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Trade: ALICE/USDT/480/DCU/SINWMA/1838

Strategy
ALICE/USDT/480/DCU/SINWMA/1838
Pair
ALICE_USDT
Interval
8h
Score
470183
Daily Profit
0.150614
Profit Factor
2.183079
Profitability
73.684211
Streak
233.518023
Best Strategy
Training Data Length
1656.670000
Evaluation Time
2025-09-26 15:25
Expiration Time
2025-11-15 02:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 384208.8453 134690.4877 249518.3576 736041.6942 273537.4787 462504.2155
Total P&L (%) 384.2088 134.6905 249.5184 736.0417 273.5375 462.5042
Avg Daily Profit (%) 0.2319 0.0813 0.1506 0.1283 0.0796 0.1043
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86257 -37113 -104620 -369959 -194664 -340929
Profit Factor 2.1057 1.9862 2.1831 1.7744 1.8054 1.7572
Total Trades 77 39 38 77 39 38
Winning Trades 56 28 28 56 28 28
Losing Trades 21 11 10 21 11 10
Profitability (%) 72.7273 71.7949 73.6842 72.7273 71.7949 73.6842
Ratio Avg Win / Avg Loss 0.7896 0.7803 0.7797 0.6654 0.7093 0.6276
Largest Winning Trade 61821 42702 61821 163009 119944 163009
Largest Losing Trade -64978 -37626 -64978 -310975 -110783 -310975
Avg Bars in Trades 58 24 92 58 24 92
Avg Bars in Winners 46 21 71 46 21 71
Avg Bars in Losers 88 32 150 88 32 150
Bars Traded 4474 954 3519 4474 954 3519
Profit Streak 177.518 177.518 233.518 177.518 177.518 233.518
Trades During Streak 6 3 5 6 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -32494 -78928 470183 -62401 -81573 -48682

Evaluation Data

{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4970,
    "evaluation_days": 1656.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1619452800000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758889557173,
    "expiration_time": 1763167680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 129,
            "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": [
        [
            384208.8452870724,
            134690.487685569,
            249518.3576015034,
            736041.6942245252,
            273537.478692545,
            462504.2155319802
        ],
        [
            384.208845,
            134.690488,
            249.518358,
            736.041694,
            273.537479,
            462.504216
        ],
        [
            0.231916,
            0.081302,
            0.150614,
            0.128262,
            0.07958,
            0.104313
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86257,
            -37113,
            -104620,
            -369959,
            -194664,
            -340929
        ],
        [
            2.105677,
            1.986154,
            2.183079,
            1.774408,
            1.805438,
            1.757156
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            21,
            11,
            10,
            21,
            11,
            10
        ],
        [
            72.727273,
            71.794872,
            73.684211,
            72.727273,
            71.794872,
            73.684211
        ],
        [
            0.789629,
            0.780275,
            0.779671,
            0.665403,
            0.709279,
            0.627556
        ],
        [
            61821,
            42702,
            61821,
            163009,
            119944,
            163009
        ],
        [
            -64978,
            -37626,
            -64978,
            -310975,
            -110783,
            -310975
        ],
        [
            58,
            24,
            92,
            58,
            24,
            92
        ],
        [
            46,
            21,
            71,
            46,
            21,
            71
        ],
        [
            88,
            32,
            150,
            88,
            32,
            150
        ],
        [
            4474,
            954,
            3519,
            4474,
            954,
            3519
        ],
        [
            177.518023,
            177.518023,
            233.518023,
            177.518023,
            177.518023,
            233.518023
        ],
        [
            6,
            3,
            5,
            6,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -32494,
            -78928,
            470183,
            -62401,
            -81573,
            -48682
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4970,
    "evaluation_days": 1656.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1619452800000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758889557173,
    "expiration_time": 1763167680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 129,
            "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)