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Trade: ALICE/USDT/480/PWMA/VWAP/7702

Strategy
ALICE/USDT/480/PWMA/VWAP/7702
Pair
ALICE_USDT
Interval
8h
Score
322772
Daily Profit
0.166205
Profit Factor
1.408672
Profitability
54.074074
Streak
0.000000
Best Strategy
Training Data Length
1669.330000
Evaluation Time
2025-10-09 06:19
Expiration Time
2025-11-28 03:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 277451.6194 112296.2767 165155.3427 52506.0335 -185135.0998 237641.1332
Total P&L (%) 277.4516 112.2963 165.1553 52.506 -185.1351 237.6411
Avg Daily Profit (%) 0.1662 0.0673 0.0989 0.0253 0 0.0729
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187159 -184674 -68114 -596811 -542233 -209290
Profit Factor 1.4087 1.2636 1.6531 1.0379 0.8064 1.5529
Total Trades 135 67 68 135 67 68
Winning Trades 73 36 37 73 36 37
Losing Trades 62 31 31 62 31 31
Profitability (%) 54.0741 53.7313 54.4118 54.0741 53.7313 54.4118
Ratio Avg Win / Avg Loss 1.1964 1.0881 1.385 0.8815 0.6944 1.3011
Largest Winning Trade 96516 96516 41523 172558 132378 172558
Largest Losing Trade -45667 -45667 -42612 -268709 -268709 -118019
Avg Bars in Trades 35 40 30 35 40 30
Avg Bars in Winners 33 32 35 33 32 35
Avg Bars in Losers 36 49 23 36 49 23
Bars Traded 4737 2680 2057 4737 2680 2057
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322772 -219448 -167481 -339891 -696974 -202560
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5008,
    "evaluation_days": 1669.33,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1621036800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759979949920,
    "expiration_time": 1764294912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 144
        }
    }
}
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": [
        [
            277451.619392841,
            112296.2766623603,
            165155.3427304809,
            52506.0334814175,
            -185135.0997652158,
            237641.1332466334
        ],
        [
            277.451619,
            112.296277,
            165.155343,
            52.506033,
            -185.1351,
            237.641133
        ],
        [
            0.166205,
            0.06727,
            0.098935,
            0.025285,
            0,
            0.072919
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187159,
            -184674,
            -68114,
            -596811,
            -542233,
            -209290
        ],
        [
            1.408672,
            1.263596,
            1.653064,
            1.037887,
            0.806356,
            1.552893
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            54.074074,
            53.731343,
            54.411765,
            54.074074,
            53.731343,
            54.411765
        ],
        [
            1.196407,
            1.088096,
            1.385,
            0.881493,
            0.694362,
            1.301073
        ],
        [
            96516,
            96516,
            41523,
            172558,
            132378,
            172558
        ],
        [
            -45667,
            -45667,
            -42612,
            -268709,
            -268709,
            -118019
        ],
        [
            35,
            40,
            30,
            35,
            40,
            30
        ],
        [
            33,
            32,
            35,
            33,
            32,
            35
        ],
        [
            36,
            49,
            23,
            36,
            49,
            23
        ],
        [
            4737,
            2680,
            2057,
            4737,
            2680,
            2057
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322772,
            -219448,
            -167481,
            -339891,
            -696974,
            -202560
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5008,
    "evaluation_days": 1669.33,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1621036800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759979949920,
    "expiration_time": 1764294912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 144
        }
    }
}

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)