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Trade: ALICE/USDT/480/HWMA/EMA/6840

Strategy
ALICE/USDT/480/HWMA/EMA/6840
Pair
ALICE_USDT
Interval
8h
Score
498545
Daily Profit
0.351959
Profit Factor
1.496742
Profitability
55.813953
Streak
16.389576
Best Strategy
Training Data Length
1664.000000
Evaluation Time
2025-10-03 20:20
Expiration Time
2025-11-22 16:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 585660.0278 289685.0969 295974.9309 533404.6597 1612099.9669 -1078695.3072
Total P&L (%) 585.66 289.6851 295.9749 533.4047 1612.1 -1078.6953
Avg Daily Profit (%) 0.352 0.1741 0.1779 0.111 0.1708 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98799 -72268 -84008 -3778661 -1699433 -3146303
Profit Factor 1.4967 1.5342 1.4648 1.0269 1.1842 0.9028
Total Trades 215 108 107 215 108 107
Winning Trades 120 57 63 120 57 63
Losing Trades 95 51 44 95 51 44
Profitability (%) 55.814 52.7778 58.8785 55.814 52.7778 58.8785
Ratio Avg Win / Avg Loss 1.1849 1.3727 1.023 0.8129 1.0596 0.6305
Largest Winning Trade 132595 132595 50047 1069838 1069838 831524
Largest Losing Trade -67445 -30414 -67445 -2550826 -951459 -2550826
Avg Bars in Trades 23 23 23 23 23 23
Avg Bars in Winners 23 23 23 23 23 23
Avg Bars in Losers 23 23 23 23 23 23
Bars Traded 4976 2502 2474 4976 2502 2474
Profit Streak 16.3896 16.3896 24.3896 16.3896 16.3896 24.3896
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 498545 354999 368150 -233795 -9118 -579074
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4992,
    "evaluation_days": 1664,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1616025600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759512059388,
    "expiration_time": 1763820288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02048,
            "nb": 0.7443,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 10,
            "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": [
        [
            585660.0277762237,
            289685.0969252423,
            295974.9308509817,
            533404.6596623457,
            1612099.9668576473,
            -1078695.3071952998
        ],
        [
            585.660028,
            289.685097,
            295.974931,
            533.40466,
            1612.099967,
            -1078.695307
        ],
        [
            0.351959,
            0.17409,
            0.17787,
            0.110995,
            0.170837,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98799,
            -72268,
            -84008,
            -3778661,
            -1699433,
            -3146303
        ],
        [
            1.496742,
            1.534241,
            1.464809,
            1.026881,
            1.184249,
            0.902763
        ],
        [
            215,
            108,
            107,
            215,
            108,
            107
        ],
        [
            120,
            57,
            63,
            120,
            57,
            63
        ],
        [
            95,
            51,
            44,
            95,
            51,
            44
        ],
        [
            55.813953,
            52.777778,
            58.878505,
            55.813953,
            52.777778,
            58.878505
        ],
        [
            1.184921,
            1.372742,
            1.023041,
            0.812948,
            1.059591,
            0.630501
        ],
        [
            132595,
            132595,
            50047,
            1069838,
            1069838,
            831524
        ],
        [
            -67445,
            -30414,
            -67445,
            -2550826,
            -951459,
            -2550826
        ],
        [
            23,
            23,
            23,
            23,
            23,
            23
        ],
        [
            23,
            23,
            23,
            23,
            23,
            23
        ],
        [
            23,
            23,
            23,
            23,
            23,
            23
        ],
        [
            4976,
            2502,
            2474,
            4976,
            2502,
            2474
        ],
        [
            16.389576,
            16.389576,
            24.389576,
            16.389576,
            16.389576,
            24.389576
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            498545,
            354999,
            368150,
            -233795,
            -9118,
            -579074
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4992,
    "evaluation_days": 1664,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1616025600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759512059388,
    "expiration_time": 1763820288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02048,
            "nb": 0.7443,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 10,
            "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)