← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ALICE/USDT/360/DCM/VWAP/9771

Strategy
ALICE/USDT/360/DCM/VWAP/9771
Pair
ALICE_USDT
Interval
6h
Score
439271
Daily Profit
0.237986
Profit Factor
1.795007
Profitability
54.032258
Streak
0.000000
Best Strategy
Training Data Length
1658.500000
Evaluation Time
2025-09-28 18:43
Expiration Time
2025-11-17 08:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 394699.1545 123653.9539 271045.2006 601484.5704 -409089.0207 1010573.5911
Total P&L (%) 394.6992 123.654 271.0452 601.4846 -409.089 1010.5736
Avg Daily Profit (%) 0.238 0.0746 0.1634 0.1175 0 0.1453
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109909 -134761 -54543 -672460 -807507 -169011
Profit Factor 1.795 1.3993 2.451 1.2301 0.7838 2.3993
Total Trades 124 62 62 124 62 62
Winning Trades 67 31 36 67 31 36
Losing Trades 57 31 26 57 31 26
Profitability (%) 54.0323 50 58.0645 54.0323 50 58.0645
Ratio Avg Win / Avg Loss 1.5271 1.3993 1.7701 1.0465 0.7838 1.7328
Largest Winning Trade 99815 99815 47627 264833 255177 264833
Largest Losing Trade -56568 -56568 -47135 -672460 -672460 -138745
Avg Bars in Trades 51 52 50 51 52 50
Avg Bars in Winners 42 31 51 42 31 51
Avg Bars in Losers 62 72 48 62 72 48
Bars Traded 6373 3230 3143 6373 3230 3143
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439271 -246885 -141155 -35180 -734958 -147268
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6634,
    "evaluation_days": 1658.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1620691200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759074219949,
    "expiration_time": 1763359632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 227
        }
    }
}
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": [
        [
            394699.154511689,
            123653.9539309124,
            271045.2005807767,
            601484.5704457469,
            -409089.0206691024,
            1010573.5911148491
        ],
        [
            394.699155,
            123.653954,
            271.045201,
            601.48457,
            -409.089021,
            1010.573591
        ],
        [
            0.237986,
            0.074558,
            0.163428,
            0.117526,
            0,
            0.145264
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109909,
            -134761,
            -54543,
            -672460,
            -807507,
            -169011
        ],
        [
            1.795007,
            1.399309,
            2.450971,
            1.230098,
            0.783758,
            2.399258
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            67,
            31,
            36,
            67,
            31,
            36
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            54.032258,
            50,
            58.064516,
            54.032258,
            50,
            58.064516
        ],
        [
            1.527095,
            1.399309,
            1.770145,
            1.046501,
            0.783758,
            1.732797
        ],
        [
            99815,
            99815,
            47627,
            264833,
            255177,
            264833
        ],
        [
            -56568,
            -56568,
            -47135,
            -672460,
            -672460,
            -138745
        ],
        [
            51,
            52,
            50,
            51,
            52,
            50
        ],
        [
            42,
            31,
            51,
            42,
            31,
            51
        ],
        [
            62,
            72,
            48,
            62,
            72,
            48
        ],
        [
            6373,
            3230,
            3143,
            6373,
            3230,
            3143
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439271,
            -246885,
            -141155,
            -35180,
            -734958,
            -147268
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6634,
    "evaluation_days": 1658.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1620691200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759074219949,
    "expiration_time": 1763359632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 227
        }
    }
}

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)