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Trade: ALICE/USDT/480/HWMA/KCL/4989

Strategy
ALICE/USDT/480/HWMA/KCL/4989
Pair
ALICE_USDT
Interval
8h
Score
482910
Daily Profit
0.166082
Profit Factor
1.487069
Profitability
77.586207
Streak
65.457670
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 275475.4772 64508.4642 210967.013 -283425.0484 -4602.5127 -278822.5357
Total P&L (%) 275.4755 64.5085 210.967 -283.425 -4.6025 -278.8225
Avg Daily Profit (%) 0.1661 0.0389 0.1272 0 -0.0028 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115691 -87873 -119270 -326245 -65904 -315424
Profit Factor 1.4871 1.2288 1.7437 0.4737 0.9706 0.2698
Total Trades 174 87 87 174 87 87
Winning Trades 135 61 74 41 27 14
Losing Trades 39 26 13 133 60 73
Profitability (%) 77.5862 70.1149 85.0575 23.5632 31.0345 16.092
Ratio Avg Win / Avg Loss 0.4296 0.5238 0.3063 1.5367 2.157 1.4067
Largest Winning Trade 27750 20726 27750 39185 39185 29739
Largest Losing Trade -115664 -60215 -115664 -165192 -11202 -165192
Avg Bars in Trades 27 27 27 27 27 27
Avg Bars in Winners 11 8 13 74 65 93
Avg Bars in Losers 83 70 109 12 10 14
Bars Traded 4760 2358 2402 4760 2358 2402
Profit Streak 65.4577 90.4577 65.4577 0 0 0
Trades During Streak 16 10 8 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 482910 -138855 -16467 -612958 -585419 -648231
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": 1620662400000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759057142717,
    "expiration_time": 1763345664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.47948,
            "nb": 0.1,
            "nc": 0.2933
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            275475.4772050266,
            64508.4641971341,
            210967.0130078926,
            -283425.0484323791,
            -4602.5127023786,
            -278822.5357300007
        ],
        [
            275.475477,
            64.508464,
            210.967013,
            -283.425048,
            -4.602513,
            -278.822536
        ],
        [
            0.166082,
            0.038892,
            0.12719,
            0,
            -0.002841,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115691,
            -87873,
            -119270,
            -326245,
            -65904,
            -315424
        ],
        [
            1.487069,
            1.228829,
            1.743702,
            0.473727,
            0.970631,
            0.269785
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            135,
            61,
            74,
            41,
            27,
            14
        ],
        [
            39,
            26,
            13,
            133,
            60,
            73
        ],
        [
            77.586207,
            70.114943,
            85.057471,
            23.563218,
            31.034483,
            16.091954
        ],
        [
            0.429598,
            0.523763,
            0.306326,
            1.536725,
            2.156959,
            1.406735
        ],
        [
            27750,
            20726,
            27750,
            39185,
            39185,
            29739
        ],
        [
            -115664,
            -60215,
            -115664,
            -165192,
            -11202,
            -165192
        ],
        [
            27,
            27,
            27,
            27,
            27,
            27
        ],
        [
            11,
            8,
            13,
            74,
            65,
            93
        ],
        [
            83,
            70,
            109,
            12,
            10,
            14
        ],
        [
            4760,
            2358,
            2402,
            4760,
            2358,
            2402
        ],
        [
            65.45767,
            90.45767,
            65.45767,
            0,
            0,
            0
        ],
        [
            16,
            10,
            8,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            482910,
            -138855,
            -16467,
            -612958,
            -585419,
            -648231
        ]
    ]
}
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": 1620662400000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759057142717,
    "expiration_time": 1763345664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.47948,
            "nb": 0.1,
            "nc": 0.2933
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)