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Trade: ALICE/USDT/360/PSAR/VWMA/3071

Strategy
ALICE/USDT/360/PSAR/VWMA/3071
Pair
ALICE_USDT
Interval
6h
Score
489638
Daily Profit
0.300598
Profit Factor
1.579086
Profitability
59.641256
Streak
11.273513
Best Strategy
Training Data Length
1660.750000
Evaluation Time
2025-10-01 03:33
Expiration Time
2025-11-19 15:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 499217.8544 181895.7704 317322.084 804174.3626 205546.4931 598627.8694
Total P&L (%) 499.2179 181.8958 317.3221 804.1744 205.5465 598.6279
Avg Daily Profit (%) 0.3006 0.1095 0.1911 0.1327 0.0673 0.1171
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123140 -85508 -104730 -379887 -290825 -341922
Profit Factor 1.5791 1.394 1.7924 1.3481 1.1638 1.5673
Total Trades 223 111 112 223 111 112
Winning Trades 133 59 74 133 59 74
Losing Trades 90 52 38 90 52 38
Profitability (%) 59.6413 53.1532 66.0714 59.6413 53.1532 66.0714
Ratio Avg Win / Avg Loss 1.0686 1.2286 0.9204 0.9123 1.0257 0.8048
Largest Winning Trade 82199 82199 42769 169282 169282 108419
Largest Losing Trade -61836 -51545 -61836 -208326 -153847 -208326
Avg Bars in Trades 28 36 20 28 36 20
Avg Bars in Winners 22 25 20 22 25 20
Avg Bars in Losers 38 49 22 38 49 22
Bars Traded 6425 4082 2343 6425 4082 2343
Profit Streak 11.2735 0 18.0235 11.2735 0 18.0235
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 489638 -45963 408160 -13454 -143291 -33006
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6643,
    "evaluation_days": 1660.75,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1618466400000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759278831554,
    "expiration_time": 1763559864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "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": [
        [
            499217.8544030354,
            181895.7704223034,
            317322.0839807322,
            804174.3625560802,
            205546.4931347714,
            598627.869421309
        ],
        [
            499.217854,
            181.89577,
            317.322084,
            804.174363,
            205.546493,
            598.627869
        ],
        [
            0.300598,
            0.109526,
            0.191072,
            0.13267,
            0.067277,
            0.117121
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123140,
            -85508,
            -104730,
            -379887,
            -290825,
            -341922
        ],
        [
            1.579086,
            1.394032,
            1.792408,
            1.348133,
            1.163809,
            1.567329
        ],
        [
            223,
            111,
            112,
            223,
            111,
            112
        ],
        [
            133,
            59,
            74,
            133,
            59,
            74
        ],
        [
            90,
            52,
            38,
            90,
            52,
            38
        ],
        [
            59.641256,
            53.153153,
            66.071429,
            59.641256,
            53.153153,
            66.071429
        ],
        [
            1.068554,
            1.228639,
            0.920426,
            0.91227,
            1.02573,
            0.804845
        ],
        [
            82199,
            82199,
            42769,
            169282,
            169282,
            108419
        ],
        [
            -61836,
            -51545,
            -61836,
            -208326,
            -153847,
            -208326
        ],
        [
            28,
            36,
            20,
            28,
            36,
            20
        ],
        [
            22,
            25,
            20,
            22,
            25,
            20
        ],
        [
            38,
            49,
            22,
            38,
            49,
            22
        ],
        [
            6425,
            4082,
            2343,
            6425,
            4082,
            2343
        ],
        [
            11.273513,
            0,
            18.023513,
            11.273513,
            0,
            18.023513
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            489638,
            -45963,
            408160,
            -13454,
            -143291,
            -33006
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6643,
    "evaluation_days": 1660.75,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1618466400000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759278831554,
    "expiration_time": 1763559864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "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)