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Trade: ALICE/USDT/480/HMA/HWMA/8872

Strategy
ALICE/USDT/480/HMA/HWMA/8872
Pair
ALICE_USDT
Interval
8h
Score
463919
Daily Profit
0.173193
Profit Factor
1.810725
Profitability
59.124088
Streak
15.791043
Best Strategy
Training Data Length
1658.670000
Evaluation Time
2025-09-28 13:59
Expiration Time
2025-11-17 04:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 409834.8645 142092.3823 267742.4822 963872.6575 -700220.0333 1664092.6907
Total P&L (%) 409.8349 142.0924 267.7425 963.8727 -700.22 1664.0927
Avg Daily Profit (%) 0.2471 0.0857 0.1614 0.1427 0 0.1732
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128281 -137556 -51880 -1424091 -1501344 -678947
Profit Factor 1.5239 1.2932 1.8997 1.1476 0.8437 1.8107
Total Trades 273 136 137 273 136 137
Winning Trades 145 64 81 145 64 81
Losing Trades 128 72 56 128 72 56
Profitability (%) 53.1136 47.0588 59.1241 53.1136 47.0588 59.1241
Ratio Avg Win / Avg Loss 1.3453 1.4548 1.3134 1.013 0.9491 1.2519
Largest Winning Trade 59430 59430 55398 459299 459299 377330
Largest Losing Trade -55880 -55880 -23890 -550978 -550978 -172027
Avg Bars in Trades 16 20 12 16 20 12
Avg Bars in Winners 17 20 15 17 20 15
Avg Bars in Losers 15 21 9 15 21 9
Bars Traded 4605 2855 1750 4605 2855 1750
Profit Streak 4.791 0 15.791 4.791 0 15.791
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 435807 -79602 451479 -57749 -581837 463919
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4976,
    "evaluation_days": 1658.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622736000000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759057146134,
    "expiration_time": 1763345664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 242,
            "na": 0.2,
            "nb": 0.82147,
            "nc": 0.51287
        }
    }
}
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": [
        [
            409834.8644694742,
            142092.3823150262,
            267742.4821544486,
            963872.6574789204,
            -700220.0332597625,
            1664092.6907386826
        ],
        [
            409.834864,
            142.092382,
            267.742482,
            963.872657,
            -700.220033,
            1664.092691
        ],
        [
            0.247086,
            0.085666,
            0.16142,
            0.142656,
            0,
            0.173193
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128281,
            -137556,
            -51880,
            -1424091,
            -1501344,
            -678947
        ],
        [
            1.523923,
            1.293183,
            1.899709,
            1.147572,
            0.843663,
            1.810725
        ],
        [
            273,
            136,
            137,
            273,
            136,
            137
        ],
        [
            145,
            64,
            81,
            145,
            64,
            81
        ],
        [
            128,
            72,
            56,
            128,
            72,
            56
        ],
        [
            53.113553,
            47.058824,
            59.124088,
            53.113553,
            47.058824,
            59.124088
        ],
        [
            1.345256,
            1.454831,
            1.313379,
            1.013029,
            0.949121,
            1.251859
        ],
        [
            59430,
            59430,
            55398,
            459299,
            459299,
            377330
        ],
        [
            -55880,
            -55880,
            -23890,
            -550978,
            -550978,
            -172027
        ],
        [
            16,
            20,
            12,
            16,
            20,
            12
        ],
        [
            17,
            20,
            15,
            17,
            20,
            15
        ],
        [
            15,
            21,
            9,
            15,
            21,
            9
        ],
        [
            4605,
            2855,
            1750,
            4605,
            2855,
            1750
        ],
        [
            4.791043,
            0,
            15.791043,
            4.791043,
            0,
            15.791043
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
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            1.45,
            1.45
        ],
        [
            435807,
            -79602,
            451479,
            -57749,
            -581837,
            463919
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4976,
    "evaluation_days": 1658.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622736000000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759057146134,
    "expiration_time": 1763345664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 242,
            "na": 0.2,
            "nb": 0.82147,
            "nc": 0.51287
        }
    }
}

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)