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Trade: ALICE/USDT/480/DCL/KCL/5062

Strategy
ALICE/USDT/480/DCL/KCL/5062
Pair
ALICE_USDT
Interval
8h
Score
319296
Daily Profit
0.169117
Profit Factor
1.422427
Profitability
46.564885
Streak
78.103001
Best Strategy
Training Data Length
1673.000000
Evaluation Time
2025-10-12 21:28
Expiration Time
2025-12-01 22:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 282933.4024 64675.2527 218258.1496 148682.9805 135383.8551 13299.1255
Total P&L (%) 282.9334 64.6753 218.2582 148.683 135.3839 13.2991
Avg Daily Profit (%) 0.1691 0.0387 0.1305 0.0545 0.0512 0.0075
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -207751 -133598 -127035 -755763 -403904 -489405
Profit Factor 1.4224 1.1931 1.6517 1.0751 1.1398 1.0131
Total Trades 131 65 66 131 65 66
Winning Trades 61 30 31 61 30 31
Losing Trades 70 35 35 70 35 35
Profitability (%) 46.5649 46.1538 46.9697 46.5649 46.1538 46.9697
Ratio Avg Win / Avg Loss 1.6323 1.392 1.8648 1.2337 1.3297 1.1439
Largest Winning Trade 49914 49914 46543 189942 189942 184754
Largest Losing Trade -45390 -35634 -45390 -280823 -128411 -280823
Avg Bars in Trades 37 22 52 37 22 52
Avg Bars in Winners 45 22 66 45 22 66
Avg Bars in Losers 30 21 39 30 21 39
Bars Traded 4913 1451 3462 4913 1451 3462
Profit Streak 78.103 0 91.7697 78.103 0 91.7697
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319296 -282859 -140810 -258564 -324536 -577140
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5019,
    "evaluation_days": 1673,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618588800000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760293699302,
    "expiration_time": 1764621216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            282933.4023760738,
            64675.2527269816,
            218258.1496490924,
            148682.9805400719,
            135383.8550559781,
            13299.1254840938
        ],
        [
            282.933402,
            64.675253,
            218.25815,
            148.682981,
            135.383855,
            13.299125
        ],
        [
            0.169117,
            0.038658,
            0.130459,
            0.054468,
            0.051181,
            0.007464
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -207751,
            -133598,
            -127035,
            -755763,
            -403904,
            -489405
        ],
        [
            1.422427,
            1.193146,
            1.651658,
            1.075069,
            1.139756,
            1.013143
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            46.564885,
            46.153846,
            46.969697,
            46.564885,
            46.153846,
            46.969697
        ],
        [
            1.632294,
            1.392003,
            1.864775,
            1.233686,
            1.329715,
            1.143871
        ],
        [
            49914,
            49914,
            46543,
            189942,
            189942,
            184754
        ],
        [
            -45390,
            -35634,
            -45390,
            -280823,
            -128411,
            -280823
        ],
        [
            37,
            22,
            52,
            37,
            22,
            52
        ],
        [
            45,
            22,
            66,
            45,
            22,
            66
        ],
        [
            30,
            21,
            39,
            30,
            21,
            39
        ],
        [
            4913,
            1451,
            3462,
            4913,
            1451,
            3462
        ],
        [
            78.103001,
            0,
            91.769668,
            78.103001,
            0,
            91.769668
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319296,
            -282859,
            -140810,
            -258564,
            -324536,
            -577140
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5019,
    "evaluation_days": 1673,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618588800000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760293699302,
    "expiration_time": 1764621216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)