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Trade: ALICE/USDT/480/VWMA/DCM/2457

Strategy
ALICE/USDT/480/VWMA/DCM/2457
Pair
ALICE_USDT
Interval
8h
Score
510554
Daily Profit
0.177722
Profit Factor
1.851081
Profitability
81.521739
Streak
58.317163
Best Strategy
Training Data Length
1670.000000
Evaluation Time
2025-10-10 02:36
Expiration Time
2025-11-28 20:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296796.5084 92289.6406 204506.8678 127818.5978 -111521.8472 239340.445
Total P&L (%) 296.7965 92.2896 204.5069 127.8186 -111.5218 239.3404
Avg Daily Profit (%) 0.1777 0.0553 0.1225 0.0493 0 0.0732
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114391 -125721 -30679 -282309 -319086 -22280
Profit Factor 1.8511 1.3322 3.8828 1.251 0.7579 5.9284
Total Trades 92 46 46 92 46 46
Winning Trades 75 37 38 75 37 38
Losing Trades 17 9 8 17 9 8
Profitability (%) 81.5217 80.4348 82.6087 81.5217 80.4348 82.6087
Ratio Avg Win / Avg Loss 0.4196 0.3241 0.8174 0.2836 0.1844 1.2481
Largest Winning Trade 80038 80038 29264 57804 57804 37935
Largest Losing Trade -80614 -80614 -30479 -252248 -252248 -20040
Avg Bars in Trades 50 77 22 50 77 22
Avg Bars in Winners 17 26 9 17 26 9
Avg Bars in Losers 192 288 84 192 288 84
Bars Traded 4612 3572 1040 4612 3572 1040
Profit Streak 58.3172 58.3172 303.3172 58.3172 58.3172 303.3172
Trades During Streak 4 2 13 4 2 13
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 510554 -115524 -19294 -122917 -575794 -81819
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5010,
    "evaluation_days": 1670,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622736000000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760053002908,
    "expiration_time": 1764354240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 243,
            "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": [
        [
            296796.5083643676,
            92289.6405510617,
            204506.8678133058,
            127818.5978468115,
            -111521.8471935059,
            239340.4450403173
        ],
        [
            296.796508,
            92.289641,
            204.506868,
            127.818598,
            -111.521847,
            239.340445
        ],
        [
            0.177722,
            0.055263,
            0.122459,
            0.049316,
            0,
            0.07319
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114391,
            -125721,
            -30679,
            -282309,
            -319086,
            -22280
        ],
        [
            1.851081,
            1.33223,
            3.882787,
            1.25103,
            0.757883,
            5.928362
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            17,
            9,
            8,
            17,
            9,
            8
        ],
        [
            81.521739,
            80.434783,
            82.608696,
            81.521739,
            80.434783,
            82.608696
        ],
        [
            0.419578,
            0.324056,
            0.817429,
            0.283567,
            0.18435,
            1.248076
        ],
        [
            80038,
            80038,
            29264,
            57804,
            57804,
            37935
        ],
        [
            -80614,
            -80614,
            -30479,
            -252248,
            -252248,
            -20040
        ],
        [
            50,
            77,
            22,
            50,
            77,
            22
        ],
        [
            17,
            26,
            9,
            17,
            26,
            9
        ],
        [
            192,
            288,
            84,
            192,
            288,
            84
        ],
        [
            4612,
            3572,
            1040,
            4612,
            3572,
            1040
        ],
        [
            58.317163,
            58.317163,
            303.317163,
            58.317163,
            58.317163,
            303.317163
        ],
        [
            4,
            2,
            13,
            4,
            2,
            13
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            510554,
            -115524,
            -19294,
            -122917,
            -575794,
            -81819
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5010,
    "evaluation_days": 1670,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1622736000000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760053002908,
    "expiration_time": 1764354240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 243,
            "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)