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Trade: ALICE/USDT/480/DCM/VWAP/2570

Strategy
ALICE/USDT/480/DCM/VWAP/2570
Pair
ALICE_USDT
Interval
8h
Score
394915
Daily Profit
0.196818
Profit Factor
1.579617
Profitability
54.471545
Streak
7.676049
Best Strategy
Training Data Length
1661.670000
Evaluation Time
2025-10-01 19:13
Expiration Time
2025-11-20 06:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327046.9345 119130.4594 207916.4751 146769.8358 -143751.518 290521.3538
Total P&L (%) 327.0469 119.1305 207.9165 146.7698 -143.7515 290.5214
Avg Daily Profit (%) 0.1968 0.0717 0.1251 0.0544 0 0.082
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -213109 -214362 -41422 -357430 -352100 -70052
Profit Factor 1.5796 1.2911 2.3409 1.1709 0.7875 2.591
Total Trades 123 61 62 123 61 62
Winning Trades 67 31 36 67 31 36
Losing Trades 56 30 26 56 30 26
Profitability (%) 54.4715 50.8197 58.0645 54.4715 50.8197 58.0645
Ratio Avg Win / Avg Loss 1.3203 1.2495 1.6906 0.9786 0.7621 1.8712
Largest Winning Trade 99049 99049 62723 104937 104937 84195
Largest Losing Trade -57478 -57478 -22235 -175253 -175253 -45564
Avg Bars in Trades 38 42 35 38 42 35
Avg Bars in Winners 31 25 35 31 25 35
Avg Bars in Losers 48 60 34 48 60 34
Bars Traded 4784 2604 2180 4784 2604 2180
Profit Streak 7.676 0 93.676 7.6761 0 93.6761
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394915 -258760 -173249 -152974 -742352 -230242
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4985,
    "evaluation_days": 1661.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1620345600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759335210680,
    "expiration_time": 1763612640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 159
        }
    }
}
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": [
        [
            327046.9344528751,
            119130.4593871263,
            207916.4750657487,
            146769.8358137115,
            -143751.5179858461,
            290521.3537995577
        ],
        [
            327.046934,
            119.130459,
            207.916475,
            146.769836,
            -143.751518,
            290.521354
        ],
        [
            0.196818,
            0.071693,
            0.125125,
            0.054375,
            0,
            0.082018
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -213109,
            -214362,
            -41422,
            -357430,
            -352100,
            -70052
        ],
        [
            1.579617,
            1.291142,
            2.340855,
            1.170857,
            0.787479,
            2.590951
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            67,
            31,
            36,
            67,
            31,
            36
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            54.471545,
            50.819672,
            58.064516,
            54.471545,
            50.819672,
            58.064516
        ],
        [
            1.320277,
            1.249492,
            1.690618,
            0.978627,
            0.762077,
            1.871242
        ],
        [
            99049,
            99049,
            62723,
            104937,
            104937,
            84195
        ],
        [
            -57478,
            -57478,
            -22235,
            -175253,
            -175253,
            -45564
        ],
        [
            38,
            42,
            35,
            38,
            42,
            35
        ],
        [
            31,
            25,
            35,
            31,
            25,
            35
        ],
        [
            48,
            60,
            34,
            48,
            60,
            34
        ],
        [
            4784,
            2604,
            2180,
            4784,
            2604,
            2180
        ],
        [
            7.676049,
            0,
            93.676049,
            7.67605,
            0,
            93.67605
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394915,
            -258760,
            -173249,
            -152974,
            -742352,
            -230242
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4985,
    "evaluation_days": 1661.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1620345600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759335210680,
    "expiration_time": 1763612640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 159
        }
    }
}

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)