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Trade: ALICE/USDT/480/HMA/VWAP/7610

Strategy
ALICE/USDT/480/HMA/VWAP/7610
Pair
ALICE_USDT
Interval
8h
Score
344303
Daily Profit
0.157538
Profit Factor
1.375723
Profitability
60.689655
Streak
38.573610
Best Strategy
Training Data Length
1656.000000
Evaluation Time
2025-09-26 00:46
Expiration Time
2025-11-14 10:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 260882.3592 100975.7661 159906.5931 -347056.5042 314639.473 -661695.9772
Total P&L (%) 260.8824 100.9758 159.9066 -347.0565 314.6395 -661.696
Avg Daily Profit (%) 0.1575 0.061 0.0966 0 0.0859 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191563 -139667 -151509 -645912 -170015 -798483
Profit Factor 1.3757 1.2889 1.4637 0.7853 1.5914 0.3897
Total Trades 145 72 73 145 72 73
Winning Trades 88 37 51 58 35 23
Losing Trades 57 35 22 87 37 50
Profitability (%) 60.6897 51.3889 69.863 40 48.6111 31.5068
Ratio Avg Win / Avg Loss 0.8911 1.2193 0.6314 1.1779 1.6824 0.8472
Largest Winning Trade 108182 108182 65964 182826 182826 126751
Largest Losing Trade -144271 -55908 -144271 -458839 -52204 -458839
Avg Bars in Trades 33 40 26 33 40 26
Avg Bars in Winners 26 30 23 42 51 28
Avg Bars in Losers 44 51 32 27 30 25
Bars Traded 4857 2926 1931 4857 2926 1931
Profit Streak 38.5736 38.5736 254.5736 0 0 0
Trades During Streak 9 4 13 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344303 -189259 -131903 -582616 -155267 -659650

Evaluation Data

{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4968,
    "evaluation_days": 1656,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617868800000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758836759943,
    "expiration_time": 1763108352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 73
        }
    }
}
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": [
        [
            260882.3591969045,
            100975.7660749007,
            159906.5931220037,
            -347056.5042143875,
            314639.473025725,
            -661695.9772401124
        ],
        [
            260.882359,
            100.975766,
            159.906593,
            -347.056504,
            314.639473,
            -661.695977
        ],
        [
            0.157538,
            0.060976,
            0.096562,
            0,
            0.085921,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191563,
            -139667,
            -151509,
            -645912,
            -170015,
            -798483
        ],
        [
            1.375723,
            1.288932,
            1.463674,
            0.785265,
            1.591431,
            0.389698
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            88,
            37,
            51,
            58,
            35,
            23
        ],
        [
            57,
            35,
            22,
            87,
            37,
            50
        ],
        [
            60.689655,
            51.388889,
            69.863014,
            40,
            48.611111,
            31.506849
        ],
        [
            0.891093,
            1.21926,
            0.631389,
            1.177898,
            1.68237,
            0.84717
        ],
        [
            108182,
            108182,
            65964,
            182826,
            182826,
            126751
        ],
        [
            -144271,
            -55908,
            -144271,
            -458839,
            -52204,
            -458839
        ],
        [
            33,
            40,
            26,
            33,
            40,
            26
        ],
        [
            26,
            30,
            23,
            42,
            51,
            28
        ],
        [
            44,
            51,
            32,
            27,
            30,
            25
        ],
        [
            4857,
            2926,
            1931,
            4857,
            2926,
            1931
        ],
        [
            38.57361,
            38.57361,
            254.57361,
            0,
            0,
            0
        ],
        [
            9,
            4,
            13,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344303,
            -189259,
            -131903,
            -582616,
            -155267,
            -659650
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4968,
    "evaluation_days": 1656,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617868800000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758836759943,
    "expiration_time": 1763108352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 73
        }
    }
}

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)