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Trade: ALICE/USDT/480/MIDPOINT/VWMA/7446

Strategy
ALICE/USDT/480/MIDPOINT/VWMA/7446
Pair
ALICE_USDT
Interval
8h
Score
331372
Daily Profit
0.242436
Profit Factor
1.420345
Profitability
59.659091
Streak
3.329336
Best Strategy
Training Data Length
1663.330000
Evaluation Time
2025-10-03 10:54
Expiration Time
2025-11-21 23:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 403251.0369 225179.657 178071.3799 -16868.7385 46913.7163 -63782.4549
Total P&L (%) 403.251 225.1797 178.0714 -16.8687 46.9137 -63.7825
Avg Daily Profit (%) 0.2424 0.1354 0.1071 -0.0111 0.0231 -0.061
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -215489 -105859 -159721 -283716 -105377 -208169
Profit Factor 1.4203 1.5262 1.3351 0.9831 1.1145 0.8915
Total Trades 176 88 88 176 88 88
Winning Trades 105 55 50 105 55 50
Losing Trades 71 33 38 71 33 38
Profitability (%) 59.6591 62.5 56.8182 59.6591 62.5 56.8182
Ratio Avg Win / Avg Loss 0.9604 0.9157 1.0147 0.6648 0.6687 0.6775
Largest Winning Trade 90526 90526 53961 68702 53130 68702
Largest Losing Trade -80199 -60588 -80199 -170552 -77942 -170552
Avg Bars in Trades 27 24 30 27 24 30
Avg Bars in Winners 26 16 38 26 16 38
Avg Bars in Losers 28 38 20 28 38 20
Bars Traded 4868 2159 2709 4868 2159 2709
Profit Streak 3.3293 3.3293 85.996 3.3293 3.3293 85.996
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331372 -11481 -47836 -578709 -258842 -578849
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4990,
    "evaluation_days": 1663.33,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1619049600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759478054634,
    "expiration_time": 1763760960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 115,
            "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": [
        [
            403251.0369406473,
            225179.6570367942,
            178071.3799038531,
            -16868.7385438811,
            46913.7163123258,
            -63782.454856207
        ],
        [
            403.251037,
            225.179657,
            178.07138,
            -16.868739,
            46.913716,
            -63.782455
        ],
        [
            0.242436,
            0.135379,
            0.107057,
            -0.011107,
            0.023129,
            -0.061041
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -215489,
            -105859,
            -159721,
            -283716,
            -105377,
            -208169
        ],
        [
            1.420345,
            1.526174,
            1.335113,
            0.98309,
            1.114461,
            0.89147
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            105,
            55,
            50,
            105,
            55,
            50
        ],
        [
            71,
            33,
            38,
            71,
            33,
            38
        ],
        [
            59.659091,
            62.5,
            56.818182,
            59.659091,
            62.5,
            56.818182
        ],
        [
            0.960424,
            0.915704,
            1.014686,
            0.664756,
            0.668677,
            0.677517
        ],
        [
            90526,
            90526,
            53961,
            68702,
            53130,
            68702
        ],
        [
            -80199,
            -60588,
            -80199,
            -170552,
            -77942,
            -170552
        ],
        [
            27,
            24,
            30,
            27,
            24,
            30
        ],
        [
            26,
            16,
            38,
            26,
            16,
            38
        ],
        [
            28,
            38,
            20,
            28,
            38,
            20
        ],
        [
            4868,
            2159,
            2709,
            4868,
            2159,
            2709
        ],
        [
            3.329336,
            3.329336,
            85.996003,
            3.329336,
            3.329336,
            85.996003
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331372,
            -11481,
            -47836,
            -578709,
            -258842,
            -578849
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4990,
    "evaluation_days": 1663.33,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1619049600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759478054634,
    "expiration_time": 1763760960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 115,
            "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)