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Trade: ALICE/USDT/720/OHLC4/KCL/6677

Strategy
ALICE/USDT/720/OHLC4/KCL/6677
Pair
ALICE_USDT
Interval
12h
Score
615640
Daily Profit
0.275800
Profit Factor
2.542800
Profitability
86.131387
Streak
94.366069
Best Strategy
Training Data Length
1661.500000
Evaluation Time
2025-10-01 11:47
Expiration Time
2025-11-19 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 458241.4886 130466.5443 327774.9443 1381908.9722 130423.4193 1251485.5529
Total P&L (%) 458.2415 130.4665 327.7749 1381.909 130.4234 1251.4856
Avg Daily Profit (%) 0.2758 0.0785 0.1973 0.1624 0.0503 0.1568
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86224 -48406 -79175 -721869 -721869 -713493
Profit Factor 2.5428 1.9468 3.0587 1.6692 1.1257 2.2185
Total Trades 137 68 69 137 68 69
Winning Trades 118 53 65 118 53 65
Losing Trades 19 15 4 19 15 4
Profitability (%) 86.1314 77.9412 94.2029 86.1314 77.9412 94.2029
Ratio Avg Win / Avg Loss 0.4094 0.551 0.1882 0.2688 0.3186 0.1365
Largest Winning Trade 24094 19406 24094 145772 102062 145772
Largest Losing Trade -79175 -48406 -79175 -721869 -721869 -713493
Avg Bars in Trades 23 14 31 23 14 31
Avg Bars in Winners 13 6 19 13 6 19
Avg Bars in Losers 80 42 220 80 42 220
Bars Traded 3161 1001 2160 3161 1001 2160
Profit Streak 94.3661 94.3661 535.8661 94.3661 94.3661 535.8661
Trades During Streak 3 1 20 3 1 20
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 615640 -191910 -84176 535055 -314478 -85726
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3323,
    "evaluation_days": 1661.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1621814400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759308428378,
    "expiration_time": 1763583408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 141,
            "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": [
        [
            458241.488563744,
            130466.5443090513,
            327774.9442546925,
            1381908.9722466948,
            130423.4193392005,
            1251485.552907494
        ],
        [
            458.241489,
            130.466544,
            327.774944,
            1381.908972,
            130.423419,
            1251.485553
        ],
        [
            0.2758,
            0.078523,
            0.197277,
            0.16239,
            0.050253,
            0.156836
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86224,
            -48406,
            -79175,
            -721869,
            -721869,
            -713493
        ],
        [
            2.5428,
            1.946762,
            3.058674,
            1.669249,
            1.125672,
            2.218514
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            118,
            53,
            65,
            118,
            53,
            65
        ],
        [
            19,
            15,
            4,
            19,
            15,
            4
        ],
        [
            86.131387,
            77.941176,
            94.202899,
            86.131387,
            77.941176,
            94.202899
        ],
        [
            0.409434,
            0.55097,
            0.188226,
            0.268777,
            0.318586,
            0.136524
        ],
        [
            24094,
            19406,
            24094,
            145772,
            102062,
            145772
        ],
        [
            -79175,
            -48406,
            -79175,
            -721869,
            -721869,
            -713493
        ],
        [
            23,
            14,
            31,
            23,
            14,
            31
        ],
        [
            13,
            6,
            19,
            13,
            6,
            19
        ],
        [
            80,
            42,
            220,
            80,
            42,
            220
        ],
        [
            3161,
            1001,
            2160,
            3161,
            1001,
            2160
        ],
        [
            94.366069,
            94.366069,
            535.866069,
            94.366069,
            94.366069,
            535.866069
        ],
        [
            3,
            1,
            20,
            3,
            1,
            20
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            615640,
            -191910,
            -84176,
            535055,
            -314478,
            -85726
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3323,
    "evaluation_days": 1661.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1621814400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759308428378,
    "expiration_time": 1763583408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 141,
            "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)