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Trade: ALICE/USDT/240/LINREG/KCL/7869

Strategy
ALICE/USDT/240/LINREG/KCL/7869
Pair
ALICE_USDT
Interval
4h
Score
485059
Daily Profit
0.155525
Profit Factor
2.270335
Profitability
75.675676
Streak
172.303369
Best Strategy
Training Data Length
1659.000000
Evaluation Time
2025-09-29 06:16
Expiration Time
2025-11-17 20:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 358028.123 100012.6584 258015.4646 415854.0347 341745.4752 74108.5596
Total P&L (%) 358.0281 100.0127 258.0155 415.854 341.7455 74.1086
Avg Daily Profit (%) 0.2158 0.0603 0.1555 0.0989 0.0896 0.0334
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146811 -97360 -103610 -1965928 -675341 -1626808
Profit Factor 1.7781 1.3891 2.2703 1.1124 1.2129 1.0354
Total Trades 74 37 37 74 37 37
Winning Trades 49 21 28 49 21 28
Losing Trades 25 16 9 25 16 9
Profitability (%) 66.2162 56.7568 75.6757 66.2162 56.7568 75.6757
Ratio Avg Win / Avg Loss 0.9072 1.0584 0.7298 0.5675 0.9241 0.3328
Largest Winning Trade 59747 59747 54282 416157 416157 240289
Largest Losing Trade -61027 -40970 -61027 -882746 -324954 -882746
Avg Bars in Trades 130 111 150 130 111 150
Avg Bars in Winners 123 116 128 123 116 128
Avg Bars in Losers 144 103 216 144 103 216
Bars Traded 9673 4110 5563 9673 4110 5563
Profit Streak 0 0 172.3034 0 0 172.3034
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -58047 -110916 485059 -225843 -74592 -326819
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9954,
    "evaluation_days": 1659,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1618588800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759115811076,
    "expiration_time": 1763404128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 70,
            "offset": 0,
            "scalar": 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": [
        [
            358028.1229565625,
            100012.6583765505,
            258015.4645800119,
            415854.0347159597,
            341745.475151787,
            74108.5595641729
        ],
        [
            358.028123,
            100.012658,
            258.015465,
            415.854035,
            341.745475,
            74.10856
        ],
        [
            0.21581,
            0.060285,
            0.155525,
            0.098943,
            0.089586,
            0.03343
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146811,
            -97360,
            -103610,
            -1965928,
            -675341,
            -1626808
        ],
        [
            1.778132,
            1.389148,
            2.270335,
            1.112391,
            1.212862,
            1.035381
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            49,
            21,
            28,
            49,
            21,
            28
        ],
        [
            25,
            16,
            9,
            25,
            16,
            9
        ],
        [
            66.216216,
            56.756757,
            75.675676,
            66.216216,
            56.756757,
            75.675676
        ],
        [
            0.90721,
            1.058398,
            0.72975,
            0.567546,
            0.924085,
            0.332801
        ],
        [
            59747,
            59747,
            54282,
            416157,
            416157,
            240289
        ],
        [
            -61027,
            -40970,
            -61027,
            -882746,
            -324954,
            -882746
        ],
        [
            130,
            111,
            150,
            130,
            111,
            150
        ],
        [
            123,
            116,
            128,
            123,
            116,
            128
        ],
        [
            144,
            103,
            216,
            144,
            103,
            216
        ],
        [
            9673,
            4110,
            5563,
            9673,
            4110,
            5563
        ],
        [
            0,
            0,
            172.303369,
            0,
            0,
            172.303369
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -58047,
            -110916,
            485059,
            -225843,
            -74592,
            -326819
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9954,
    "evaluation_days": 1659,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1618588800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759115811076,
    "expiration_time": 1763404128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 70,
            "offset": 0,
            "scalar": 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)