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Trade: ALICE/USDT/480/VWAP/PWMA/5286

Strategy
ALICE/USDT/480/VWAP/PWMA/5286
Pair
ALICE_USDT
Interval
8h
Score
442500
Daily Profit
0.155069
Profit Factor
1.436872
Profitability
78.070175
Streak
160.053810
Best Strategy
Training Data Length
1662.330000
Evaluation Time
2025-10-02 04:17
Expiration Time
2025-11-20 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 257775.4089 58767.3116 199008.0973 -77871.0128 -48838.5193 -29032.4935
Total P&L (%) 257.7754 58.7673 199.0081 -77.871 -48.8385 -29.0325
Avg Daily Profit (%) 0.1551 0.0354 0.1197 -0.0907 -0.0403 -0.0206
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -223065 -119930 -139792 -131860 -59503 -118924
Profit Factor 1.4369 1.1902 1.708 0.7544 0.6447 0.8384
Total Trades 114 57 57 114 57 57
Winning Trades 89 41 48 89 41 48
Losing Trades 25 16 9 25 16 9
Profitability (%) 78.0702 71.9298 84.2105 78.0702 71.9298 84.2105
Ratio Avg Win / Avg Loss 0.4036 0.4645 0.3203 0.2119 0.2516 0.1572
Largest Winning Trade 37902 37902 29796 28512 12248 28512
Largest Losing Trade -94391 -57770 -94391 -118924 -34154 -118924
Avg Bars in Trades 41 50 32 41 50 32
Avg Bars in Winners 21 22 21 21 22 21
Avg Bars in Losers 113 123 94 113 123 94
Bars Traded 4764 2888 1875 4764 2888 1875
Profit Streak 160.0538 160.0538 287.3871 160.0538 160.0538 287.3871
Trades During Streak 11 5 7 11 5 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 442500 -335193 -207048 -574977 -756579 -755100
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4987,
    "evaluation_days": 1662.33,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1620201600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759367849214,
    "expiration_time": 1763671968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 155,
            "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": [
        [
            257775.4089069174,
            58767.3115840739,
            199008.0973228434,
            -77871.0127927775,
            -48838.5192927198,
            -29032.4935000577
        ],
        [
            257.775409,
            58.767312,
            199.008097,
            -77.871013,
            -48.838519,
            -29.032494
        ],
        [
            0.155069,
            0.035352,
            0.119716,
            -0.090692,
            -0.040308,
            -0.020628
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -223065,
            -119930,
            -139792,
            -131860,
            -59503,
            -118924
        ],
        [
            1.436872,
            1.190201,
            1.708029,
            0.754409,
            0.644698,
            0.838367
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            89,
            41,
            48,
            89,
            41,
            48
        ],
        [
            25,
            16,
            9,
            25,
            16,
            9
        ],
        [
            78.070175,
            71.929825,
            84.210526,
            78.070175,
            71.929825,
            84.210526
        ],
        [
            0.403616,
            0.464469,
            0.320255,
            0.211913,
            0.251589,
            0.157194
        ],
        [
            37902,
            37902,
            29796,
            28512,
            12248,
            28512
        ],
        [
            -94391,
            -57770,
            -94391,
            -118924,
            -34154,
            -118924
        ],
        [
            41,
            50,
            32,
            41,
            50,
            32
        ],
        [
            21,
            22,
            21,
            21,
            22,
            21
        ],
        [
            113,
            123,
            94,
            113,
            123,
            94
        ],
        [
            4764,
            2888,
            1875,
            4764,
            2888,
            1875
        ],
        [
            160.05381,
            160.05381,
            287.387144,
            160.05381,
            160.05381,
            287.387144
        ],
        [
            11,
            5,
            7,
            11,
            5,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442500,
            -335193,
            -207048,
            -574977,
            -756579,
            -755100
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4987,
    "evaluation_days": 1662.33,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1620201600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759367849214,
    "expiration_time": 1763671968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 155,
            "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)