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Trade: ALICE/USDT/720/SUPERTREND/FWMA/9874

Strategy
ALICE/USDT/720/SUPERTREND/FWMA/9874
Pair
ALICE_USDT
Interval
12h
Score
527730
Daily Profit
0.159834
Profit Factor
2.656272
Profitability
60.606061
Streak
76.311728
Best Strategy
Training Data Length
1666.000000
Evaluation Time
2025-10-05 22:28
Expiration Time
2025-11-24 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 375122.5066 108838.8669 266283.6398 658340.0241 -378660.1662 1037000.1902
Total P&L (%) 375.1225 108.8389 266.2836 658.34 -378.6602 1037.0002
Avg Daily Profit (%) 0.2252 0.0653 0.1598 0.1217 0 0.146
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90797 -52006 -71617 -656395 -717652 -357776
Profit Factor 2.0392 1.5437 2.6563 1.2754 0.7449 2.1441
Total Trades 67 34 33 67 34 33
Winning Trades 38 18 20 38 18 20
Losing Trades 29 16 13 29 16 13
Profitability (%) 56.7164 52.9412 60.6061 56.7164 52.9412 60.6061
Ratio Avg Win / Avg Loss 1.5563 1.3722 1.7266 0.9733 0.6621 1.3937
Largest Winning Trade 88475 88475 67382 339021 339021 302766
Largest Losing Trade -51906 -51906 -49867 -595522 -595522 -230541
Avg Bars in Trades 42 36 49 42 36 49
Avg Bars in Winners 44 27 59 44 27 59
Avg Bars in Losers 40 47 33 40 47 33
Bars Traded 2873 1242 1631 2873 1242 1631
Profit Streak 14.8117 14.8117 76.3117 14.8117 14.8117 76.3117
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -107343 -103175 527730 -150938 -579825 273272
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3332,
    "evaluation_days": 1666,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1630238400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759692533340,
    "expiration_time": 1763983872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 241,
            "offset": 0,
            "multiplier": 4.9477
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 215,
            "offset": 121
        }
    }
}
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": [
        [
            375122.5066355397,
            108838.8668527046,
            266283.639782835,
            658340.0240664453,
            -378660.1661776943,
            1037000.1902441399
        ],
        [
            375.122507,
            108.838867,
            266.28364,
            658.340024,
            -378.660166,
            1037.00019
        ],
        [
            0.225164,
            0.065329,
            0.159834,
            0.12168,
            0,
            0.146024
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90797,
            -52006,
            -71617,
            -656395,
            -717652,
            -357776
        ],
        [
            2.039245,
            1.543694,
            2.656272,
            1.275385,
            0.744874,
            2.14408
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            56.716418,
            52.941176,
            60.606061,
            56.716418,
            52.941176,
            60.606061
        ],
        [
            1.556266,
            1.372172,
            1.726577,
            0.97332,
            0.66211,
            1.393652
        ],
        [
            88475,
            88475,
            67382,
            339021,
            339021,
            302766
        ],
        [
            -51906,
            -51906,
            -49867,
            -595522,
            -595522,
            -230541
        ],
        [
            42,
            36,
            49,
            42,
            36,
            49
        ],
        [
            44,
            27,
            59,
            44,
            27,
            59
        ],
        [
            40,
            47,
            33,
            40,
            47,
            33
        ],
        [
            2873,
            1242,
            1631,
            2873,
            1242,
            1631
        ],
        [
            14.811728,
            14.811728,
            76.311728,
            14.811728,
            14.811728,
            76.311728
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -107343,
            -103175,
            527730,
            -150938,
            -579825,
            273272
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3332,
    "evaluation_days": 1666,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1630238400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759692533340,
    "expiration_time": 1763983872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 241,
            "offset": 0,
            "multiplier": 4.9477
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 215,
            "offset": 121
        }
    }
}

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)