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Trade: ALICE/USDT/720/MIDPOINT/HMA/6212

Strategy
ALICE/USDT/720/MIDPOINT/HMA/6212
Pair
ALICE_USDT
Interval
12h
Score
434755
Daily Profit
0.175588
Profit Factor
1.534478
Profitability
70.329670
Streak
110.276991
Best Strategy
Training Data Length
1668.000000
Evaluation Time
2025-10-07 21:38
Expiration Time
2025-11-26 14:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 292881.2142 82756.8141 210124.4001 -76912.2281 -148790.9805 71878.7524
Total P&L (%) 292.8812 82.7568 210.1244 -76.9122 -148.791 71.8788
Avg Daily Profit (%) 0.1756 0.0496 0.126 -0.0878 0 0.0325
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187657 -109582 -141611 -402758 -311313 -310343
Profit Factor 1.5345 1.2776 1.8409 0.9071 0.6736 1.1932
Total Trades 91 46 45 91 46 45
Winning Trades 64 29 35 64 29 35
Losing Trades 27 17 10 27 17 10
Profitability (%) 70.3297 63.0435 77.7778 70.3297 63.0435 77.7778
Ratio Avg Win / Avg Loss 0.6474 0.7489 0.526 0.3827 0.3948 0.3409
Largest Winning Trade 53488 53488 46902 103436 53488 103436
Largest Losing Trade -95472 -60018 -95472 -242946 -242946 -239689
Avg Bars in Trades 33 23 42 33 23 42
Avg Bars in Winners 29 13 43 29 13 43
Avg Bars in Losers 41 42 41 41 42 41
Bars Traded 3030 1096 1933 3030 1096 1933
Profit Streak 110.277 110.277 299.777 110.277 110.277 299.777
Trades During Streak 12 6 9 12 6 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434755 -124866 -18984 -575963 -577271 -154048
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3336,
    "evaluation_days": 1668,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1623412800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759862332050,
    "expiration_time": 1764161856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 167,
            "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": [
        [
            292881.2141640896,
            82756.8140922902,
            210124.4000717996,
            -76912.2281263979,
            -148790.9805222471,
            71878.7523958492
        ],
        [
            292.881214,
            82.756814,
            210.1244,
            -76.912228,
            -148.790981,
            71.878752
        ],
        [
            0.175588,
            0.049614,
            0.125974,
            -0.087843,
            0,
            0.032476
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187657,
            -109582,
            -141611,
            -402758,
            -311313,
            -310343
        ],
        [
            1.534478,
            1.277614,
            1.840918,
            0.907096,
            0.673562,
            1.19319
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            64,
            29,
            35,
            64,
            29,
            35
        ],
        [
            27,
            17,
            10,
            27,
            17,
            10
        ],
        [
            70.32967,
            63.043478,
            77.777778,
            70.32967,
            63.043478,
            77.777778
        ],
        [
            0.647358,
            0.748946,
            0.525977,
            0.382681,
            0.394846,
            0.340911
        ],
        [
            53488,
            53488,
            46902,
            103436,
            53488,
            103436
        ],
        [
            -95472,
            -60018,
            -95472,
            -242946,
            -242946,
            -239689
        ],
        [
            33,
            23,
            42,
            33,
            23,
            42
        ],
        [
            29,
            13,
            43,
            29,
            13,
            43
        ],
        [
            41,
            42,
            41,
            41,
            42,
            41
        ],
        [
            3030,
            1096,
            1933,
            3030,
            1096,
            1933
        ],
        [
            110.276991,
            110.276991,
            299.776991,
            110.276991,
            110.276991,
            299.776991
        ],
        [
            12,
            6,
            9,
            12,
            6,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434755,
            -124866,
            -18984,
            -575963,
            -577271,
            -154048
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3336,
    "evaluation_days": 1668,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1623412800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759862332050,
    "expiration_time": 1764161856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 167,
            "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)