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Trade: ALICE/USDT/360/PSAR/VWMA/7003

Strategy
ALICE/USDT/360/PSAR/VWMA/7003
Pair
ALICE_USDT
Interval
6h
Score
310217
Daily Profit
0.156936
Profit Factor
1.295073
Profitability
59.701493
Streak
9.199597
Best Strategy
Training Data Length
1658.750000
Evaluation Time
2025-09-29 01:47
Expiration Time
2025-11-17 14:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 260317.4296 73539.7494 186777.6803 -42082.7179 -25103.4073 -16979.3105
Total P&L (%) 260.3174 73.5397 186.7777 -42.0827 -25.1034 -16.9793
Avg Daily Profit (%) 0.1569 0.0443 0.1126 -0.0329 -0.0174 -0.0112
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175659 -123781 -112906 -140338 -52376 -119255
Profit Factor 1.2951 1.1494 1.4788 0.8934 0.8694 0.9161
Total Trades 201 100 101 201 100 101
Winning Trades 120 53 67 120 53 67
Losing Trades 81 47 34 81 47 34
Profitability (%) 59.7015 53 66.3366 59.7015 53 66.3366
Ratio Avg Win / Avg Loss 0.8742 1.0193 0.7504 0.603 0.771 0.4649
Largest Winning Trade 71646 71646 37101 60867 60867 25133
Largest Losing Trade -66865 -65785 -66865 -97505 -32496 -97505
Avg Bars in Trades 31 42 21 31 42 21
Avg Bars in Winners 22 26 19 22 26 19
Avg Bars in Losers 46 60 27 46 60 27
Bars Traded 6422 4223 2199 6422 4223 2199
Profit Streak 9.1996 0 15.9496 9.1996 0 15.9496
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310217 -189748 -39703 -577800 -580676 -577319
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6635,
    "evaluation_days": 1658.75,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619244000000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759099645222,
    "expiration_time": 1763381880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "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": [
        [
            260317.4296375814,
            73539.7493725147,
            186777.6802650667,
            -42082.7178780249,
            -25103.4073282393,
            -16979.3105497857
        ],
        [
            260.31743,
            73.539749,
            186.77768,
            -42.082718,
            -25.103407,
            -16.979311
        ],
        [
            0.156936,
            0.044334,
            0.112601,
            -0.03292,
            -0.017425,
            -0.011217
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175659,
            -123781,
            -112906,
            -140338,
            -52376,
            -119255
        ],
        [
            1.295073,
            1.149429,
            1.478825,
            0.893374,
            0.869412,
            0.916127
        ],
        [
            201,
            100,
            101,
            201,
            100,
            101
        ],
        [
            120,
            53,
            67,
            120,
            53,
            67
        ],
        [
            81,
            47,
            34,
            81,
            47,
            34
        ],
        [
            59.701493,
            53,
            66.336634,
            59.701493,
            53,
            66.336634
        ],
        [
            0.874174,
            1.019305,
            0.750449,
            0.603027,
            0.770988,
            0.4649
        ],
        [
            71646,
            71646,
            37101,
            60867,
            60867,
            25133
        ],
        [
            -66865,
            -65785,
            -66865,
            -97505,
            -32496,
            -97505
        ],
        [
            31,
            42,
            21,
            31,
            42,
            21
        ],
        [
            22,
            26,
            19,
            22,
            26,
            19
        ],
        [
            46,
            60,
            27,
            46,
            60,
            27
        ],
        [
            6422,
            4223,
            2199,
            6422,
            4223,
            2199
        ],
        [
            9.199597,
            0,
            15.949597,
            9.199597,
            0,
            15.949597
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310217,
            -189748,
            -39703,
            -577800,
            -580676,
            -577319
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6635,
    "evaluation_days": 1658.75,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619244000000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759099645222,
    "expiration_time": 1763381880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "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)