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Trade: ALICE/USDT/240/WMA/KCL/9508

Strategy
ALICE/USDT/240/WMA/KCL/9508
Pair
ALICE_USDT
Interval
4h
Score
496733
Daily Profit
0.209222
Profit Factor
1.657963
Profitability
79.166667
Streak
94.480154
Best Strategy
Training Data Length
1654.500000
Evaluation Time
2025-09-27 18:31
Expiration Time
2025-11-13 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 346157.291 105552.6835 240604.6076 -7989138.0303 -1511646.6663 -6477491.364
Total P&L (%) 346.1573 105.5527 240.6046 -7989.138 -1511.6467 -6477.4914
Avg Daily Profit (%) 0.2092 0.0638 0.1454 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -208933 -45292 -208933 -8094491 -1899342 -6572871
Profit Factor 1.658 1.7213 1.6336 0.3822 0.58 0.3059
Total Trades 120 60 60 120 60 60
Winning Trades 95 43 52 29 18 11
Losing Trades 25 17 8 91 42 49
Profitability (%) 79.1667 71.6667 86.6667 24.1667 30 18.3333
Ratio Avg Win / Avg Loss 0.4363 0.6805 0.2513 1.1993 1.3533 1.3627
Largest Winning Trade 30945 19412 30945 1156806 548741 1156806
Largest Losing Trade -208933 -35785 -208933 -1126085 -421862 -1126085
Avg Bars in Trades 80 36 125 80 36 125
Avg Bars in Winners 57 19 88 141 74 252
Avg Bars in Losers 171 79 365 61 20 96
Bars Traded 9708 2181 7527 9708 2181 7527
Profit Streak 94.4802 94.4802 282.1468 0 0 0
Trades During Streak 3 1 14 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 496733 -273071 -161669 -612280 -756347 -807766
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9927,
    "evaluation_days": 1654.5,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1617753600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758987085288,
    "expiration_time": 1763003664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 138,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            346157.2910217774,
            105552.6834551421,
            240604.6075666352,
            -7989138.030268373,
            -1511646.6662912006,
            -6477491.363977174
        ],
        [
            346.157291,
            105.552683,
            240.604608,
            -7989.13803,
            -1511.646666,
            -6477.491364
        ],
        [
            0.209222,
            0.063797,
            0.145424,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -208933,
            -45292,
            -208933,
            -8094491,
            -1899342,
            -6572871
        ],
        [
            1.657963,
            1.721265,
            1.63357,
            0.382189,
            0.579974,
            0.305915
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            95,
            43,
            52,
            29,
            18,
            11
        ],
        [
            25,
            17,
            8,
            91,
            42,
            49
        ],
        [
            79.166667,
            71.666667,
            86.666667,
            24.166667,
            30,
            18.333333
        ],
        [
            0.436306,
            0.6805,
            0.251318,
            1.199283,
            1.353273,
            1.362714
        ],
        [
            30945,
            19412,
            30945,
            1156806,
            548741,
            1156806
        ],
        [
            -208933,
            -35785,
            -208933,
            -1126085,
            -421862,
            -1126085
        ],
        [
            80,
            36,
            125,
            80,
            36,
            125
        ],
        [
            57,
            19,
            88,
            141,
            74,
            252
        ],
        [
            171,
            79,
            365,
            61,
            20,
            96
        ],
        [
            9708,
            2181,
            7527,
            9708,
            2181,
            7527
        ],
        [
            94.480154,
            94.480154,
            282.14682,
            0,
            0,
            0
        ],
        [
            3,
            1,
            14,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            496733,
            -273071,
            -161669,
            -612280,
            -756347,
            -807766
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9927,
    "evaluation_days": 1654.5,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1617753600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758987085288,
    "expiration_time": 1763003664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 138,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)