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Trade: ALICE/USDT/480/VWAP/MIDPRICE/7251

Strategy
ALICE/USDT/480/VWAP/MIDPRICE/7251
Pair
ALICE_USDT
Interval
8h
Score
458716
Daily Profit
0.149219
Profit Factor
1.669182
Profitability
82.795699
Streak
57.389150
Best Strategy
Training Data Length
1666.670000
Evaluation Time
2025-10-06 20:20
Expiration Time
2025-11-25 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 248699.1844 58498.8765 190200.3079 51872.1435 -115334.5503 167206.6938
Total P&L (%) 248.6992 58.4989 190.2003 51.8721 -115.3346 167.2067
Avg Daily Profit (%) 0.1492 0.0351 0.1141 0.0251 0 0.059
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103469 -118452 -40521 -198716 -243454 -47885
Profit Factor 1.6692 1.2175 2.853 1.1084 0.6968 2.7021
Total Trades 93 46 47 93 46 47
Winning Trades 77 38 39 77 38 39
Losing Trades 16 8 8 16 8 8
Profitability (%) 82.7957 82.6087 82.9787 82.7957 82.6087 82.9787
Ratio Avg Win / Avg Loss 0.3468 0.2563 0.5852 0.2303 0.1467 0.5543
Largest Winning Trade 64342 64342 29264 46850 41879 46850
Largest Losing Trade -80765 -80765 -28649 -186369 -186369 -47885
Avg Bars in Trades 48 74 22 48 74 22
Avg Bars in Winners 15 22 9 15 22 9
Avg Bars in Losers 204 320 88 204 320 88
Bars Traded 4473 3404 1069 4473 3404 1069
Profit Streak 57.3892 57.3892 300.3892 57.3892 57.3892 300.3892
Trades During Streak 5 2 11 5 2 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 458716 -143665 -31929 -257353 -575582 -105729
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 1666.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622563200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759771222552,
    "expiration_time": 1764057600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 237,
            "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": [
        [
            248699.1843658914,
            58498.8765015897,
            190200.3078643017,
            51872.1435088995,
            -115334.5503002366,
            167206.6938091359
        ],
        [
            248.699184,
            58.498877,
            190.200308,
            51.872144,
            -115.33455,
            167.206694
        ],
        [
            0.149219,
            0.035099,
            0.11412,
            0.025075,
            0,
            0.058988
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103469,
            -118452,
            -40521,
            -198716,
            -243454,
            -47885
        ],
        [
            1.669182,
            1.217468,
            2.852955,
            1.108378,
            0.696795,
            2.702096
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            16,
            8,
            8,
            16,
            8,
            8
        ],
        [
            82.795699,
            82.608696,
            82.978723,
            82.795699,
            82.608696,
            82.978723
        ],
        [
            0.346843,
            0.256309,
            0.585221,
            0.230312,
            0.146694,
            0.554276
        ],
        [
            64342,
            64342,
            29264,
            46850,
            41879,
            46850
        ],
        [
            -80765,
            -80765,
            -28649,
            -186369,
            -186369,
            -47885
        ],
        [
            48,
            74,
            22,
            48,
            74,
            22
        ],
        [
            15,
            22,
            9,
            15,
            22,
            9
        ],
        [
            204,
            320,
            88,
            204,
            320,
            88
        ],
        [
            4473,
            3404,
            1069,
            4473,
            3404,
            1069
        ],
        [
            57.38915,
            57.38915,
            300.38915,
            57.38915,
            57.38915,
            300.38915
        ],
        [
            5,
            2,
            11,
            5,
            2,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458716,
            -143665,
            -31929,
            -257353,
            -575582,
            -105729
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 1666.67,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622563200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759771222552,
    "expiration_time": 1764057600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 237,
            "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)