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Trade: ALICE/USDT/480/SUPERTREND/VWMA/1799

Strategy
ALICE/USDT/480/SUPERTREND/VWMA/1799
Pair
ALICE_USDT
Interval
8h
Score
436938
Daily Profit
0.144096
Profit Factor
6.211570
Profitability
79.310345
Streak
25.362748
Best Strategy
Training Data Length
1671.670000
Evaluation Time
2025-10-11 11:42
Expiration Time
2025-11-30 13:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 385700.8757 144819.4277 240881.448 524078.638 -98340.5343 622419.1723
Total P&L (%) 385.7009 144.8194 240.8814 524.0786 -98.3405 622.4192
Avg Daily Profit (%) 0.2307 0.0866 0.1441 0.1096 -0.2449 0.1184
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84192 -128101 -18621 -480661 -488023 -52066
Profit Factor 2.1961 1.5242 6.2116 1.433 0.9065 4.9349
Total Trades 58 29 29 58 29 29
Winning Trades 40 17 23 40 17 23
Losing Trades 18 12 6 18 12 6
Profitability (%) 68.9655 58.6207 79.3103 68.9655 58.6207 79.3103
Ratio Avg Win / Avg Loss 0.9882 1.0759 1.6204 0.6448 0.6399 1.2874
Largest Winning Trade 115510 115510 44041 254966 254966 125517
Largest Losing Trade -59104 -59104 -18621 -334631 -334631 -52066
Avg Bars in Trades 79 112 46 79 112 46
Avg Bars in Winners 54 68 44 54 68 44
Avg Bars in Losers 134 174 54 134 174 54
Bars Traded 4612 3264 1348 4612 3264 1348
Profit Streak 25.3627 26.0294 25.3627 25.3627 26.0294 25.3627
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166292 -73761 436938 -222605 -578696 -23651
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5015,
    "evaluation_days": 1671.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622764800000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760172141444,
    "expiration_time": 1764502560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 17,
            "offset": 83,
            "multiplier": 3.40044
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "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": [
        [
            385700.8757037211,
            144819.4277470756,
            240881.4479566454,
            524078.6379834706,
            -98340.5343358818,
            622419.1723193526
        ],
        [
            385.700876,
            144.819428,
            240.881448,
            524.078638,
            -98.340534,
            622.419172
        ],
        [
            0.230728,
            0.086632,
            0.144096,
            0.109598,
            -0.244884,
            0.118361
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84192,
            -128101,
            -18621,
            -480661,
            -488023,
            -52066
        ],
        [
            2.196079,
            1.524232,
            6.21157,
            1.432981,
            0.90654,
            4.934883
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            40,
            17,
            23,
            40,
            17,
            23
        ],
        [
            18,
            12,
            6,
            18,
            12,
            6
        ],
        [
            68.965517,
            58.62069,
            79.310345,
            68.965517,
            58.62069,
            79.310345
        ],
        [
            0.988235,
            1.075928,
            1.62041,
            0.644841,
            0.63991,
            1.287361
        ],
        [
            115510,
            115510,
            44041,
            254966,
            254966,
            125517
        ],
        [
            -59104,
            -59104,
            -18621,
            -334631,
            -334631,
            -52066
        ],
        [
            79,
            112,
            46,
            79,
            112,
            46
        ],
        [
            54,
            68,
            44,
            54,
            68,
            44
        ],
        [
            134,
            174,
            54,
            134,
            174,
            54
        ],
        [
            4612,
            3264,
            1348,
            4612,
            3264,
            1348
        ],
        [
            25.362748,
            26.029415,
            25.362748,
            25.362748,
            26.029415,
            25.362748
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166292,
            -73761,
            436938,
            -222605,
            -578696,
            -23651
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5015,
    "evaluation_days": 1671.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622764800000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760172141444,
    "expiration_time": 1764502560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 17,
            "offset": 83,
            "multiplier": 3.40044
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "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)