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Trade: ALICE/USDT/360/VWAP/KCL/5666

Strategy
ALICE/USDT/360/VWAP/KCL/5666
Pair
ALICE_USDT
Interval
6h
Score
508240
Daily Profit
0.153316
Profit Factor
1.712253
Profitability
89.010989
Streak
282.464280
Best Strategy
Training Data Length
1654.500000
Evaluation Time
2025-09-27 14:08
Expiration Time
2025-11-13 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 323895.7441 70234.5082 253661.2359 -2447365.1153 -267357.3155 -2180007.7998
Total P&L (%) 323.8957 70.2345 253.6612 -2447.3651 -267.3573 -2180.0078
Avg Daily Profit (%) 0.1958 0.0425 0.1533 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159168 -70343 -159168 -2593249 -601471 -2309026
Profit Factor 1.6195 1.4213 1.7123 0.4636 0.7768 0.352
Total Trades 182 91 91 182 91 91
Winning Trades 145 64 81 43 28 15
Losing Trades 37 27 10 139 63 76
Profitability (%) 79.6703 70.3297 89.011 23.6264 30.7692 16.4835
Ratio Avg Win / Avg Loss 0.4132 0.5996 0.2114 1.4986 1.7479 1.7836
Largest Winning Trade 24804 17851 24804 406159 187793 406159
Largest Losing Trade -159168 -34570 -159168 -391370 -200876 -391370
Avg Bars in Trades 35 15 55 35 15 55
Avg Bars in Winners 22 6 34 72 35 141
Avg Bars in Losers 87 37 223 24 6 38
Bars Traded 6473 1413 5060 6473 1413 5060
Profit Streak 54.4643 0 282.4643 0 95.4643 0
Trades During Streak 1 0 22 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 476444 -134166 508240 -614027 -584952 -645661
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6618,
    "evaluation_days": 1654.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1618272000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758971313796,
    "expiration_time": 1763003664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 116,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            323895.7441038726,
            70234.5082117499,
            253661.2358921227,
            -2447365.1152921207,
            -267357.3155192484,
            -2180007.799772872
        ],
        [
            323.895744,
            70.234508,
            253.661236,
            -2447.365115,
            -267.357316,
            -2180.0078
        ],
        [
            0.195767,
            0.042451,
            0.153316,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159168,
            -70343,
            -159168,
            -2593249,
            -601471,
            -2309026
        ],
        [
            1.619466,
            1.421262,
            1.712253,
            0.463581,
            0.776837,
            0.352032
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            145,
            64,
            81,
            43,
            28,
            15
        ],
        [
            37,
            27,
            10,
            139,
            63,
            76
        ],
        [
            79.67033,
            70.32967,
            89.010989,
            23.626374,
            30.769231,
            16.483516
        ],
        [
            0.413243,
            0.599595,
            0.211389,
            1.498552,
            1.747884,
            1.783628
        ],
        [
            24804,
            17851,
            24804,
            406159,
            187793,
            406159
        ],
        [
            -159168,
            -34570,
            -159168,
            -391370,
            -200876,
            -391370
        ],
        [
            35,
            15,
            55,
            35,
            15,
            55
        ],
        [
            22,
            6,
            34,
            72,
            35,
            141
        ],
        [
            87,
            37,
            223,
            24,
            6,
            38
        ],
        [
            6473,
            1413,
            5060,
            6473,
            1413,
            5060
        ],
        [
            54.46428,
            0,
            282.46428,
            0,
            95.46428,
            0
        ],
        [
            1,
            0,
            22,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            476444,
            -134166,
            508240,
            -614027,
            -584952,
            -645661
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6618,
    "evaluation_days": 1654.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1618272000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758971313796,
    "expiration_time": 1763003664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 116,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)