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Trade: ALICE/USDT/720/OHLC4/ALMA/5015

Strategy
ALICE/USDT/720/OHLC4/ALMA/5015
Pair
ALICE_USDT
Interval
12h
Score
745601
Daily Profit
0.153532
Profit Factor
7.408774
Profitability
83.783784
Streak
334.896011
Best Strategy
Training Data Length
1655.000000
Evaluation Time
2025-09-27 00:30
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 400592.3951 146497.2873 254095.1078 772076.0369 -44320.2144 816396.2513
Total P&L (%) 400.5924 146.4973 254.0951 772.076 -44.3202 816.3963
Avg Daily Profit (%) 0.2421 0.0885 0.1535 0.1309 -0.0354 0.1339
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135737 -153620 -27371 -365346 -450846 -20147
Profit Factor 2.3194 1.555 7.4088 1.8725 0.9475 21.2698
Total Trades 74 37 37 74 37 37
Winning Trades 59 28 31 59 28 31
Losing Trades 15 9 6 15 9 6
Profitability (%) 79.7297 75.6757 83.7838 79.7297 75.6757 83.7838
Ratio Avg Win / Avg Loss 0.5897 0.4998 1.434 0.4761 0.3046 4.1167
Largest Winning Trade 119821 119821 37664 102609 102609 99404
Largest Losing Trade -61699 -61699 -26992 -283022 -283022 -20147
Avg Bars in Trades 41 57 26 41 57 26
Avg Bars in Winners 20 21 18 20 21 18
Avg Bars in Losers 126 169 63 126 169 63
Bars Traded 3096 2134 962 3096 2134 962
Profit Streak 48.896 48.896 334.896 48.896 48.896 334.896
Trades During Streak 7 3 13 7 3 13
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -53424 -70056 745601 -80065 -576027 28778

Evaluation Data

{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622289600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922215380,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 152,
            "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": [
        [
            400592.3950843966,
            146497.2873139963,
            254095.1077704003,
            772076.0368672808,
            -44320.2144248372,
            816396.251292118
        ],
        [
            400.592395,
            146.497287,
            254.095108,
            772.076037,
            -44.320214,
            816.396251
        ],
        [
            0.24205,
            0.088518,
            0.153532,
            0.130944,
            -0.035375,
            0.133943
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135737,
            -153620,
            -27371,
            -365346,
            -450846,
            -20147
        ],
        [
            2.319351,
            1.554955,
            7.408774,
            1.872501,
            0.947527,
            21.269814
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            15,
            9,
            6,
            15,
            9,
            6
        ],
        [
            79.72973,
            75.675676,
            83.783784,
            79.72973,
            75.675676,
            83.783784
        ],
        [
            0.589665,
            0.499807,
            1.433956,
            0.47606,
            0.304562,
            4.116738
        ],
        [
            119821,
            119821,
            37664,
            102609,
            102609,
            99404
        ],
        [
            -61699,
            -61699,
            -26992,
            -283022,
            -283022,
            -20147
        ],
        [
            41,
            57,
            26,
            41,
            57,
            26
        ],
        [
            20,
            21,
            18,
            20,
            21,
            18
        ],
        [
            126,
            169,
            63,
            126,
            169,
            63
        ],
        [
            3096,
            2134,
            962,
            3096,
            2134,
            962
        ],
        [
            48.896011,
            48.896011,
            334.896011,
            48.896011,
            48.896011,
            334.896011
        ],
        [
            7,
            3,
            13,
            7,
            3,
            13
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -53424,
            -70056,
            745601,
            -80065,
            -576027,
            28778
        ]
    ]
}
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": 1622289600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922215380,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 152,
            "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)