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Trade: ALICE/USDT/720/VWMA/PWMA/5496

Strategy
ALICE/USDT/720/VWMA/PWMA/5496
Pair
ALICE_USDT
Interval
12h
Score
367081
Daily Profit
0.204908
Profit Factor
1.586551
Profitability
63.888889
Streak
0.000000
Best Strategy
Training Data Length
1655.000000
Evaluation Time
2025-09-27 00:52
Expiration Time
2025-11-13 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 339123.3337 83902.856 255220.4776 165437.5727 -143852.4611 309290.0338
Total P&L (%) 339.1233 83.9029 255.2205 165.4376 -143.8525 309.29
Avg Daily Profit (%) 0.2049 0.0507 0.1542 0.059 0 0.0852
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114238 -107887 -102742 -314330 -340512 -227703
Profit Factor 1.5866 1.2628 1.9858 1.1131 0.8328 1.5138
Total Trades 108 54 54 108 54 54
Winning Trades 69 31 38 69 31 38
Losing Trades 39 23 16 39 23 16
Profitability (%) 63.8889 57.4074 70.3704 63.8889 57.4074 70.3704
Ratio Avg Win / Avg Loss 0.8967 0.9369 0.8361 0.6292 0.6179 0.6374
Largest Winning Trade 59539 45626 59539 80200 80200 70376
Largest Losing Trade -70759 -44242 -70759 -242010 -242010 -127686
Avg Bars in Trades 29 29 29 29 29 29
Avg Bars in Winners 25 23 27 25 23 27
Avg Bars in Losers 36 37 35 36 37 35
Bars Traded 3198 1595 1603 3198 1595 1603
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 367081 -305837 -168912 -209519 -759595 -256635
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1619524800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758923530597,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 88,
            "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": [
        [
            339123.3336580357,
            83902.8560200841,
            255220.4776379514,
            165437.5727229023,
            -143852.4610533534,
            309290.0337762556
        ],
        [
            339.123334,
            83.902856,
            255.220478,
            165.437573,
            -143.852461,
            309.290034
        ],
        [
            0.204908,
            0.050697,
            0.154212,
            0.059003,
            0,
            0.085188
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114238,
            -107887,
            -102742,
            -314330,
            -340512,
            -227703
        ],
        [
            1.586551,
            1.262807,
            1.985753,
            1.113132,
            0.832811,
            1.513836
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            69,
            31,
            38,
            69,
            31,
            38
        ],
        [
            39,
            23,
            16,
            39,
            23,
            16
        ],
        [
            63.888889,
            57.407407,
            70.37037,
            63.888889,
            57.407407,
            70.37037
        ],
        [
            0.896746,
            0.936921,
            0.836107,
            0.629162,
            0.617892,
            0.637405
        ],
        [
            59539,
            45626,
            59539,
            80200,
            80200,
            70376
        ],
        [
            -70759,
            -44242,
            -70759,
            -242010,
            -242010,
            -127686
        ],
        [
            29,
            29,
            29,
            29,
            29,
            29
        ],
        [
            25,
            23,
            27,
            25,
            23,
            27
        ],
        [
            36,
            37,
            35,
            36,
            37,
            35
        ],
        [
            3198,
            1595,
            1603,
            3198,
            1595,
            1603
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367081,
            -305837,
            -168912,
            -209519,
            -759595,
            -256635
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3310,
    "evaluation_days": 1655,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1619524800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758923530597,
    "expiration_time": 1763004960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 88,
            "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)