425
        ],
        [
            575.154253,
            215.270319,
            359.883934,
            -126.76517,
            327.831186,
            -454.596356
        ],
        [
            0.346166,
            0.129564,
            0.216602,
            0,
            0.087523,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106932,
            -35006,
            -115464,
            -772463,
            -6605,
            -769932
        ],
        [
            3.0505,
            4.066934,
            2.711256,
            0.839507,
            33.705087,
            0.417052
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            61,
            30,
            31,
            25,
            15,
            10
        ],
        [
            17,
            9,
            8,
            53,
            24,
            29
        ],
        [
            78.205128,
            76.923077,
            79.487179,
            32.051282,
            38.461538,
            25.641026
        ],
        [
            0.850139,
            1.22008,
            0.699679,
            1.779754,
            53.928139,
            1.20945
        ],
        [
            40282,
            35038,
            40282,
            154762,
            98956,
            154762
        ],
        [
            -100101,
            -35006,
            -100101,
            -746454,
            -1367,
            -746454
        ],
        [
            248,
            96,
            401,
            248,
            96,
            401
        ],
        [
            175,
            71,
            276,
            341,
            123,
            668
        ],
        [
            510,
            179,
            883,
            205,
            79,
            308
        ],
        [
            19415,
            3772,
            15642,
            19415,
            3772,
            15642
        ],
        [
            95.609586,
            191.359586,
            95.609586,
            0,
            0,
            0
        ],
        [
            2,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21547,
            -9185,
            524176,
            -623757,
            -71769,
            -606080
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19938,
    "evaluation_days": 1661.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617523200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759365468274,
    "expiration_time": 1764531129600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 144,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 242,
            "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)