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Trade: ALICE/USDT/360/VWAP/KCL/8424

Strategy
ALICE/USDT/360/VWAP/KCL/8424
Pair
ALICE_USDT
Interval
6h
Score
563325
Daily Profit
0.151990
Profit Factor
2.321060
Profitability
93.617021
Streak
536.023509
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 303670.891 51252.9827 252417.9083 -247272.8775 87021.6387 -334294.5162
Total P&L (%) 303.6709 51.253 252.4179 -247.2729 87.0216 -334.2945
Avg Daily Profit (%) 0.1829 0.0309 0.152 0 0.0377 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110549 -35819 -105433 -695052 -44041 -686489
Profit Factor 2.0557 1.5308 2.3211 0.7651 1.5604 0.6275
Total Trades 95 48 47 95 48 47
Winning Trades 78 34 44 59 29 30
Losing Trades 17 14 3 36 19 17
Profitability (%) 82.1053 70.8333 93.617 62.1053 60.4167 63.8298
Ratio Avg Win / Avg Loss 0.448 0.6303 0.1583 0.4668 1.0223 0.3556
Largest Winning Trade 43727 21975 43727 76324 34147 76324
Largest Losing Trade -105433 -32065 -105433 -577542 -40615 -577542
Avg Bars in Trades 68 12 125 68 12 125
Avg Bars in Winners 52 5 88 38 10 65
Avg Bars in Losers 139 28 660 117 15 230
Bars Traded 6471 592 5880 6471 592 5880
Profit Streak 172.0235 172.0235 536.0235 0 0 0
Trades During Streak 4 2 14 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 526035 -149045 563325 -578955 -139142 -578904
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": 1619049600000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759278831166,
    "expiration_time": 1763559864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 152,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            303670.891036959,
            51252.9827311023,
            252417.9083058567,
            -247272.8774878644,
            87021.6387235141,
            -334294.5162113787
        ],
        [
            303.670891,
            51.252983,
            252.417908,
            -247.272877,
            87.021639,
            -334.294516
        ],
        [
            0.182852,
            0.030861,
            0.15199,
            0,
            0.037704,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110549,
            -35819,
            -105433,
            -695052,
            -44041,
            -686489
        ],
        [
            2.055739,
            1.530755,
            2.32106,
            0.765097,
            1.560413,
            0.627477
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            78,
            34,
            44,
            59,
            29,
            30
        ],
        [
            17,
            14,
            3,
            36,
            19,
            17
        ],
        [
            82.105263,
            70.833333,
            93.617021,
            62.105263,
            60.416667,
            63.829787
        ],
        [
            0.448046,
            0.630311,
            0.158254,
            0.466839,
            1.02234,
            0.35557
        ],
        [
            43727,
            21975,
            43727,
            76324,
            34147,
            76324
        ],
        [
            -105433,
            -32065,
            -105433,
            -577542,
            -40615,
            -577542
        ],
        [
            68,
            12,
            125,
            68,
            12,
            125
        ],
        [
            52,
            5,
            88,
            38,
            10,
            65
        ],
        [
            139,
            28,
            660,
            117,
            15,
            230
        ],
        [
            6471,
            592,
            5880,
            6471,
            592,
            5880
        ],
        [
            172.023509,
            172.023509,
            536.023509,
            0,
            0,
            0
        ],
        [
            4,
            2,
            14,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            526035,
            -149045,
            563325,
            -578955,
            -139142,
            -578904
        ]
    ]
}
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": 1619049600000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759278831166,
    "expiration_time": 1763559864000,
    "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": 152,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)