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Trade: ALICE/USDT/120/VWMA/EMA/8156

Strategy
ALICE/USDT/120/VWMA/EMA/8156
Pair
ALICE_USDT
Interval
2h
Score
407420
Daily Profit
0.226184
Profit Factor
1.477372
Profitability
53.503185
Streak
24.481756
Best Strategy
Training Data Length
1669.670000
Evaluation Time
2025-10-10 08:33
Expiration Time
2025-12-09 08:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 377651.8617 141740.934 235910.9276 275095.5282 -323233.2069 598328.7352
Total P&L (%) 377.6519 141.7409 235.9109 275.0955 -323.2332 598.3287
Avg Daily Profit (%) 0.2262 0.0849 0.1413 0.0792 0 0.1165
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126237 -94061 -102100 -500574 -603607 -259118
Profit Factor 1.4774 1.3227 1.6705 1.0971 0.8117 1.5354
Total Trades 157 79 78 157 79 78
Winning Trades 84 38 46 84 38 46
Losing Trades 73 41 32 73 41 32
Profitability (%) 53.5032 48.1013 58.9744 53.5032 48.1013 58.9744
Ratio Avg Win / Avg Loss 1.2839 1.4271 1.1621 0.9534 0.8758 1.0681
Largest Winning Trade 59563 59563 51305 151489 114688 151489
Largest Losing Trade -56679 -37506 -56679 -223965 -223965 -215176
Avg Bars in Trades 125 106 145 125 106 145
Avg Bars in Winners 128 101 150 128 101 150
Avg Bars in Losers 122 111 137 122 111 137
Bars Traded 19753 8421 11332 19753 8421 11332
Profit Streak 24.4818 24.4818 27.9818 24.4818 24.4818 27.9818
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407420 -106547 -34840 -200307 -607930 -68051
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20036,
    "evaluation_days": 1669.67,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617523200000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760074423696,
    "expiration_time": 1765262131200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 242,
            "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": [
        [
            377651.8616517491,
            141740.9340491268,
            235910.9276026225,
            275095.5282147679,
            -323233.206944484,
            598328.7351592515
        ],
        [
            377.651862,
            141.740934,
            235.910928,
            275.095528,
            -323.233207,
            598.328735
        ],
        [
            0.226184,
            0.084892,
            0.141292,
            0.079209,
            0,
            0.116469
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126237,
            -94061,
            -102100,
            -500574,
            -603607,
            -259118
        ],
        [
            1.477372,
            1.322686,
            1.670483,
            1.097069,
            0.811682,
            1.535371
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            84,
            38,
            46,
            84,
            38,
            46
        ],
        [
            73,
            41,
            32,
            73,
            41,
            32
        ],
        [
            53.503185,
            48.101266,
            58.974359,
            53.503185,
            48.101266,
            58.974359
        ],
        [
            1.283907,
            1.427109,
            1.162075,
            0.953405,
            0.875762,
            1.068084
        ],
        [
            59563,
            59563,
            51305,
            151489,
            114688,
            151489
        ],
        [
            -56679,
            -37506,
            -56679,
            -223965,
            -223965,
            -215176
        ],
        [
            125,
            106,
            145,
            125,
            106,
            145
        ],
        [
            128,
            101,
            150,
            128,
            101,
            150
        ],
        [
            122,
            111,
            137,
            122,
            111,
            137
        ],
        [
            19753,
            8421,
            11332,
            19753,
            8421,
            11332
        ],
        [
            24.481756,
            24.481756,
            27.981756,
            24.481756,
            24.481756,
            27.981756
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407420,
            -106547,
            -34840,
            -200307,
            -607930,
            -68051
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20036,
    "evaluation_days": 1669.67,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617523200000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760074423696,
    "expiration_time": 1765262131200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 242,
            "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)