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Trade: ALICE/USDT/240/DCM/VWAP/4314

Strategy
ALICE/USDT/240/DCM/VWAP/4314
Pair
ALICE_USDT
Interval
4h
Score
444106
Daily Profit
0.238556
Profit Factor
1.562678
Profitability
58.192090
Streak
5.444611
Best Strategy
Training Data Length
1660.170000
Evaluation Time
2025-09-30 09:40
Expiration Time
2025-11-19 01:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 396042.7151 159963.0124 236079.7026 226586.3462 -55550.1628 282136.509
Total P&L (%) 396.0427 159.963 236.0797 226.5863 -55.5502 282.1365
Avg Daily Profit (%) 0.2386 0.0964 0.1422 0.0713 -0.0488 0.0808
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168864 -91783 -102970 -689900 -463200 -418492
Profit Factor 1.5627 1.3889 1.8069 1.0814 0.9637 1.2248
Total Trades 177 88 89 177 88 89
Winning Trades 103 45 58 103 45 58
Losing Trades 74 43 31 74 43 31
Profitability (%) 58.1921 51.1364 65.1685 58.1921 51.1364 65.1685
Ratio Avg Win / Avg Loss 1.1227 1.3272 0.9658 0.7769 0.9209 0.6546
Largest Winning Trade 100980 100980 43167 207127 207127 108631
Largest Losing Trade -61440 -55864 -61440 -312121 -268897 -312121
Avg Bars in Trades 54 60 49 54 60 49
Avg Bars in Winners 42 45 40 42 45 40
Avg Bars in Losers 71 76 66 71 76 66
Bars Traded 9699 5301 4398 9699 5301 4398
Profit Streak 5.4446 0 5.6113 5.4446 0 5.6113
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 444106 -63879 2819 -227722 -580949 -84504
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9961,
    "evaluation_days": 1660.17,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1618214400000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759214414397,
    "expiration_time": 1763507952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 169
        }
    }
}
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": [
        [
            396042.7150628837,
            159963.0124280195,
            236079.7026348645,
            226586.3462405973,
            -55550.1627598789,
            282136.509000476
        ],
        [
            396.042715,
            159.963012,
            236.079703,
            226.586346,
            -55.550163,
            282.136509
        ],
        [
            0.238556,
            0.096353,
            0.142202,
            0.071315,
            -0.048827,
            0.080784
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168864,
            -91783,
            -102970,
            -689900,
            -463200,
            -418492
        ],
        [
            1.562678,
            1.388943,
            1.806895,
            1.081359,
            0.963694,
            1.224818
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            103,
            45,
            58,
            103,
            45,
            58
        ],
        [
            74,
            43,
            31,
            74,
            43,
            31
        ],
        [
            58.19209,
            51.136364,
            65.168539,
            58.19209,
            51.136364,
            65.168539
        ],
        [
            1.1227,
            1.327213,
            0.965754,
            0.776899,
            0.920863,
            0.654644
        ],
        [
            100980,
            100980,
            43167,
            207127,
            207127,
            108631
        ],
        [
            -61440,
            -55864,
            -61440,
            -312121,
            -268897,
            -312121
        ],
        [
            54,
            60,
            49,
            54,
            60,
            49
        ],
        [
            42,
            45,
            40,
            42,
            45,
            40
        ],
        [
            71,
            76,
            66,
            71,
            76,
            66
        ],
        [
            9699,
            5301,
            4398,
            9699,
            5301,
            4398
        ],
        [
            5.444611,
            0,
            5.611278,
            5.444611,
            0,
            5.611278
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            444106,
            -63879,
            2819,
            -227722,
            -580949,
            -84504
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9961,
    "evaluation_days": 1660.17,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1618214400000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759214414397,
    "expiration_time": 1763507952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 169
        }
    }
}

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)