← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ALICE/USDT/480/VWAP/KCL/4829

Strategy
ALICE/USDT/480/VWAP/KCL/4829
Pair
ALICE_USDT
Interval
8h
Score
525008
Daily Profit
0.176602
Profit Factor
1.806952
Profitability
89.344262
Streak
62.073136
Best Strategy
Training Data Length
1662.330000
Evaluation Time
2025-10-02 04:45
Expiration Time
2025-11-20 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 427310.0592 133739.8703 293570.1889 -7065439.1052 -538229.0675 -6527210.0377
Total P&L (%) 427.3101 133.7399 293.5702 -7065.4391 -538.2291 -6527.21
Avg Daily Profit (%) 0.2571 0.0805 0.1766 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172880 -47754 -169949 -7284860 -1522279 -6696737
Profit Factor 1.6832 1.511 1.807 0.621 0.9141 0.4727
Total Trades 244 122 122 244 122 122
Winning Trades 196 87 109 58 37 21
Losing Trades 48 35 13 186 85 101
Profitability (%) 80.3279 71.3115 89.3443 23.7705 30.3279 17.2131
Ratio Avg Win / Avg Loss 0.4122 0.6079 0.2155 1.9914 2.0999 2.2732
Largest Winning Trade 27750 20546 27750 2468727 967033 2468727
Largest Losing Trade -169949 -44633 -169949 -681706 -377522 -681706
Avg Bars in Trades 19 13 26 19 13 26
Avg Bars in Winners 11 6 15 45 28 73
Avg Bars in Losers 55 31 118 12 6 16
Bars Traded 4854 1649 3205 4854 1649 3205
Profit Streak 36.7398 0 62.0731 0 43.7398 0
Trades During Streak 1 0 3 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 523401 -83018 525008 -611679 -585049 -642087
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4987,
    "evaluation_days": 1662.33,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618358400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759369518920,
    "expiration_time": 1763671968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 91,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            427310.059198925,
            133739.8703141267,
            293570.1888847983,
            -7065439.105228618,
            -538229.0675294511,
            -6527210.037699168
        ],
        [
            427.310059,
            133.73987,
            293.570189,
            -7065.439105,
            -538.229068,
            -6527.210038
        ],
        [
            0.257055,
            0.080453,
            0.176602,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172880,
            -47754,
            -169949,
            -7284860,
            -1522279,
            -6696737
        ],
        [
            1.683151,
            1.511047,
            1.806952,
            0.620969,
            0.914068,
            0.472651
        ],
        [
            244,
            122,
            122,
            244,
            122,
            122
        ],
        [
            196,
            87,
            109,
            58,
            37,
            21
        ],
        [
            48,
            35,
            13,
            186,
            85,
            101
        ],
        [
            80.327869,
            71.311475,
            89.344262,
            23.770492,
            30.327869,
            17.213115
        ],
        [
            0.4122,
            0.607893,
            0.215508,
            1.991384,
            2.099885,
            2.273227
        ],
        [
            27750,
            20546,
            27750,
            2468727,
            967033,
            2468727
        ],
        [
            -169949,
            -44633,
            -169949,
            -681706,
            -377522,
            -681706
        ],
        [
            19,
            13,
            26,
            19,
            13,
            26
        ],
        [
            11,
            6,
            15,
            45,
            28,
            73
        ],
        [
            55,
            31,
            118,
            12,
            6,
            16
        ],
        [
            4854,
            1649,
            3205,
            4854,
            1649,
            3205
        ],
        [
            36.739802,
            0,
            62.073136,
            0,
            43.739802,
            0
        ],
        [
            1,
            0,
            3,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            523401,
            -83018,
            525008,
            -611679,
            -585049,
            -642087
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4987,
    "evaluation_days": 1662.33,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618358400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759369518920,
    "expiration_time": 1763671968000,
    "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": 91,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)