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Trade: ALICE/USDT/480/PWMA/MIDPRICE/4096

Strategy
ALICE/USDT/480/PWMA/MIDPRICE/4096
Pair
ALICE_USDT
Interval
8h
Score
309927
Daily Profit
0.155525
Profit Factor
1.299084
Profitability
53.030303
Streak
22.716277
Best Strategy
Training Data Length
1656.000000
Evaluation Time
2025-09-26 04:11
Expiration Time
2025-11-14 10:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 257549.1247 116070.0944 141479.0302 -56218.9377 34550.0978 -90769.0355
Total P&L (%) 257.5491 116.0701 141.479 -56.2189 34.5501 -90.769
Avg Daily Profit (%) 0.1555 0.0701 0.0854 -0.0499 0.0179 -0.1438
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98677 -109394 -121619 -163103 -62507 -167082
Profit Factor 1.2991 1.267 1.3317 0.8958 1.1596 0.7189
Total Trades 132 66 66 132 66 66
Winning Trades 70 32 38 70 32 38
Losing Trades 62 34 28 62 34 28
Profitability (%) 53.0303 48.4848 57.5758 53.0303 48.4848 57.5758
Ratio Avg Win / Avg Loss 1.1506 1.3462 0.9813 0.7934 1.2321 0.5297
Largest Winning Trade 59562 59562 47797 64347 64347 51151
Largest Losing Trade -86589 -41082 -86589 -155213 -62507 -155213
Avg Bars in Trades 36 47 25 36 47 25
Avg Bars in Winners 38 52 27 38 52 27
Avg Bars in Losers 34 43 22 34 43 22
Bars Traded 4836 3152 1684 4836 3152 1684
Profit Streak 22.7163 24.7163 0 22.7163 24.7163 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309927 -223695 -203203 -579488 -340833 -703698

Evaluation Data

{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4968,
    "evaluation_days": 1656,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618099200000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758849086308,
    "expiration_time": 1763108352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 82,
            "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": [
        [
            257549.1246828322,
            116070.0944417224,
            141479.0302411097,
            -56218.937660379,
            34550.0978043758,
            -90769.0354647547
        ],
        [
            257.549125,
            116.070094,
            141.47903,
            -56.218938,
            34.550098,
            -90.769035
        ],
        [
            0.155525,
            0.070091,
            0.085434,
            -0.049865,
            0.017922,
            -0.143774
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98677,
            -109394,
            -121619,
            -163103,
            -62507,
            -167082
        ],
        [
            1.299084,
            1.267044,
            1.331738,
            0.895784,
            1.159579,
            0.718926
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            70,
            32,
            38,
            70,
            32,
            38
        ],
        [
            62,
            34,
            28,
            62,
            34,
            28
        ],
        [
            53.030303,
            48.484848,
            57.575758,
            53.030303,
            48.484848,
            57.575758
        ],
        [
            1.150618,
            1.346235,
            0.981281,
            0.793409,
            1.232052,
            0.529735
        ],
        [
            59562,
            59562,
            47797,
            64347,
            64347,
            51151
        ],
        [
            -86589,
            -41082,
            -86589,
            -155213,
            -62507,
            -155213
        ],
        [
            36,
            47,
            25,
            36,
            47,
            25
        ],
        [
            38,
            52,
            27,
            38,
            52,
            27
        ],
        [
            34,
            43,
            22,
            34,
            43,
            22
        ],
        [
            4836,
            3152,
            1684,
            4836,
            3152,
            1684
        ],
        [
            22.716277,
            24.716277,
            0,
            22.716277,
            24.716277,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309927,
            -223695,
            -203203,
            -579488,
            -340833,
            -703698
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4968,
    "evaluation_days": 1656,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618099200000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758849086308,
    "expiration_time": 1763108352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 82,
            "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)