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Trade: ALICE/USDT/720/FWMA/KCL/6316

Strategy
ALICE/USDT/720/FWMA/KCL/6316
Pair
ALICE_USDT
Interval
12h
Score
608835
Daily Profit
0.166546
Profit Factor
2.957567
Profitability
93.023256
Streak
540.422431
Best Strategy
Training Data Length
1666.500000
Evaluation Time
2025-10-06 13:08
Expiration Time
2025-11-25 01:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 362210.0657 84660.4069 277549.6588 764099.4783 40194.553 723904.9253
Total P&L (%) 362.2101 84.6604 277.5497 764.0995 40.1946 723.9049
Avg Daily Profit (%) 0.2173 0.0508 0.1665 0.1295 0.0203 0.1266
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71947 -47510 -71947 -495376 -452639 -495376
Profit Factor 2.417 1.7437 2.9576 1.6115 1.0663 2.1256
Total Trades 87 44 43 87 44 43
Winning Trades 77 37 40 77 37 40
Losing Trades 10 7 3 10 7 3
Profitability (%) 88.5057 84.0909 93.0233 88.5057 84.0909 93.0233
Ratio Avg Win / Avg Loss 0.3139 0.3299 0.2218 0.2093 0.2017 0.1594
Largest Winning Trade 23093 17525 23093 118786 73871 118786
Largest Losing Trade -71947 -46468 -71947 -495376 -452639 -495376
Avg Bars in Trades 36 19 54 36 19 54
Avg Bars in Winners 23 9 36 23 9 36
Avg Bars in Losers 138 71 295 138 71 295
Bars Traded 3189 852 2337 3189 852 2337
Profit Streak 166.9224 166.9224 540.4224 166.9224 166.9224 540.4224
Trades During Streak 6 3 14 6 3 14
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 585438 -118566 608835 -12800 -311289 -15583
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3333,
    "evaluation_days": 1666.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1621252800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759745298004,
    "expiration_time": 1764028368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 128,
            "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": [
        [
            362210.0657172238,
            84660.4069115197,
            277549.6588057041,
            764099.4783322477,
            40194.553003542,
            723904.9253287056
        ],
        [
            362.210066,
            84.660407,
            277.549659,
            764.099478,
            40.194553,
            723.904925
        ],
        [
            0.217348,
            0.050801,
            0.166546,
            0.129488,
            0.020276,
            0.126626
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71947,
            -47510,
            -71947,
            -495376,
            -452639,
            -495376
        ],
        [
            2.417003,
            1.743717,
            2.957567,
            1.611484,
            1.066276,
            2.125636
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            77,
            37,
            40,
            77,
            37,
            40
        ],
        [
            10,
            7,
            3,
            10,
            7,
            3
        ],
        [
            88.505747,
            84.090909,
            93.023256,
            88.505747,
            84.090909,
            93.023256
        ],
        [
            0.313896,
            0.329892,
            0.221818,
            0.209284,
            0.201728,
            0.159423
        ],
        [
            23093,
            17525,
            23093,
            118786,
            73871,
            118786
        ],
        [
            -71947,
            -46468,
            -71947,
            -495376,
            -452639,
            -495376
        ],
        [
            36,
            19,
            54,
            36,
            19,
            54
        ],
        [
            23,
            9,
            36,
            23,
            9,
            36
        ],
        [
            138,
            71,
            295,
            138,
            71,
            295
        ],
        [
            3189,
            852,
            2337,
            3189,
            852,
            2337
        ],
        [
            166.922431,
            166.922431,
            540.422431,
            166.922431,
            166.922431,
            540.422431
        ],
        [
            6,
            3,
            14,
            6,
            3,
            14
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            585438,
            -118566,
            608835,
            -12800,
            -311289,
            -15583
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3333,
    "evaluation_days": 1666.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1621252800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759745298004,
    "expiration_time": 1764028368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 128,
            "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)