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Trade: ALICE/USDT/720/VWAP/MIDPOINT/2722

Strategy
ALICE/USDT/720/VWAP/MIDPOINT/2722
Pair
ALICE_USDT
Interval
12h
Score
370946
Daily Profit
0.254337
Profit Factor
1.492347
Profitability
46.551724
Streak
0.000000
Best Strategy
Training Data Length
1661.000000
Evaluation Time
2025-09-30 17:43
Expiration Time
2025-11-19 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 422454.2135 263767.9123 158686.3012 -15080.0516 -153781.9457 138701.8941
Total P&L (%) 422.4542 263.7679 158.6863 -15.0801 -153.7819 138.7019
Avg Daily Profit (%) 0.2543 0.1588 0.0955 -0.0098 0 0.0524
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -232502 -217831 -70678 -649094 -646161 -85698
Profit Factor 1.4923 1.4707 1.5332 0.9897 0.8549 1.3398
Total Trades 174 87 87 174 87 87
Winning Trades 81 35 46 81 35 46
Losing Trades 93 52 41 93 52 41
Profitability (%) 46.5517 40.2299 52.8736 46.5517 40.2299 52.8736
Ratio Avg Win / Avg Loss 1.7134 2.185 1.3665 1.1364 1.2701 1.1942
Largest Winning Trade 415992 415992 50701 507526 507526 67724
Largest Losing Trade -45019 -45019 -33861 -226846 -226846 -78207
Avg Bars in Trades 18 23 13 18 23 13
Avg Bars in Winners 21 26 16 21 26 16
Avg Bars in Losers 16 21 9 16 21 9
Bars Traded 3195 2036 1159 3195 2036 1159
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370946 203888 -63585 -579263 -582954 -122290
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3322,
    "evaluation_days": 1661,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1621036800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759243381409,
    "expiration_time": 1763538912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 67
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 123,
            "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": [
        [
            422454.2134776831,
            263767.9122875044,
            158686.3011901787,
            -15080.0515589511,
            -153781.9457078522,
            138701.894148901
        ],
        [
            422.454213,
            263.767912,
            158.686301,
            -15.080052,
            -153.781946,
            138.701894
        ],
        [
            0.254337,
            0.158801,
            0.095537,
            -0.009841,
            0,
            0.052395
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -232502,
            -217831,
            -70678,
            -649094,
            -646161,
            -85698
        ],
        [
            1.492347,
            1.470656,
            1.533193,
            0.989727,
            0.854878,
            1.339787
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            81,
            35,
            46,
            81,
            35,
            46
        ],
        [
            93,
            52,
            41,
            93,
            52,
            41
        ],
        [
            46.551724,
            40.229885,
            52.873563,
            46.551724,
            40.229885,
            52.873563
        ],
        [
            1.713435,
            2.184974,
            1.366541,
            1.136353,
            1.270105,
            1.194158
        ],
        [
            415992,
            415992,
            50701,
            507526,
            507526,
            67724
        ],
        [
            -45019,
            -45019,
            -33861,
            -226846,
            -226846,
            -78207
        ],
        [
            18,
            23,
            13,
            18,
            23,
            13
        ],
        [
            21,
            26,
            16,
            21,
            26,
            16
        ],
        [
            16,
            21,
            9,
            16,
            21,
            9
        ],
        [
            3195,
            2036,
            1159,
            3195,
            2036,
            1159
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370946,
            203888,
            -63585,
            -579263,
            -582954,
            -122290
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3322,
    "evaluation_days": 1661,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1621036800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759243381409,
    "expiration_time": 1763538912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 67
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 123,
            "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)