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Trade: ALICE/USDT/720/FWMA/KCL/1235

Strategy
ALICE/USDT/720/FWMA/KCL/1235
Pair
ALICE_USDT
Interval
12h
Score
593088
Daily Profit
0.157328
Profit Factor
2.754194
Profitability
93.181818
Streak
545.821254
Best Strategy
Training Data Length
1672.000000
Evaluation Time
2025-10-11 22:42
Expiration Time
2025-11-30 17:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356307.4894 93255.1991 263052.2903 657255.9131 70172.1982 587083.7149
Total P&L (%) 356.3075 93.2552 263.0523 657.2559 70.1722 587.0837
Avg Daily Profit (%) 0.2131 0.0558 0.1573 0.1212 0.0318 0.1153
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70779 -45648 -70779 -322241 -322241 -310965
Profit Factor 2.3394 1.8035 2.7542 1.7813 1.1688 2.3795
Total Trades 88 44 44 88 44 44
Winning Trades 77 36 41 77 36 41
Losing Trades 11 8 3 11 8 3
Profitability (%) 87.5 81.8182 93.1818 87.5 81.8182 93.1818
Ratio Avg Win / Avg Loss 0.3342 0.4008 0.2015 0.2545 0.2597 0.1741
Largest Winning Trade 24094 18945 24094 118403 79958 118403
Largest Losing Trade -70779 -45648 -70779 -322241 -322241 -310965
Avg Bars in Trades 35 21 48 35 21 48
Avg Bars in Winners 20 12 27 20 12 27
Avg Bars in Losers 137 64 331 137 64 331
Bars Traded 3104 962 2142 3104 962 2142
Profit Streak 170.3213 170.3213 545.8213 170.3213 170.3213 545.8213
Trades During Streak 10 5 15 10 5 15
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 579361 -111983 593088 -23562 -181094 -30114
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3344,
    "evaluation_days": 1672,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1625227200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760211756340,
    "expiration_time": 1764517824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 144,
            "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": [
        [
            356307.4893963912,
            93255.1990746667,
            263052.2903217245,
            657255.91311801,
            70172.1981895472,
            587083.7149284629
        ],
        [
            356.307489,
            93.255199,
            263.05229,
            657.255913,
            70.172198,
            587.083715
        ],
        [
            0.213103,
            0.055775,
            0.157328,
            0.121158,
            0.031802,
            0.115335
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70779,
            -45648,
            -70779,
            -322241,
            -322241,
            -310965
        ],
        [
            2.33939,
            1.803468,
            2.754194,
            1.781272,
            1.168809,
            2.379513
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            77,
            36,
            41,
            77,
            36,
            41
        ],
        [
            11,
            8,
            3,
            11,
            8,
            3
        ],
        [
            87.5,
            81.818182,
            93.181818,
            87.5,
            81.818182,
            93.181818
        ],
        [
            0.334199,
            0.400771,
            0.201526,
            0.254467,
            0.259735,
            0.174111
        ],
        [
            24094,
            18945,
            24094,
            118403,
            79958,
            118403
        ],
        [
            -70779,
            -45648,
            -70779,
            -322241,
            -322241,
            -310965
        ],
        [
            35,
            21,
            48,
            35,
            21,
            48
        ],
        [
            20,
            12,
            27,
            20,
            12,
            27
        ],
        [
            137,
            64,
            331,
            137,
            64,
            331
        ],
        [
            3104,
            962,
            2142,
            3104,
            962,
            2142
        ],
        [
            170.321254,
            170.321254,
            545.821254,
            170.321254,
            170.321254,
            545.821254
        ],
        [
            10,
            5,
            15,
            10,
            5,
            15
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            579361,
            -111983,
            593088,
            -23562,
            -181094,
            -30114
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3344,
    "evaluation_days": 1672,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1625227200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760211756340,
    "expiration_time": 1764517824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 144,
            "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)