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Trade: ALICE/USDT/360/HILO/SSF/7823

Strategy
ALICE/USDT/360/HILO/SSF/7823
Pair
ALICE_USDT
Interval
6h
Score
334890
Daily Profit
0.188838
Profit Factor
1.448923
Profitability
61.718750
Streak
14.512748
Best Strategy
Training Data Length
1663.500000
Evaluation Time
2025-10-03 21:18
Expiration Time
2025-11-22 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 314132.4577 108617.1076 205515.3501 44465.7859 -292826.9204 337292.7062
Total P&L (%) 314.1325 108.6171 205.5154 44.4658 -292.8269 337.2927
Avg Daily Profit (%) 0.1888 0.0653 0.1235 0.0221 0 0.0887
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196800 -117851 -119793 -1777369 -713670 -1261724
Profit Factor 1.4489 1.2541 1.7548 1.0104 0.8766 1.176
Total Trades 128 64 64 128 64 64
Winning Trades 79 32 47 79 32 47
Losing Trades 49 32 17 49 32 17
Profitability (%) 61.7188 50 73.4375 61.7188 50 73.4375
Ratio Avg Win / Avg Loss 0.8987 1.2541 0.6347 0.6267 0.8766 0.4254
Largest Winning Trade 101564 101564 45101 315857 302287 315857
Largest Losing Trade -60379 -60379 -54957 -793321 -559481 -793321
Avg Bars in Trades 50 64 37 50 64 37
Avg Bars in Winners 30 32 29 30 32 29
Avg Bars in Losers 83 95 60 83 95 60
Bars Traded 6503 4108 2395 6503 4108 2395
Profit Streak 14.5127 0 51.5127 14.5127 0 51.5127
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334890 -245124 -162195 -373485 -719958 -237781
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6654,
    "evaluation_days": 1663.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1616241600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759515501430,
    "expiration_time": 1763804592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 248,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            314132.4577346521,
            108617.1076414659,
            205515.350093186,
            44465.785891838,
            -292826.9203532679,
            337292.7062451059
        ],
        [
            314.132458,
            108.617108,
            205.51535,
            44.465786,
            -292.82692,
            337.292706
        ],
        [
            0.188838,
            0.065294,
            0.123544,
            0.022117,
            0,
            0.088734
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196800,
            -117851,
            -119793,
            -1777369,
            -713670,
            -1261724
        ],
        [
            1.448923,
            1.254095,
            1.754793,
            1.010365,
            0.876608,
            1.175973
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            79,
            32,
            47,
            79,
            32,
            47
        ],
        [
            49,
            32,
            17,
            49,
            32,
            17
        ],
        [
            61.71875,
            50,
            73.4375,
            61.71875,
            50,
            73.4375
        ],
        [
            0.898699,
            1.254095,
            0.634712,
            0.626682,
            0.876608,
            0.425352
        ],
        [
            101564,
            101564,
            45101,
            315857,
            302287,
            315857
        ],
        [
            -60379,
            -60379,
            -54957,
            -793321,
            -559481,
            -793321
        ],
        [
            50,
            64,
            37,
            50,
            64,
            37
        ],
        [
            30,
            32,
            29,
            30,
            32,
            29
        ],
        [
            83,
            95,
            60,
            83,
            95,
            60
        ],
        [
            6503,
            4108,
            2395,
            6503,
            4108,
            2395
        ],
        [
            14.512748,
            0,
            51.512748,
            14.512748,
            0,
            51.512748
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334890,
            -245124,
            -162195,
            -373485,
            -719958,
            -237781
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6654,
    "evaluation_days": 1663.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1616241600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759515501430,
    "expiration_time": 1763804592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 248,
            "offset": 0,
            "poles": 2
        }
    }
}

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)