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Trade: ALICE/USDT/360/HILO/MIDPOINT/3783

Strategy
ALICE/USDT/360/HILO/MIDPOINT/3783
Pair
ALICE_USDT
Interval
6h
Score
332495
Daily Profit
0.217521
Profit Factor
1.299455
Profitability
47.892720
Streak
18.754280
Best Strategy
Training Data Length
1662.500000
Evaluation Time
2025-10-02 21:06
Expiration Time
2025-11-21 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 361628.7028 182425.8623 179202.8405 -11089.1201 -531821.2678 520732.1477
Total P&L (%) 361.6287 182.4259 179.2028 -11.0891 -531.8213 520.7321
Avg Daily Profit (%) 0.2175 0.1097 0.1078 -0.0071 0 0.1099
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167584 -170810 -108913 -1109289 -1189236 -495859
Profit Factor 1.2995 1.2589 1.3563 0.9976 0.813 1.2975
Total Trades 261 130 131 261 130 131
Winning Trades 125 52 73 125 52 73
Losing Trades 136 78 58 136 78 58
Profitability (%) 47.8927 40 55.7252 47.8927 40 55.7252
Ratio Avg Win / Avg Loss 1.4138 1.8883 1.0776 1.0854 1.2196 1.0309
Largest Winning Trade 175970 175970 41957 371018 371018 155034
Largest Losing Trade -47738 -46953 -47738 -331791 -331791 -216910
Avg Bars in Trades 24 33 16 24 33 16
Avg Bars in Winners 24 34 18 24 34 18
Avg Bars in Losers 25 32 15 25 32 15
Bars Traded 6517 4294 2223 6517 4294 2223
Profit Streak 18.7543 0 19.5043 18.7543 0 19.5043
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332495 -49654 -47286 -577726 -583209 -44444
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6650,
    "evaluation_days": 1662.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617235200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759428369762,
    "expiration_time": 1763715600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 68,
            "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": [
        [
            361628.7028228854,
            182425.8623199642,
            179202.8405029213,
            -11089.1200874318,
            -531821.2677838316,
            520732.1476964002
        ],
        [
            361.628703,
            182.425862,
            179.202841,
            -11.08912,
            -531.821268,
            520.732148
        ],
        [
            0.217521,
            0.10973,
            0.107791,
            -0.00707,
            0,
            0.109879
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167584,
            -170810,
            -108913,
            -1109289,
            -1189236,
            -495859
        ],
        [
            1.299455,
            1.258863,
            1.356336,
            0.997586,
            0.813037,
            1.297548
        ],
        [
            261,
            130,
            131,
            261,
            130,
            131
        ],
        [
            125,
            52,
            73,
            125,
            52,
            73
        ],
        [
            136,
            78,
            58,
            136,
            78,
            58
        ],
        [
            47.89272,
            40,
            55.725191,
            47.89272,
            40,
            55.725191
        ],
        [
            1.413807,
            1.888295,
            1.077637,
            1.085374,
            1.219556,
            1.030929
        ],
        [
            175970,
            175970,
            41957,
            371018,
            371018,
            155034
        ],
        [
            -47738,
            -46953,
            -47738,
            -331791,
            -331791,
            -216910
        ],
        [
            24,
            33,
            16,
            24,
            33,
            16
        ],
        [
            24,
            34,
            18,
            24,
            34,
            18
        ],
        [
            25,
            32,
            15,
            25,
            32,
            15
        ],
        [
            6517,
            4294,
            2223,
            6517,
            4294,
            2223
        ],
        [
            18.75428,
            0,
            19.50428,
            18.75428,
            0,
            19.50428
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332495,
            -49654,
            -47286,
            -577726,
            -583209,
            -44444
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6650,
    "evaluation_days": 1662.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617235200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759428369762,
    "expiration_time": 1763715600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 68,
            "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)