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Trade: ALICE/USDT/720/HLC3/LINREG/8538

Strategy
ALICE/USDT/720/HLC3/LINREG/8538
Pair
ALICE_USDT
Interval
12h
Score
472325
Daily Profit
0.163425
Profit Factor
1.559129
Profitability
59.695817
Streak
0.000000
Best Strategy
Training Data Length
1655.000000
Evaluation Time
2025-09-27 00:32
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 435896.2332 191451.9338 244444.2994 -89674.557 1391668.0205 -1481342.5775
Total P&L (%) 435.8962 191.4519 244.4443 -89.6746 1391.668 -1481.3426
Avg Daily Profit (%) 0.2634 0.1157 0.1477 -0.1371 0.1634 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195289 -132658 -164030 -4759415 -797389 -3991644
Profit Factor 1.1727 1.1365 1.218 0.9875 1.5591 0.6847
Total Trades 1052 526 526 1052 526 526
Winning Trades 648 314 334 648 314 334
Losing Trades 404 212 192 404 212 192
Profitability (%) 61.597 59.6958 63.4981 61.597 59.6958 63.4981
Ratio Avg Win / Avg Loss 0.7311 0.7673 0.7001 0.6157 1.0527 0.3936
Largest Winning Trade 51990 51990 22809 623462 483119 623462
Largest Losing Trade -98648 -35916 -98648 -3955366 -437075 -3955366
Avg Bars in Trades 3 3 3 3 3 3
Avg Bars in Winners 2 2 2 2 2 2
Avg Bars in Losers 4 5 4 4 5 4
Bars Traded 3301 1718 1583 3301 1718 1583
Profit Streak 0 0 7.8975 0 0 7.8975
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -16531 -106936 249801 -573201 472325 -575881
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1615982400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922343026,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 6,
            "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": [
        [
            435896.2331983956,
            191451.9338460999,
            244444.2993522955,
            -89674.5569959953,
            1391668.0205172452,
            -1481342.577513241
        ],
        [
            435.896233,
            191.451934,
            244.444299,
            -89.674557,
            1391.668021,
            -1481.342578
        ],
        [
            0.263381,
            0.115681,
            0.1477,
            -0.1371,
            0.163425,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195289,
            -132658,
            -164030,
            -4759415,
            -797389,
            -3991644
        ],
        [
            1.172658,
            1.13645,
            1.217956,
            0.987523,
            1.559129,
            0.684698
        ],
        [
            1052,
            526,
            526,
            1052,
            526,
            526
        ],
        [
            648,
            314,
            334,
            648,
            314,
            334
        ],
        [
            404,
            212,
            192,
            404,
            212,
            192
        ],
        [
            61.596958,
            59.695817,
            63.498099,
            61.596958,
            59.695817,
            63.498099
        ],
        [
            0.731102,
            0.767285,
            0.700143,
            0.615678,
            1.05266,
            0.393599
        ],
        [
            51990,
            51990,
            22809,
            623462,
            483119,
            623462
        ],
        [
            -98648,
            -35916,
            -98648,
            -3955366,
            -437075,
            -3955366
        ],
        [
            3,
            3,
            3,
            3,
            3,
            3
        ],
        [
            2,
            2,
            2,
            2,
            2,
            2
        ],
        [
            4,
            5,
            4,
            4,
            5,
            4
        ],
        [
            3301,
            1718,
            1583,
            3301,
            1718,
            1583
        ],
        [
            0,
            0,
            7.897489,
            0,
            0,
            7.897489
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -16531,
            -106936,
            249801,
            -573201,
            472325,
            -575881
        ]
    ]
}
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": 1615982400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922343026,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 6,
            "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)