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Trade: ALICE/USDT/720/VWAP/BBL/5434

Strategy
ALICE/USDT/720/VWAP/BBL/5434
Pair
ALICE_USDT
Interval
12h
Score
527849
Daily Profit
0.185571
Profit Factor
1.763709
Profitability
82.051282
Streak
199.558581
Best Strategy
Training Data Length
1661.500000
Evaluation Time
2025-10-01 04:24
Expiration Time
2025-11-19 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 308325.457 84273.8823 224051.5747 -2561720.6586 -455001.2187 -2106719.4399
Total P&L (%) 308.3255 84.2739 224.0516 -2561.7207 -455.0012 -2106.7194
Avg Daily Profit (%) 0.1856 0.0507 0.1348 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175510 -34492 -170798 -2619427 -511996 -2163501
Profit Factor 1.7637 1.7355 1.7749 0.4118 0.5675 0.3622
Total Trades 117 58 59 117 58 59
Winning Trades 96 43 53 22 14 8
Losing Trades 21 15 6 95 44 51
Profitability (%) 82.0513 74.1379 89.8305 18.8034 24.1379 13.5593
Ratio Avg Win / Avg Loss 0.3858 0.6054 0.2009 1.7783 1.7837 2.3092
Largest Winning Trade 33076 19538 33076 733355 131844 733355
Largest Losing Trade -170798 -34492 -170798 -265861 -81453 -265861
Avg Bars in Trades 26 10 42 26 10 42
Avg Bars in Winners 14 5 21 63 25 128
Avg Bars in Losers 84 24 234 18 5 29
Bars Traded 3128 592 2536 3128 592 2536
Profit Streak 199.5586 199.5586 332.0586 0 0 0
Trades During Streak 15 7 14 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 527849 -299849 -182709 -634537 -791669 -835196
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3323,
    "evaluation_days": 1661.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622203200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759281861393,
    "expiration_time": 1763583408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 173,
            "offset": 0,
            "std": 1.29845
        }
    }
}
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": [
        [
            308325.4570319289,
            84273.8823396587,
            224051.5746922698,
            -2561720.6586198164,
            -455001.2186853574,
            -2106719.4399344586
        ],
        [
            308.325457,
            84.273882,
            224.051575,
            -2561.720659,
            -455.001219,
            -2106.71944
        ],
        [
            0.185571,
            0.050722,
            0.134849,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175510,
            -34492,
            -170798,
            -2619427,
            -511996,
            -2163501
        ],
        [
            1.763709,
            1.735501,
            1.774887,
            0.411823,
            0.567529,
            0.362231
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            96,
            43,
            53,
            22,
            14,
            8
        ],
        [
            21,
            15,
            6,
            95,
            44,
            51
        ],
        [
            82.051282,
            74.137931,
            89.830508,
            18.803419,
            24.137931,
            13.559322
        ],
        [
            0.385811,
            0.605407,
            0.200931,
            1.778327,
            1.783662,
            2.30922
        ],
        [
            33076,
            19538,
            33076,
            733355,
            131844,
            733355
        ],
        [
            -170798,
            -34492,
            -170798,
            -265861,
            -81453,
            -265861
        ],
        [
            26,
            10,
            42,
            26,
            10,
            42
        ],
        [
            14,
            5,
            21,
            63,
            25,
            128
        ],
        [
            84,
            24,
            234,
            18,
            5,
            29
        ],
        [
            3128,
            592,
            2536,
            3128,
            592,
            2536
        ],
        [
            199.558581,
            199.558581,
            332.058581,
            0,
            0,
            0
        ],
        [
            15,
            7,
            14,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
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            -634537,
            -791669,
            -835196
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3323,
    "evaluation_days": 1661.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622203200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759281861393,
    "expiration_time": 1763583408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 173,
            "offset": 0,
            "std": 1.29845
        }
    }
}

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)