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Trade: ALICE/USDT/240/VWAP/KCL/5972

Strategy
ALICE/USDT/240/VWAP/KCL/5972
Pair
ALICE_USDT
Interval
4h
Score
539469
Daily Profit
0.237001
Profit Factor
1.568219
Profitability
83.203125
Streak
59.910893
Best Strategy
Training Data Length
1659.830000
Evaluation Time
2025-09-30 00:51
Expiration Time
2025-11-18 17:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393380.5994 142164.3907 251216.2087 -14920668.7201 -2575144.8221 -12345523.898
Total P&L (%) 393.3806 142.1644 251.2162 -14920.6687 -2575.1448 -12345.5239
Avg Daily Profit (%) 0.237 0.0857 0.1514 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -229047 -63552 -229047 -15138485 -4499637 -12520950
Profit Factor 1.5682 1.6291 1.5387 0.4554 0.7088 0.3347
Total Trades 256 128 128 256 128 128
Winning Trades 213 98 115 51 31 20
Losing Trades 43 30 13 205 97 108
Profitability (%) 83.2031 76.5625 89.8438 19.9219 24.2188 15.625
Ratio Avg Win / Avg Loss 0.3166 0.4987 0.1739 1.8307 2.2179 1.8073
Largest Winning Trade 25748 25748 25222 1939451 1471394 1939451
Largest Losing Trade -229047 -32420 -229047 -2271130 -1843760 -2271130
Avg Bars in Trades 37 21 54 37 21 54
Avg Bars in Winners 20 9 30 100 56 168
Avg Bars in Losers 123 59 269 22 9 33
Bars Traded 9709 2704 7005 9709 2704 7005
Profit Streak 59.9109 97.5776 59.9109 0 0 0
Trades During Streak 4 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 539469 -73157 466824 -628857 -611195 -649348
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9959,
    "evaluation_days": 1659.83,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1618041600000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759182701128,
    "expiration_time": 1763478288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 158,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            393380.5993682448,
            142164.3906799417,
            251216.2086883029,
            -14920668.72007697,
            -2575144.822056806,
            -12345523.898020165
        ],
        [
            393.380599,
            142.164391,
            251.216209,
            -14920.66872,
            -2575.144822,
            -12345.523898
        ],
        [
            0.237001,
            0.08565,
            0.151351,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -229047,
            -63552,
            -229047,
            -15138485,
            -4499637,
            -12520950
        ],
        [
            1.568219,
            1.629127,
            1.538705,
            0.455436,
            0.708806,
            0.334685
        ],
        [
            256,
            128,
            128,
            256,
            128,
            128
        ],
        [
            213,
            98,
            115,
            51,
            31,
            20
        ],
        [
            43,
            30,
            13,
            205,
            97,
            108
        ],
        [
            83.203125,
            76.5625,
            89.84375,
            19.921875,
            24.21875,
            15.625
        ],
        [
            0.316589,
            0.498712,
            0.173941,
            1.830676,
            2.217878,
            1.807299
        ],
        [
            25748,
            25748,
            25222,
            1939451,
            1471394,
            1939451
        ],
        [
            -229047,
            -32420,
            -229047,
            -2271130,
            -1843760,
            -2271130
        ],
        [
            37,
            21,
            54,
            37,
            21,
            54
        ],
        [
            20,
            9,
            30,
            100,
            56,
            168
        ],
        [
            123,
            59,
            269,
            22,
            9,
            33
        ],
        [
            9709,
            2704,
            7005,
            9709,
            2704,
            7005
        ],
        [
            59.910893,
            97.577559,
            59.910893,
            0,
            0,
            0
        ],
        [
            4,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            539469,
            -73157,
            466824,
            -628857,
            -611195,
            -649348
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9959,
    "evaluation_days": 1659.83,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1618041600000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759182701128,
    "expiration_time": 1763478288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 158,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)