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Trade: ALICE/USDT/120/PWMA/SMA/8068

Strategy
ALICE/USDT/120/PWMA/SMA/8068
Pair
ALICE_USDT
Interval
2h
Score
335930
Daily Profit
0.203063
Profit Factor
1.282849
Profitability
53.586498
Streak
0.000000
Best Strategy
Training Data Length
1654.080000
Evaluation Time
2025-09-27 10:05
Expiration Time
2025-11-23 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 335882.341 175322.3773 160559.9637 -57918.5537 -974521.896 916603.3423
Total P&L (%) 335.8823 175.3224 160.56 -57.9186 -974.5219 916.6033
Avg Daily Profit (%) 0.2031 0.106 0.0971 -0.0523 0 0.1403
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168510 -166360 -107510 -2075417 -2040777 -513935
Profit Factor 1.2828 1.2511 1.3282 0.9887 0.7161 1.5399
Total Trades 237 119 118 237 119 118
Winning Trades 127 59 68 127 59 68
Losing Trades 110 60 50 110 60 50
Profitability (%) 53.5865 49.5798 57.6271 53.5865 49.5798 57.6271
Ratio Avg Win / Avg Loss 1.1111 1.2723 0.9766 0.8564 0.7282 1.1323
Largest Winning Trade 178086 178086 40318 642525 642525 580246
Largest Losing Trade -65148 -52229 -65148 -720692 -720692 -364731
Avg Bars in Trades 82 92 71 82 92 71
Avg Bars in Winners 83 99 70 83 99 70
Avg Bars in Losers 80 85 73 80 85 73
Bars Traded 19493 11034 8459 19493 11034 8459
Profit Streak 0 0 27.7121 0 0 27.7121
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335930 -52097 -63502 -579072 -581179 -2484
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19849,
    "evaluation_days": 1654.08,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617429600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758956729368,
    "expiration_time": 1763867260800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 229,
            "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": [
        [
            335882.3409793375,
            175322.377289018,
            160559.9636903192,
            -57918.5536792895,
            -974521.8960126356,
            916603.3423333461
        ],
        [
            335.882341,
            175.322377,
            160.559964,
            -57.918554,
            -974.521896,
            916.603342
        ],
        [
            0.203063,
            0.105994,
            0.097069,
            -0.052315,
            0,
            0.1403
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168510,
            -166360,
            -107510,
            -2075417,
            -2040777,
            -513935
        ],
        [
            1.282849,
            1.251082,
            1.328188,
            0.988711,
            0.716101,
            1.539908
        ],
        [
            237,
            119,
            118,
            237,
            119,
            118
        ],
        [
            127,
            59,
            68,
            127,
            59,
            68
        ],
        [
            110,
            60,
            50,
            110,
            60,
            50
        ],
        [
            53.586498,
            49.579832,
            57.627119,
            53.586498,
            49.579832,
            57.627119
        ],
        [
            1.111129,
            1.272287,
            0.976609,
            0.856363,
            0.728239,
            1.132285
        ],
        [
            178086,
            178086,
            40318,
            642525,
            642525,
            580246
        ],
        [
            -65148,
            -52229,
            -65148,
            -720692,
            -720692,
            -364731
        ],
        [
            82,
            92,
            71,
            82,
            92,
            71
        ],
        [
            83,
            99,
            70,
            83,
            99,
            70
        ],
        [
            80,
            85,
            73,
            80,
            85,
            73
        ],
        [
            19493,
            11034,
            8459,
            19493,
            11034,
            8459
        ],
        [
            0,
            0,
            27.712145,
            0,
            0,
            27.712145
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335930,
            -52097,
            -63502,
            -579072,
            -581179,
            -2484
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19849,
    "evaluation_days": 1654.08,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617429600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758956729368,
    "expiration_time": 1763867260800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 229,
            "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)