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Trade: ALICE/USDT/360/VWAP/TEMA/1706

Strategy
ALICE/USDT/360/VWAP/TEMA/1706
Pair
ALICE_USDT
Interval
6h
Score
470742
Daily Profit
0.226353
Profit Factor
1.716938
Profitability
71.755725
Streak
67.092144
Best Strategy
Training Data Length
1666.250000
Evaluation Time
2025-10-06 11:12
Expiration Time
2025-11-25 07:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 377161.3952 130907.1346 246254.2606 323634.6523 -24746.5718 348381.224
Total P&L (%) 377.1614 130.9071 246.2543 323.6347 -24.7466 348.3812
Avg Daily Profit (%) 0.2264 0.0786 0.1478 0.0867 -0.0171 0.0901
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197090 -174126 -55365 -313134 -302109 -82464
Profit Factor 1.7169 1.3516 2.6012 1.3948 0.9604 2.784
Total Trades 131 65 66 131 65 66
Winning Trades 94 45 49 94 45 49
Losing Trades 37 20 17 37 20 17
Profitability (%) 71.7557 69.2308 74.2424 71.7557 69.2308 74.2424
Ratio Avg Win / Avg Loss 0.6758 0.6007 0.9024 0.549 0.4268 0.9659
Largest Winning Trade 92184 92184 42453 71246 71246 46109
Largest Losing Trade -65556 -65556 -40956 -172066 -172066 -82464
Avg Bars in Trades 47 62 33 47 62 33
Avg Bars in Winners 25 26 25 25 26 25
Avg Bars in Losers 104 143 58 104 143 58
Bars Traded 6269 4039 2230 6269 4039 2230
Profit Streak 67.0921 67.0921 69.3421 67.0921 67.0921 69.3421
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 470742 -217126 -113177 -73481 -708583 -189756
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6665,
    "evaluation_days": 1666.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1620907200000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759738361289,
    "expiration_time": 1764049320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 17,
            "offset": 221
        }
    }
}
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": [
        [
            377161.395220194,
            130907.1346144494,
            246254.2606057447,
            323634.6522505523,
            -24746.5717661692,
            348381.2240167214
        ],
        [
            377.161395,
            130.907135,
            246.254261,
            323.634652,
            -24.746572,
            348.381224
        ],
        [
            0.226353,
            0.078564,
            0.14779,
            0.086681,
            -0.017061,
            0.090091
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197090,
            -174126,
            -55365,
            -313134,
            -302109,
            -82464
        ],
        [
            1.716938,
            1.351641,
            2.601156,
            1.394765,
            0.960376,
            2.783955
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            94,
            45,
            49,
            94,
            45,
            49
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            71.755725,
            69.230769,
            74.242424,
            71.755725,
            69.230769,
            74.242424
        ],
        [
            0.675816,
            0.600729,
            0.902442,
            0.549003,
            0.426834,
            0.965862
        ],
        [
            92184,
            92184,
            42453,
            71246,
            71246,
            46109
        ],
        [
            -65556,
            -65556,
            -40956,
            -172066,
            -172066,
            -82464
        ],
        [
            47,
            62,
            33,
            47,
            62,
            33
        ],
        [
            25,
            26,
            25,
            25,
            26,
            25
        ],
        [
            104,
            143,
            58,
            104,
            143,
            58
        ],
        [
            6269,
            4039,
            2230,
            6269,
            4039,
            2230
        ],
        [
            67.092144,
            67.092144,
            69.342144,
            67.092145,
            67.092145,
            69.342145
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470742,
            -217126,
            -113177,
            -73481,
            -708583,
            -189756
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6665,
    "evaluation_days": 1666.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1620907200000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759738361289,
    "expiration_time": 1764049320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 17,
            "offset": 221
        }
    }
}

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)