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Trade: ALICE/USDT/360/VWAP/KCL/9265

Strategy
ALICE/USDT/360/VWAP/KCL/9265
Pair
ALICE_USDT
Interval
6h
Score
420026
Daily Profit
0.146323
Profit Factor
2.773518
Profitability
95.121951
Streak
535.516150
Best Strategy
Training Data Length
1660.250000
Evaluation Time
2025-09-30 15:23
Expiration Time
2025-11-19 03:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 247765.8321 4832.8296 242933.0025 -245180.3038 19717.0398 -264897.3436
Total P&L (%) 247.7658 4.8328 242.933 -245.1803 19.717 -264.8973
Avg Daily Profit (%) 0.1492 0.0029 0.1463 0 0.0108 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111483 -28748 -106366 -732322 -62803 -732639
Profit Factor 2.0828 1.0526 2.7735 0.7655 1.1087 0.6934
Total Trades 83 42 41 83 42 41
Winning Trades 65 26 39 50 22 28
Losing Trades 18 16 2 33 20 13
Profitability (%) 78.3133 61.9048 95.122 60.241 52.381 68.2927
Ratio Avg Win / Avg Loss 0.5768 0.6478 0.1422 0.5052 1.008 0.322
Largest Winning Trade 26121 12648 26121 86509 31889 86509
Largest Losing Trade -106366 -28745 -106366 -624523 -52836 -624523
Avg Bars in Trades 64 11 118 64 11 118
Avg Bars in Winners 61 5 99 42 10 67
Avg Bars in Losers 75 21 506 98 13 228
Bars Traded 5376 500 4876 5376 500 4876
Profit Streak 172.2662 172.2662 535.5162 0 0 0
Trades During Streak 4 2 11 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410690 -516184 420026 -580450 -285707 -578370
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6641,
    "evaluation_days": 1660.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1618768800000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759234995374,
    "expiration_time": 1763515368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 139,
            "offset": 87,
            "scalar": 5
        }
    }
}
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": [
        [
            247765.8320544082,
            4832.8295573738,
            242933.0024970343,
            -245180.3037840487,
            19717.0397881722,
            -264897.3435722208
        ],
        [
            247.765832,
            4.83283,
            242.933002,
            -245.180304,
            19.71704,
            -264.897344
        ],
        [
            0.149234,
            0.002911,
            0.146323,
            0,
            0.01084,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111483,
            -28748,
            -106366,
            -732322,
            -62803,
            -732639
        ],
        [
            2.082775,
            1.052618,
            2.773518,
            0.76547,
            1.108746,
            0.693441
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            65,
            26,
            39,
            50,
            22,
            28
        ],
        [
            18,
            16,
            2,
            33,
            20,
            13
        ],
        [
            78.313253,
            61.904762,
            95.121951,
            60.240964,
            52.380952,
            68.292683
        ],
        [
            0.576769,
            0.647765,
            0.142232,
            0.50521,
            1.007951,
            0.321955
        ],
        [
            26121,
            12648,
            26121,
            86509,
            31889,
            86509
        ],
        [
            -106366,
            -28745,
            -106366,
            -624523,
            -52836,
            -624523
        ],
        [
            64,
            11,
            118,
            64,
            11,
            118
        ],
        [
            61,
            5,
            99,
            42,
            10,
            67
        ],
        [
            75,
            21,
            506,
            98,
            13,
            228
        ],
        [
            5376,
            500,
            4876,
            5376,
            500,
            4876
        ],
        [
            172.26615,
            172.26615,
            535.51615,
            0,
            0,
            0
        ],
        [
            4,
            2,
            11,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410690,
            -516184,
            420026,
            -580450,
            -285707,
            -578370
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6641,
    "evaluation_days": 1660.25,
    "actual_first_datapoint_time": 1615788000000,
    "first_datapoint_time": 1618768800000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759234995374,
    "expiration_time": 1763515368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 139,
            "offset": 87,
            "scalar": 5
        }
    }
}

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)