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Trade: ALICE/USDT/240/VWMA/SSF/1608

Strategy
ALICE/USDT/240/VWMA/SSF/1608
Pair
ALICE_USDT
Interval
4h
Score
394022
Daily Profit
0.162548
Profit Factor
1.431249
Profitability
68.817204
Streak
57.114898
Best Strategy
Training Data Length
1672.170000
Evaluation Time
2025-10-12 09:45
Expiration Time
2025-12-01 09:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 271807.4682 80033.0207 191774.4475 -383223.0251 70007.738 -453230.7631
Total P&L (%) 271.8075 80.033 191.7744 -383.223 70.0077 -453.2308
Avg Daily Profit (%) 0.1625 0.0479 0.1147 0 0.0317 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145998 -80626 -145998 -983720 -188574 -965768
Profit Factor 1.4312 1.2936 1.5362 0.821 1.0997 0.6849
Total Trades 93 47 46 93 47 46
Winning Trades 64 26 38 31 22 9
Losing Trades 29 21 8 62 25 37
Profitability (%) 68.8172 55.3191 82.6087 33.3333 46.8085 19.5652
Ratio Avg Win / Avg Loss 0.6485 1.0448 0.3234 1.6419 1.2497 2.8157
Largest Winning Trade 48706 46072 48706 507999 232219 507999
Largest Losing Trade -145998 -50779 -145998 -299816 -125840 -299816
Avg Bars in Trades 106 102 109 106 102 109
Avg Bars in Winners 82 75 87 149 135 184
Avg Bars in Losers 157 136 214 84 74 91
Bars Traded 9883 4836 5047 9883 4836 5047
Profit Streak 57.1149 57.1149 77.4482 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394022 -127194 -34851 -584233 -262474 -631972
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10033,
    "evaluation_days": 1672.17,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1617307200000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760251527158,
    "expiration_time": 1764575856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 220,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            271807.4681605712,
            80033.0206665348,
            191774.4474940366,
            -383223.0250976589,
            70007.7380322289,
            -453230.763129888
        ],
        [
            271.807468,
            80.033021,
            191.774447,
            -383.223025,
            70.007738,
            -453.230763
        ],
        [
            0.162548,
            0.047862,
            0.114686,
            0,
            0.031741,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145998,
            -80626,
            -145998,
            -983720,
            -188574,
            -965768
        ],
        [
            1.431249,
            1.293588,
            1.536168,
            0.820951,
            1.099725,
            0.684888
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            64,
            26,
            38,
            31,
            22,
            9
        ],
        [
            29,
            21,
            8,
            62,
            25,
            37
        ],
        [
            68.817204,
            55.319149,
            82.608696,
            33.333333,
            46.808511,
            19.565217
        ],
        [
            0.648535,
            1.044821,
            0.323404,
            1.641902,
            1.249688,
            2.81565
        ],
        [
            48706,
            46072,
            48706,
            507999,
            232219,
            507999
        ],
        [
            -145998,
            -50779,
            -145998,
            -299816,
            -125840,
            -299816
        ],
        [
            106,
            102,
            109,
            106,
            102,
            109
        ],
        [
            82,
            75,
            87,
            149,
            135,
            184
        ],
        [
            157,
            136,
            214,
            84,
            74,
            91
        ],
        [
            9883,
            4836,
            5047,
            9883,
            4836,
            5047
        ],
        [
            57.114898,
            57.114898,
            77.448231,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394022,
            -127194,
            -34851,
            -584233,
            -262474,
            -631972
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10033,
    "evaluation_days": 1672.17,
    "actual_first_datapoint_time": 1615780800000,
    "first_datapoint_time": 1617307200000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760251527158,
    "expiration_time": 1764575856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 220,
            "offset": 0,
            "poles": 3
        }
    }
}

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)