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Trade: ALICE/USDT/720/VWAP/PWMA/5627

Strategy
ALICE/USDT/720/VWAP/PWMA/5627
Pair
ALICE_USDT
Interval
12h
Score
432237
Daily Profit
0.150709
Profit Factor
1.641207
Profitability
81.927711
Streak
56.613149
Best Strategy
Training Data Length
1661.000000
Evaluation Time
2025-09-30 17:42
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 250327.2861 56550.7766 193776.5095 109313.227 -61122.4015 170435.6285
Total P&L (%) 250.3273 56.5508 193.7765 109.3132 -61.1224 170.4356
Avg Daily Profit (%) 0.1507 0.034 0.1167 0.0445 -0.0569 0.0599
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148814 -161990 -62881 -216318 -264136 -106849
Profit Factor 1.6412 1.2157 2.5113 1.2221 0.828 2.2446
Total Trades 83 41 42 83 41 42
Winning Trades 68 31 37 68 31 37
Losing Trades 15 10 5 15 10 5
Profitability (%) 81.9277 75.6098 88.0952 81.9277 75.6098 88.0952
Ratio Avg Win / Avg Loss 0.362 0.3922 0.3394 0.2696 0.2671 0.3033
Largest Winning Trade 30413 27060 30413 33373 33373 27625
Largest Losing Trade -62881 -52927 -62881 -106849 -95579 -106849
Avg Bars in Trades 36 47 24 36 47 24
Avg Bars in Winners 17 17 16 17 17 16
Avg Bars in Losers 122 141 84 122 141 84
Bars Traded 3008 1960 1048 3008 1960 1048
Profit Streak 56.6131 56.6131 321.6131 56.6131 56.6131 321.6131
Trades During Streak 3 1 12 3 1 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432237 -146489 -28730 -131080 -576861 -104911
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3322,
    "evaluation_days": 1661,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1624276800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759243376055,
    "expiration_time": 1763538912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 198,
            "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": [
        [
            250327.2860654292,
            56550.7765653895,
            193776.5095000395,
            109313.2270229966,
            -61122.4014897336,
            170435.6285127302
        ],
        [
            250.327286,
            56.550777,
            193.77651,
            109.313227,
            -61.122401,
            170.435629
        ],
        [
            0.150709,
            0.034046,
            0.116663,
            0.044481,
            -0.056862,
            0.059913
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148814,
            -161990,
            -62881,
            -216318,
            -264136,
            -106849
        ],
        [
            1.641207,
            1.215691,
            2.511333,
            1.222069,
            0.827974,
            2.244613
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            68,
            31,
            37,
            68,
            31,
            37
        ],
        [
            15,
            10,
            5,
            15,
            10,
            5
        ],
        [
            81.927711,
            75.609756,
            88.095238,
            81.927711,
            75.609756,
            88.095238
        ],
        [
            0.362031,
            0.392158,
            0.339369,
            0.269574,
            0.267088,
            0.303326
        ],
        [
            30413,
            27060,
            30413,
            33373,
            33373,
            27625
        ],
        [
            -62881,
            -52927,
            -62881,
            -106849,
            -95579,
            -106849
        ],
        [
            36,
            47,
            24,
            36,
            47,
            24
        ],
        [
            17,
            17,
            16,
            17,
            17,
            16
        ],
        [
            122,
            141,
            84,
            122,
            141,
            84
        ],
        [
            3008,
            1960,
            1048,
            3008,
            1960,
            1048
        ],
        [
            56.613149,
            56.613149,
            321.613149,
            56.613149,
            56.613149,
            321.613149
        ],
        [
            3,
            1,
            12,
            3,
            1,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432237,
            -146489,
            -28730,
            -131080,
            -576861,
            -104911
        ]
    ]
}
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": 1624276800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759243376055,
    "expiration_time": 1763538912000,
    "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": 198,
            "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)