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Trade: ALICE/USDT/240/EMA/VWMA/1689

Strategy
ALICE/USDT/240/EMA/VWMA/1689
Pair
ALICE_USDT
Interval
4h
Score
363095
Daily Profit
0.190017
Profit Factor
1.453712
Profitability
55.445545
Streak
42.987711
Best Strategy
Training Data Length
1665.830000
Evaluation Time
2025-10-06 02:42
Expiration Time
2025-11-24 21:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 316535.7444 110437.7227 206098.0217 39091.7574 -538337.5697 577429.327
Total P&L (%) 316.5357 110.4377 206.098 39.0918 -538.3376 577.4293
Avg Daily Profit (%) 0.19 0.0663 0.1237 0.0198 0 0.1149
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191407 -144079 -106662 -1651268 -1157991 -1040497
Profit Factor 1.4537 1.2495 1.8082 1.009 0.8004 1.3514
Total Trades 101 50 51 101 50 51
Winning Trades 56 23 33 56 23 33
Losing Trades 45 27 18 45 27 18
Profitability (%) 55.4455 46 64.7059 55.4455 46 64.7059
Ratio Avg Win / Avg Loss 1.1682 1.4668 0.9863 0.8108 0.9396 0.7371
Largest Winning Trade 166585 166585 32194 296694 296694 277041
Largest Losing Trade -58803 -53012 -58803 -457439 -457439 -374517
Avg Bars in Trades 93 126 60 93 126 60
Avg Bars in Winners 73 82 67 73 82 67
Avg Bars in Losers 117 165 47 117 165 47
Bars Traded 9439 6343 3096 9439 6343 3096
Profit Streak 42.9877 0 88.6544 42.9877 0 88.6544
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363095 -286247 -204381 -379455 -762388 -217631
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9995,
    "evaluation_days": 1665.83,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1618084800000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759707738215,
    "expiration_time": 1764012240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "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": [
        [
            316535.7444266335,
            110437.7227107713,
            206098.0217158624,
            39091.7573623888,
            -538337.569681511,
            577429.327043899
        ],
        [
            316.535744,
            110.437723,
            206.098022,
            39.091757,
            -538.33757,
            577.429327
        ],
        [
            0.190017,
            0.066296,
            0.123721,
            0.01981,
            0,
            0.114912
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191407,
            -144079,
            -106662,
            -1651268,
            -1157991,
            -1040497
        ],
        [
            1.453712,
            1.249491,
            1.808211,
            1.009007,
            0.800383,
            1.351413
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            56,
            23,
            33,
            56,
            23,
            33
        ],
        [
            45,
            27,
            18,
            45,
            27,
            18
        ],
        [
            55.445545,
            46,
            64.705882,
            55.445545,
            46,
            64.705882
        ],
        [
            1.168162,
            1.466794,
            0.986297,
            0.810809,
            0.93958,
            0.737134
        ],
        [
            166585,
            166585,
            32194,
            296694,
            296694,
            277041
        ],
        [
            -58803,
            -53012,
            -58803,
            -457439,
            -457439,
            -374517
        ],
        [
            93,
            126,
            60,
            93,
            126,
            60
        ],
        [
            73,
            82,
            67,
            73,
            82,
            67
        ],
        [
            117,
            165,
            47,
            117,
            165,
            47
        ],
        [
            9439,
            6343,
            3096,
            9439,
            6343,
            3096
        ],
        [
            42.987711,
            0,
            88.654377,
            42.987711,
            0,
            88.654377
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363095,
            -286247,
            -204381,
            -379455,
            -762388,
            -217631
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9995,
    "evaluation_days": 1665.83,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1618084800000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759707738215,
    "expiration_time": 1764012240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "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)