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Trade: ALICE/USDT/480/FWMA/VWAP/2542

Strategy
ALICE/USDT/480/FWMA/VWAP/2542
Pair
ALICE_USDT
Interval
8h
Score
646005
Daily Profit
0.148122
Profit Factor
6.098939
Profitability
75.609756
Streak
76.675454
Best Strategy
Training Data Length
1664.670000
Evaluation Time
2025-10-04 19:12
Expiration Time
2025-11-23 08:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 317109.1812 70534.6957 246574.4855 273338.4123 -538996.4988 812334.9111
Total P&L (%) 317.1092 70.5347 246.5745 273.3384 -538.9965 812.3349
Avg Daily Profit (%) 0.1905 0.0424 0.1481 0.0792 0 0.1329
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124353 -146283 -29045 -502096 -818368 -38631
Profit Factor 1.9305 1.2412 6.0989 1.1836 0.6132 9.5009
Total Trades 81 40 41 81 40 41
Winning Trades 57 26 31 57 26 31
Losing Trades 24 14 10 24 14 10
Profitability (%) 70.3704 65 75.6098 70.3704 65 75.6098
Ratio Avg Win / Avg Loss 0.8128 0.6683 1.9674 0.4983 0.3302 3.0648
Largest Winning Trade 115341 115341 36121 111466 111466 92828
Largest Losing Trade -63363 -63363 -28406 -464293 -464293 -34395
Avg Bars in Trades 55 72 39 55 72 39
Avg Bars in Winners 23 20 26 23 20 26
Avg Bars in Losers 132 170 80 132 170 80
Bars Traded 4531 2913 1618 4531 2913 1618
Profit Streak 40.6755 40.6755 76.6755 40.6755 40.6755 76.6755
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3505 -135731 646005 -119473 -578256 -1937
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4994,
    "evaluation_days": 1664.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622678400000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759594359253,
    "expiration_time": 1763879616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 240
        }
    }
}
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": [
        [
            317109.1812261589,
            70534.6956922837,
            246574.4855338752,
            273338.4122917461,
            -538996.4988290262,
            812334.9111207725
        ],
        [
            317.109181,
            70.534696,
            246.574486,
            273.338412,
            -538.996499,
            812.334911
        ],
        [
            0.190494,
            0.042372,
            0.148122,
            0.079165,
            0,
            0.132898
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124353,
            -146283,
            -29045,
            -502096,
            -818368,
            -38631
        ],
        [
            1.930471,
            1.241188,
            6.098939,
            1.183551,
            0.613237,
            9.500941
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            24,
            14,
            10,
            24,
            14,
            10
        ],
        [
            70.37037,
            65,
            75.609756,
            70.37037,
            65,
            75.609756
        ],
        [
            0.81283,
            0.668332,
            1.9674,
            0.498337,
            0.330205,
            3.06482
        ],
        [
            115341,
            115341,
            36121,
            111466,
            111466,
            92828
        ],
        [
            -63363,
            -63363,
            -28406,
            -464293,
            -464293,
            -34395
        ],
        [
            55,
            72,
            39,
            55,
            72,
            39
        ],
        [
            23,
            20,
            26,
            23,
            20,
            26
        ],
        [
            132,
            170,
            80,
            132,
            170,
            80
        ],
        [
            4531,
            2913,
            1618,
            4531,
            2913,
            1618
        ],
        [
            40.675454,
            40.675454,
            76.675454,
            40.675454,
            40.675454,
            76.675454
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3505,
            -135731,
            646005,
            -119473,
            -578256,
            -1937
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4994,
    "evaluation_days": 1664.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622678400000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759594359253,
    "expiration_time": 1763879616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 240
        }
    }
}

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)