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Trade: ALICE/USDT/360/HLC3/HWMA/6872

Strategy
ALICE/USDT/360/HLC3/HWMA/6872
Pair
ALICE_USDT
Interval
6h
Score
309777
Daily Profit
0.221088
Profit Factor
1.239720
Profitability
46.357616
Streak
10.706821
Best Strategy
Training Data Length
1660.000000
Evaluation Time
2025-09-30 07:57
Expiration Time
2025-11-18 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367005.6956 166997.9276 200007.7679 -25532.6226 -108087.2609 82554.6383
Total P&L (%) 367.0057 166.9979 200.0078 -25.5326 -108.0873 82.5546
Avg Daily Profit (%) 0.2211 0.1006 0.1205 -0.0178 0 0.0363
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164496 -126327 -105639 -192550 -157564 -107259
Profit Factor 1.2397 1.1924 1.3018 0.9806 0.8661 1.1619
Total Trades 302 151 151 302 151 151
Winning Trades 140 64 76 140 64 76
Losing Trades 162 87 75 162 87 75
Profitability (%) 46.3576 42.3841 50.3311 46.3576 42.3841 50.3311
Ratio Avg Win / Avg Loss 1.4345 1.6209 1.2846 1.1347 1.1773 1.1466
Largest Winning Trade 123493 123493 42831 89727 89727 35390
Largest Losing Trade -52535 -52535 -47111 -94082 -94082 -41168
Avg Bars in Trades 21 21 21 21 21 21
Avg Bars in Winners 21 21 21 21 21 21
Avg Bars in Losers 21 21 21 21 21 21
Bars Traded 6618 3303 3315 6618 3303 3315
Profit Streak 10.7068 0 16.2068 10.7068 0 16.2068
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309777 -68939 -30929 -578023 -581559 -185784
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6640,
    "evaluation_days": 1660,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1615788000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759208269344,
    "expiration_time": 1763493120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08454,
            "nb": 0.1,
            "nc": 0.41198
        }
    }
}
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": [
        [
            367005.6955509696,
            166997.9276048913,
            200007.7679460781,
            -25532.6226275302,
            -108087.2608860462,
            82554.6382585161
        ],
        [
            367.005696,
            166.997928,
            200.007768,
            -25.532623,
            -108.087261,
            82.554638
        ],
        [
            0.221088,
            0.100601,
            0.120487,
            -0.017758,
            0,
            0.036264
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164496,
            -126327,
            -105639,
            -192550,
            -157564,
            -107259
        ],
        [
            1.23972,
            1.19236,
            1.301753,
            0.980612,
            0.866059,
            1.161877
        ],
        [
            302,
            151,
            151,
            302,
            151,
            151
        ],
        [
            140,
            64,
            76,
            140,
            64,
            76
        ],
        [
            162,
            87,
            75,
            162,
            87,
            75
        ],
        [
            46.357616,
            42.384106,
            50.331126,
            46.357616,
            42.384106,
            50.331126
        ],
        [
            1.434534,
            1.620864,
            1.284624,
            1.134709,
            1.177299,
            1.146589
        ],
        [
            123493,
            123493,
            42831,
            89727,
            89727,
            35390
        ],
        [
            -52535,
            -52535,
            -47111,
            -94082,
            -94082,
            -41168
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            6618,
            3303,
            3315,
            6618,
            3303,
            3315
        ],
        [
            10.706821,
            0,
            16.206821,
            10.706821,
            0,
            16.206821
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309777,
            -68939,
            -30929,
            -578023,
            -581559,
            -185784
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6640,
    "evaluation_days": 1660,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1615788000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759208269344,
    "expiration_time": 1763493120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08454,
            "nb": 0.1,
            "nc": 0.41198
        }
    }
}

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)