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Trade: ALICE/USDT/720/SUPERTREND/PWMA/9355

Strategy
ALICE/USDT/720/SUPERTREND/PWMA/9355
Pair
ALICE_USDT
Interval
12h
Score
373651
Daily Profit
0.226835
Profit Factor
1.468823
Profitability
56.060606
Streak
0.000000
Best Strategy
Training Data Length
1655.000000
Evaluation Time
2025-09-28 04:04
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 375412.7218 129030.1599 246382.5618 308125.6047 32475.1427 275650.462
Total P&L (%) 375.4127 129.0302 246.3826 308.1256 32.4751 275.6505
Avg Daily Profit (%) 0.2268 0.078 0.1489 0.085 0.017 0.08
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117688 -77566 -77808 -597280 -403637 -557307
Profit Factor 1.4688 1.338 1.588 1.0773 1.0184 1.1243
Total Trades 132 66 66 132 66 66
Winning Trades 74 37 37 74 37 37
Losing Trades 58 29 29 58 29 29
Profitability (%) 56.0606 56.0606 56.0606 56.0606 56.0606 56.0606
Ratio Avg Win / Avg Loss 1.1512 1.0487 1.2447 0.8444 0.7982 0.8812
Largest Winning Trade 70069 70069 56281 214698 204285 214698
Largest Losing Trade -33656 -32566 -33656 -241754 -203364 -241754
Avg Bars in Trades 23 12 34 23 12 34
Avg Bars in Winners 19 10 28 19 10 28
Avg Bars in Losers 28 14 41 28 14 41
Bars Traded 3108 828 2280 3108 828 2280
Profit Streak 0 0 81.0446 0 0 81.0446
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373651 -211655 -115303 -215211 -498150 -294456
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618228800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759021452608,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 57,
            "offset": 0,
            "multiplier": 4.11806
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 43,
            "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": [
        [
            375412.7217606411,
            129030.1599318849,
            246382.5618287564,
            308125.6046675122,
            32475.1426658377,
            275650.4620016748
        ],
        [
            375.412722,
            129.03016,
            246.382562,
            308.125605,
            32.475143,
            275.650462
        ],
        [
            0.226835,
            0.077964,
            0.148872,
            0.085015,
            0.016994,
            0.080001
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117688,
            -77566,
            -77808,
            -597280,
            -403637,
            -557307
        ],
        [
            1.468823,
            1.337985,
            1.588036,
            1.077293,
            1.018363,
            1.124284
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            56.060606,
            56.060606,
            56.060606,
            56.060606,
            56.060606,
            56.060606
        ],
        [
            1.15124,
            1.048691,
            1.244677,
            0.844365,
            0.798176,
            0.881196
        ],
        [
            70069,
            70069,
            56281,
            214698,
            204285,
            214698
        ],
        [
            -33656,
            -32566,
            -33656,
            -241754,
            -203364,
            -241754
        ],
        [
            23,
            12,
            34,
            23,
            12,
            34
        ],
        [
            19,
            10,
            28,
            19,
            10,
            28
        ],
        [
            28,
            14,
            41,
            28,
            14,
            41
        ],
        [
            3108,
            828,
            2280,
            3108,
            828,
            2280
        ],
        [
            0,
            0,
            81.04459,
            0,
            0,
            81.04459
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373651,
            -211655,
            -115303,
            -215211,
            -498150,
            -294456
        ]
    ]
}
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": 1618228800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759021452608,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 57,
            "offset": 0,
            "multiplier": 4.11806
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 43,
            "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)