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Trade: ALICE/USDT/360/BBM/VWMA/1762

Strategy
ALICE/USDT/360/BBM/VWMA/1762
Pair
ALICE_USDT
Interval
6h
Score
421980
Daily Profit
0.201269
Profit Factor
1.552044
Profitability
65.934066
Streak
83.415426
Best Strategy
Training Data Length
1663.250000
Evaluation Time
2025-10-03 12:58
Expiration Time
2025-11-22 05:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 334760.0566 110489.0233 224271.0334 43656.3207 -1018536.3558 1062192.6765
Total P&L (%) 334.7601 110.489 224.271 43.6563 -1018.5364 1062.1927
Avg Daily Profit (%) 0.2013 0.0664 0.1348 0.0218 0 0.1476
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -188555 -156792 -127098 -1539563 -1840992 -922298
Profit Factor 1.552 1.2956 1.9639 1.011 0.6212 1.833
Total Trades 91 45 46 91 45 46
Winning Trades 60 23 37 60 23 37
Losing Trades 31 22 9 31 22 9
Profitability (%) 65.9341 51.1111 80.4348 65.9341 51.1111 80.4348
Ratio Avg Win / Avg Loss 0.8019 1.2393 0.4777 0.5224 0.5942 0.4459
Largest Winning Trade 166321 166321 46030 341292 341292 297200
Largest Losing Trade -62762 -58098 -62762 -881921 -881921 -632636
Avg Bars in Trades 70 92 48 70 92 48
Avg Bars in Winners 44 53 38 44 53 38
Avg Bars in Losers 120 133 89 120 133 89
Bars Traded 6408 4166 2242 6408 4166 2242
Profit Streak 83.4154 83.4154 86.1654 83.4154 83.4154 86.1654
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421980 -102600 -6655 -371608 -579202 378103
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6653,
    "evaluation_days": 1663.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617926400000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759485492823,
    "expiration_time": 1763782344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 23,
            "offset": 0,
            "std": 1.22421
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 100,
            "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": [
        [
            334760.0566444399,
            110489.0232653097,
            224271.0333791301,
            43656.3207293568,
            -1018536.3558050612,
            1062192.6765344182
        ],
        [
            334.760057,
            110.489023,
            224.271033,
            43.656321,
            -1018.536356,
            1062.192677
        ],
        [
            0.201269,
            0.06643,
            0.134839,
            0.021782,
            0,
            0.147585
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -188555,
            -156792,
            -127098,
            -1539563,
            -1840992,
            -922298
        ],
        [
            1.552044,
            1.295643,
            1.963878,
            1.011013,
            0.621221,
            1.832981
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            60,
            23,
            37,
            60,
            23,
            37
        ],
        [
            31,
            22,
            9,
            31,
            22,
            9
        ],
        [
            65.934066,
            51.111111,
            80.434783,
            65.934066,
            51.111111,
            80.434783
        ],
        [
            0.80189,
            1.23931,
            0.4777,
            0.522357,
            0.594211,
            0.44586
        ],
        [
            166321,
            166321,
            46030,
            341292,
            341292,
            297200
        ],
        [
            -62762,
            -58098,
            -62762,
            -881921,
            -881921,
            -632636
        ],
        [
            70,
            92,
            48,
            70,
            92,
            48
        ],
        [
            44,
            53,
            38,
            44,
            53,
            38
        ],
        [
            120,
            133,
            89,
            120,
            133,
            89
        ],
        [
            6408,
            4166,
            2242,
            6408,
            4166,
            2242
        ],
        [
            83.415426,
            83.415426,
            86.165426,
            83.415426,
            83.415426,
            86.165426
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421980,
            -102600,
            -6655,
            -371608,
            -579202,
            378103
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6653,
    "evaluation_days": 1663.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1617926400000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759485492823,
    "expiration_time": 1763782344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 23,
            "offset": 0,
            "std": 1.22421
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 100,
            "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)