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Trade: ALICE/USDT/360/HILO/LINREG/9732

Strategy
ALICE/USDT/360/HILO/LINREG/9732
Pair
ALICE_USDT
Interval
6h
Score
426853
Daily Profit
0.237412
Profit Factor
1.435474
Profitability
54.970760
Streak
25.945362
Best Strategy
Training Data Length
1654.500000
Evaluation Time
2025-09-27 01:41
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 392798.2844 172131.5434 220666.741 48095.6792 -170742.3182 218837.9973
Total P&L (%) 392.7983 172.1315 220.6667 48.0957 -170.7423 218.838
Avg Daily Profit (%) 0.2374 0.104 0.1334 0.0237 0 0.0701
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -251070 -165020 -162970 -777486 -567096 -356783
Profit Factor 1.4355 1.3342 1.5703 1.0251 0.8533 1.2897
Total Trades 171 85 86 171 85 86
Winning Trades 94 39 55 94 39 55
Losing Trades 77 46 31 77 46 31
Profitability (%) 54.9708 45.8824 63.9535 54.9708 45.8824 63.9535
Ratio Avg Win / Avg Loss 1.1759 1.5736 0.8851 0.8397 1.0065 0.7269
Largest Winning Trade 137769 137769 37257 191933 191933 147986
Largest Losing Trade -65704 -57311 -65704 -246168 -246168 -245194
Avg Bars in Trades 37 36 38 37 36 38
Avg Bars in Winners 33 29 36 33 29 36
Avg Bars in Losers 42 42 43 42 42 43
Bars Traded 6428 3088 3340 6428 3088 3340
Profit Streak 25.9454 25.9454 44.6954 25.9454 25.9454 44.6954
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426853 -54071 -11648 -354285 -580497 -97719
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6618,
    "evaluation_days": 1654.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619503200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926479326,
    "expiration_time": 1763003664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 173,
            "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": [
        [
            392798.2843728079,
            172131.5433922075,
            220666.7409805999,
            48095.679179592,
            -170742.3181594776,
            218837.9973390698
        ],
        [
            392.798284,
            172.131543,
            220.666741,
            48.095679,
            -170.742318,
            218.837997
        ],
        [
            0.237412,
            0.104038,
            0.133374,
            0.023737,
            0,
            0.070107
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -251070,
            -165020,
            -162970,
            -777486,
            -567096,
            -356783
        ],
        [
            1.435474,
            1.334181,
            1.570322,
            1.025058,
            0.853297,
            1.289664
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            94,
            39,
            55,
            94,
            39,
            55
        ],
        [
            77,
            46,
            31,
            77,
            46,
            31
        ],
        [
            54.97076,
            45.882353,
            63.953488,
            54.97076,
            45.882353,
            63.953488
        ],
        [
            1.175867,
            1.573649,
            0.885091,
            0.839675,
            1.006453,
            0.726901
        ],
        [
            137769,
            137769,
            37257,
            191933,
            191933,
            147986
        ],
        [
            -65704,
            -57311,
            -65704,
            -246168,
            -246168,
            -245194
        ],
        [
            37,
            36,
            38,
            37,
            36,
            38
        ],
        [
            33,
            29,
            36,
            33,
            29,
            36
        ],
        [
            42,
            42,
            43,
            42,
            42,
            43
        ],
        [
            6428,
            3088,
            3340,
            6428,
            3088,
            3340
        ],
        [
            25.945362,
            25.945363,
            44.695362,
            25.945363,
            25.945363,
            44.695363
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426853,
            -54071,
            -11648,
            -354285,
            -580497,
            -97719
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6618,
    "evaluation_days": 1654.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619503200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926479326,
    "expiration_time": 1763003664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 173,
            "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)