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Trade: ALICE/USDT/240/MIDPRICE/VWMA/7114

Strategy
ALICE/USDT/240/MIDPRICE/VWMA/7114
Pair
ALICE_USDT
Interval
4h
Score
355780
Daily Profit
0.210861
Profit Factor
1.391960
Profitability
55.483871
Streak
0.000000
Best Strategy
Training Data Length
1661.170000
Evaluation Time
2025-10-01 08:23
Expiration Time
2025-11-20 02:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350275.97 183090.0171 167185.9528 7827.3106 7735.5567 91.7539
Total P&L (%) 350.276 183.09 167.186 7.8273 7.7356 0.0918
Avg Daily Profit (%) 0.2109 0.1102 0.1006 0.0045 0.0045 0.0001
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126114 -69321 -118986 -269088 -163632 -226221
Profit Factor 1.392 1.4678 1.3329 1.0061 1.0138 1.0001
Total Trades 155 78 77 155 78 77
Winning Trades 86 45 41 86 45 41
Losing Trades 69 33 36 69 33 36
Profitability (%) 55.4839 57.6923 53.2468 55.4839 57.6923 53.2468
Ratio Avg Win / Avg Loss 1.1168 1.0764 1.1703 0.8072 0.7435 0.8782
Largest Winning Trade 59359 59359 53420 69582 69582 66560
Largest Losing Trade -65040 -58971 -65040 -135151 -135151 -124961
Avg Bars in Trades 62 42 83 62 42 83
Avg Bars in Winners 63 32 96 63 32 96
Avg Bars in Losers 62 55 68 62 55 68
Bars Traded 9711 3295 6416 9711 3295 6416
Profit Streak 0 0 84.0582 0 0 84.0582
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355780 -77923 -99309 -566473 -592747 -621544
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9967,
    "evaluation_days": 1661.17,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1618934400000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759296230029,
    "expiration_time": 1763596944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 205,
            "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": [
        [
            350275.9699587832,
            183090.0171485117,
            167185.9528102718,
            7827.3105882151,
            7735.5566705081,
            91.753917707
        ],
        [
            350.27597,
            183.090017,
            167.185953,
            7.827311,
            7.735557,
            0.091754
        ],
        [
            0.210861,
            0.110218,
            0.100643,
            0.004537,
            0.004485,
            5.5e-5
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126114,
            -69321,
            -118986,
            -269088,
            -163632,
            -226221
        ],
        [
            1.39196,
            1.467751,
            1.33289,
            1.00612,
            1.013849,
            1.000127
        ],
        [
            155,
            78,
            77,
            155,
            78,
            77
        ],
        [
            86,
            45,
            41,
            86,
            45,
            41
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            55.483871,
            57.692308,
            53.246753,
            55.483871,
            57.692308,
            53.246753
        ],
        [
            1.116806,
            1.076351,
            1.170343,
            0.807236,
            0.74349,
            0.878161
        ],
        [
            59359,
            59359,
            53420,
            69582,
            69582,
            66560
        ],
        [
            -65040,
            -58971,
            -65040,
            -135151,
            -135151,
            -124961
        ],
        [
            62,
            42,
            83,
            62,
            42,
            83
        ],
        [
            63,
            32,
            96,
            63,
            32,
            96
        ],
        [
            62,
            55,
            68,
            62,
            55,
            68
        ],
        [
            9711,
            3295,
            6416,
            9711,
            3295,
            6416
        ],
        [
            0,
            0,
            84.058218,
            0,
            0,
            84.058218
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355780,
            -77923,
            -99309,
            -566473,
            -592747,
            -621544
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9967,
    "evaluation_days": 1661.17,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1618934400000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759296230029,
    "expiration_time": 1763596944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 205,
            "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)