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Trade: ALICE/USDT/360/MIDPOINT/VWMA/7304

Strategy
ALICE/USDT/360/MIDPOINT/VWMA/7304
Pair
ALICE_USDT
Interval
6h
Score
448385
Daily Profit
0.267129
Profit Factor
1.481727
Profitability
56.372549
Streak
5.834421
Best Strategy
Training Data Length
1666.500000
Evaluation Time
2025-10-06 17:01
Expiration Time
2025-11-25 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 445170.6012 213316.1153 231854.4859 403156.8169 114896.1088 288260.7081
Total P&L (%) 445.1706 213.3161 231.8545 403.1568 114.8961 288.2607
Avg Daily Profit (%) 0.2671 0.128 0.1391 0.097 0.0459 0.0814
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143250 -97355 -84897 -1314713 -1193237 -816436
Profit Factor 1.4817 1.449 1.5163 1.0764 1.0395 1.1218
Total Trades 204 102 102 204 102 102
Winning Trades 115 57 58 115 57 58
Losing Trades 89 45 44 89 45 44
Profitability (%) 56.3725 55.8824 56.8627 56.3725 55.8824 56.8627
Ratio Avg Win / Avg Loss 1.1467 1.144 1.1503 0.8331 0.8207 0.851
Largest Winning Trade 87732 87732 53943 727583 727583 269294
Largest Losing Trade -57039 -57039 -39772 -838473 -838473 -483853
Avg Bars in Trades 31 31 31 31 31 31
Avg Bars in Winners 30 26 35 30 26 35
Avg Bars in Losers 31 37 25 31 37 25
Bars Traded 6376 3178 3198 6376 3178 3198
Profit Streak 5.8344 5.8344 35.3344 5.8344 5.8344 35.3344
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 448385 -19961 -3850 -198529 -309146 -170390
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6666,
    "evaluation_days": 1666.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619092800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759759293971,
    "expiration_time": 1764071568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "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": [
        [
            445170.6012161813,
            213316.1153045529,
            231854.4859116286,
            403156.8168960132,
            114896.108817077,
            288260.7080789364
        ],
        [
            445.170601,
            213.316115,
            231.854486,
            403.156817,
            114.896109,
            288.260708
        ],
        [
            0.267129,
            0.128002,
            0.139127,
            0.097001,
            0.045914,
            0.081432
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143250,
            -97355,
            -84897,
            -1314713,
            -1193237,
            -816436
        ],
        [
            1.481727,
            1.449034,
            1.516313,
            1.076427,
            1.039504,
            1.121805
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            56.372549,
            55.882353,
            56.862745,
            56.372549,
            55.882353,
            56.862745
        ],
        [
            1.146728,
            1.143974,
            1.150306,
            0.833061,
            0.820661,
            0.851025
        ],
        [
            87732,
            87732,
            53943,
            727583,
            727583,
            269294
        ],
        [
            -57039,
            -57039,
            -39772,
            -838473,
            -838473,
            -483853
        ],
        [
            31,
            31,
            31,
            31,
            31,
            31
        ],
        [
            30,
            26,
            35,
            30,
            26,
            35
        ],
        [
            31,
            37,
            25,
            31,
            37,
            25
        ],
        [
            6376,
            3178,
            3198,
            6376,
            3178,
            3198
        ],
        [
            5.834421,
            5.834421,
            35.334421,
            5.834421,
            5.834421,
            35.334421
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448385,
            -19961,
            -3850,
            -198529,
            -309146,
            -170390
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6666,
    "evaluation_days": 1666.5,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1619092800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759759293971,
    "expiration_time": 1764071568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "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)