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Trade: ALICE/USDT/480/PWMA/KCL/7204

Strategy
ALICE/USDT/480/PWMA/KCL/7204
Pair
ALICE_USDT
Interval
8h
Score
527865
Daily Profit
0.156576
Profit Factor
2.707476
Profitability
68.571429
Streak
139.289637
Best Strategy
Training Data Length
1659.000000
Evaluation Time
2025-09-29 01:57
Expiration Time
2025-11-17 12:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 385678.6595 125919.7817 259758.8778 1002863.5317 222516.2879 780347.2438
Total P&L (%) 385.6787 125.9198 259.7589 1002.8635 222.5163 780.3472
Avg Daily Profit (%) 0.2325 0.0759 0.1566 0.1448 0.0706 0.1312
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99973 -70749 -72894 -734662 -452250 -730668
Profit Factor 2.2793 1.8432 2.7075 1.502 1.2578 1.6878
Total Trades 71 36 35 71 36 35
Winning Trades 42 18 24 42 18 24
Losing Trades 29 18 11 29 18 11
Profitability (%) 59.1549 50 68.5714 59.1549 50 68.5714
Ratio Avg Win / Avg Loss 1.5738 1.8432 1.2409 1.0371 1.2578 0.7736
Largest Winning Trade 66411 66411 43904 358996 141647 358996
Largest Losing Trade -62896 -46280 -62896 -622244 -427125 -622244
Avg Bars in Trades 63 35 92 63 35 92
Avg Bars in Winners 56 34 72 56 34 72
Avg Bars in Losers 73 35 134 73 35 134
Bars Traded 4498 1266 3232 4498 1266 3232
Profit Streak 135.9563 135.9563 139.2896 135.9563 135.9563 139.2896
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -76191 -87149 527865 -86434 -97876 -13680
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4977,
    "evaluation_days": 1659,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1621094400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759100224622,
    "expiration_time": 1763375328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 186,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            385678.6594541795,
            125919.7816506114,
            259758.8778035682,
            1002863.5316853016,
            222516.2879030973,
            780347.2437822043
        ],
        [
            385.678659,
            125.919782,
            259.758878,
            1002.863532,
            222.516288,
            780.347244
        ],
        [
            0.232477,
            0.075901,
            0.156576,
            0.1448,
            0.070609,
            0.131198
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99973,
            -70749,
            -72894,
            -734662,
            -452250,
            -730668
        ],
        [
            2.279318,
            1.843166,
            2.707476,
            1.502012,
            1.257814,
            1.687772
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            42,
            18,
            24,
            42,
            18,
            24
        ],
        [
            29,
            18,
            11,
            29,
            18,
            11
        ],
        [
            59.15493,
            50,
            68.571429,
            59.15493,
            50,
            68.571429
        ],
        [
            1.573815,
            1.843166,
            1.240926,
            1.037103,
            1.257814,
            0.773562
        ],
        [
            66411,
            66411,
            43904,
            358996,
            141647,
            358996
        ],
        [
            -62896,
            -46280,
            -62896,
            -622244,
            -427125,
            -622244
        ],
        [
            63,
            35,
            92,
            63,
            35,
            92
        ],
        [
            56,
            34,
            72,
            56,
            34,
            72
        ],
        [
            73,
            35,
            134,
            73,
            35,
            134
        ],
        [
            4498,
            1266,
            3232,
            4498,
            1266,
            3232
        ],
        [
            135.956303,
            135.956303,
            139.289637,
            135.956303,
            135.956303,
            139.289637
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -76191,
            -87149,
            527865,
            -86434,
            -97876,
            -13680
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4977,
    "evaluation_days": 1659,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1621094400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759100224622,
    "expiration_time": 1763375328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 186,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)