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

Trade: ALICE/USDT/720/VWAP/HWMA/3106

Strategy
ALICE/USDT/720/VWAP/HWMA/3106
Pair
ALICE_USDT
Interval
12h
Score
360548
Daily Profit
0.214636
Profit Factor
1.307513
Profitability
50.900901
Streak
15.395964
Best Strategy
Training Data Length
1655.000000
Evaluation Time
2025-09-27 00:30
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 355222.4847 197040.2655 158182.2192 49124.9884 -175552.7337 224677.7221
Total P&L (%) 355.2225 197.0403 158.1822 49.125 -175.5527 224.6777
Avg Daily Profit (%) 0.2146 0.1191 0.0956 0.0241 0 0.0712
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119667 -134813 -97053 -986681 -842214 -517184
Profit Factor 1.3075 1.3153 1.2984 1.0094 0.9369 1.0929
Total Trades 222 111 111 222 111 111
Winning Trades 113 52 61 113 52 61
Losing Trades 109 59 50 109 59 50
Profitability (%) 50.9009 46.8468 54.955 50.9009 46.8468 54.955
Ratio Avg Win / Avg Loss 1.2612 1.4923 1.0643 0.9737 1.063 0.8958
Largest Winning Trade 161695 161695 42731 285872 284182 285872
Largest Losing Trade -51299 -35183 -51299 -304650 -212652 -304650
Avg Bars in Trades 14 14 13 14 14 13
Avg Bars in Winners 13 14 13 13 14 13
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 3134 1583 1551 3134 1583 1551
Profit Streak 15.396 22.396 0 15.396 22.396 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360548 -34544 -64633 -371681 -579770 -217250

Evaluation Data

{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622289600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922211342,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 151,
            "na": 0.24816,
            "nb": 0.1,
            "nc": 0.60069
        }
    }
}
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": [
        [
            355222.4847266897,
            197040.2655398473,
            158182.2191868425,
            49124.9883736643,
            -175552.7337240495,
            224677.7220977128
        ],
        [
            355.222485,
            197.040266,
            158.182219,
            49.124988,
            -175.552734,
            224.677722
        ],
        [
            0.214636,
            0.119058,
            0.095578,
            0.024149,
            0,
            0.071183
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119667,
            -134813,
            -97053,
            -986681,
            -842214,
            -517184
        ],
        [
            1.307513,
            1.315254,
            1.298386,
            1.009447,
            0.936876,
            1.092889
        ],
        [
            222,
            111,
            111,
            222,
            111,
            111
        ],
        [
            113,
            52,
            61,
            113,
            52,
            61
        ],
        [
            109,
            59,
            50,
            109,
            59,
            50
        ],
        [
            50.900901,
            46.846847,
            54.954955,
            50.900901,
            46.846847,
            54.954955
        ],
        [
            1.261229,
            1.492307,
            1.064251,
            0.973715,
            1.062994,
            0.895811
        ],
        [
            161695,
            161695,
            42731,
            285872,
            284182,
            285872
        ],
        [
            -51299,
            -35183,
            -51299,
            -304650,
            -212652,
            -304650
        ],
        [
            14,
            14,
            13,
            14,
            14,
            13
        ],
        [
            13,
            14,
            13,
            13,
            14,
            13
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            3134,
            1583,
            1551,
            3134,
            1583,
            1551
        ],
        [
            15.395964,
            22.395964,
            0,
            15.395965,
            22.395965,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360548,
            -34544,
            -64633,
            -371681,
            -579770,
            -217250
        ]
    ]
}
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": 1622289600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922211342,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 151,
            "na": 0.24816,
            "nb": 0.1,
            "nc": 0.60069
        }
    }
}

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)