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Trade: ALICE/USDT/720/HL2/KCL/7111

Strategy
ALICE/USDT/720/HL2/KCL/7111
Pair
ALICE_USDT
Interval
12h
Score
312183
Daily Profit
0.147661
Profit Factor
1.606166
Profitability
76.612903
Streak
0.000000
Best Strategy
Training Data Length
1655.000000
Evaluation Time
2025-09-26 14:43
Expiration Time
2025-11-13 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 244378.7382 33567.3992 210811.3389 -89173.8525 107868.6879 -197042.5404
Total P&L (%) 244.3787 33.5674 210.8113 -89.1739 107.8687 -197.0425
Avg Daily Profit (%) 0.1477 0.0203 0.1274 -0.1342 0.0442 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139619 -49875 -128403 -699321 -39152 -741274
Profit Factor 1.6062 1.2268 1.8263 0.903 1.8101 0.7494
Total Trades 124 62 62 124 62 62
Winning Trades 95 40 55 67 35 32
Losing Trades 29 22 7 57 27 30
Profitability (%) 76.6129 64.5161 88.7097 54.0323 56.4516 51.6129
Ratio Avg Win / Avg Loss 0.4903 0.6747 0.2324 0.7682 1.3963 0.7026
Largest Winning Trade 26600 13350 26600 400463 90930 400463
Largest Losing Trade -128403 -47394 -128403 -384252 -22025 -384252
Avg Bars in Trades 25 11 40 25 11 40
Avg Bars in Winners 18 4 28 27 12 43
Avg Bars in Losers 49 23 129 23 8 36
Bars Traded 3176 689 2487 3176 689 2487
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312183 -322608 -171726 -579648 -284585 -734749

Evaluation Data

{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1620302400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758887018201,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 106,
            "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": [
        [
            244378.7381570525,
            33567.3992260084,
            210811.3389310444,
            -89173.852521853,
            107868.6879233617,
            -197042.5404452147
        ],
        [
            244.378738,
            33.567399,
            210.811339,
            -89.173853,
            107.868688,
            -197.04254
        ],
        [
            0.147661,
            0.020282,
            0.127378,
            -0.134242,
            0.044223,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139619,
            -49875,
            -128403,
            -699321,
            -39152,
            -741274
        ],
        [
            1.606166,
            1.226752,
            1.826325,
            0.903025,
            1.810082,
            0.749436
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            95,
            40,
            55,
            67,
            35,
            32
        ],
        [
            29,
            22,
            7,
            57,
            27,
            30
        ],
        [
            76.612903,
            64.516129,
            88.709677,
            54.032258,
            56.451613,
            51.612903
        ],
        [
            0.490303,
            0.674714,
            0.232441,
            0.768245,
            1.396349,
            0.702596
        ],
        [
            26600,
            13350,
            26600,
            400463,
            90930,
            400463
        ],
        [
            -128403,
            -47394,
            -128403,
            -384252,
            -22025,
            -384252
        ],
        [
            25,
            11,
            40,
            25,
            11,
            40
        ],
        [
            18,
            4,
            28,
            27,
            12,
            43
        ],
        [
            49,
            23,
            129,
            23,
            8,
            36
        ],
        [
            3176,
            689,
            2487,
            3176,
            689,
            2487
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312183,
            -322608,
            -171726,
            -579648,
            -284585,
            -734749
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1620302400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758887018201,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 106,
            "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)