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Trade: ALICE/USDT/720/HLC3/VWAP/7493

Strategy
ALICE/USDT/720/HLC3/VWAP/7493
Pair
ALICE_USDT
Interval
12h
Score
382303
Daily Profit
0.206952
Profit Factor
1.659593
Profitability
65.454545
Streak
0.000000
Best Strategy
Training Data Length
1663.500000
Evaluation Time
2025-10-03 12:21
Expiration Time
2025-11-21 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344265.2307 116127.0603 228138.1704 266511.2637 -59087.4333 325598.697
Total P&L (%) 344.2652 116.1271 228.1382 266.5113 -59.0874 325.5987
Avg Daily Profit (%) 0.207 0.0698 0.1371 0.0781 -0.0537 0.0871
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101378 -110560 -50703 -437540 -451116 -316291
Profit Factor 1.6596 1.3528 2.1834 1.132 0.9518 1.4111
Total Trades 110 55 55 110 55 55
Winning Trades 72 34 38 72 34 38
Losing Trades 38 21 17 38 21 17
Profitability (%) 65.4545 61.8182 69.0909 65.4545 61.8182 69.0909
Ratio Avg Win / Avg Loss 0.8759 0.8356 0.9768 0.5975 0.5879 0.6313
Largest Winning Trade 69843 69843 50868 209359 149765 209359
Largest Losing Trade -62204 -62204 -38611 -268027 -226486 -268027
Avg Bars in Trades 29 32 26 29 32 26
Avg Bars in Winners 27 27 28 27 27 28
Avg Bars in Losers 33 42 22 33 42 22
Bars Traded 3276 1808 1468 3276 1808 1468
Profit Streak 0 0 73.8899 0 0 73.8899
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382303 -279511 -184909 -163066 -759301 -253909
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3327,
    "evaluation_days": 1663.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1615766400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759483284103,
    "expiration_time": 1763761392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            344265.2307069455,
            116127.0603252311,
            228138.1703817146,
            266511.2636662486,
            -59087.4333351268,
            325598.6970013753
        ],
        [
            344.265231,
            116.12706,
            228.13817,
            266.511264,
            -59.087433,
            325.598697
        ],
        [
            0.206952,
            0.069809,
            0.137143,
            0.07811,
            -0.053712,
            0.087103
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101378,
            -110560,
            -50703,
            -437540,
            -451116,
            -316291
        ],
        [
            1.659593,
            1.352797,
            2.183444,
            1.132012,
            0.951838,
            1.411115
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            72,
            34,
            38,
            72,
            34,
            38
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            65.454545,
            61.818182,
            69.090909,
            65.454545,
            61.818182,
            69.090909
        ],
        [
            0.875896,
            0.835551,
            0.976804,
            0.597451,
            0.5879,
            0.631288
        ],
        [
            69843,
            69843,
            50868,
            209359,
            149765,
            209359
        ],
        [
            -62204,
            -62204,
            -38611,
            -268027,
            -226486,
            -268027
        ],
        [
            29,
            32,
            26,
            29,
            32,
            26
        ],
        [
            27,
            27,
            28,
            27,
            27,
            28
        ],
        [
            33,
            42,
            22,
            33,
            42,
            22
        ],
        [
            3276,
            1808,
            1468,
            3276,
            1808,
            1468
        ],
        [
            0,
            0,
            73.889862,
            0,
            0,
            73.889862
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382303,
            -279511,
            -184909,
            -163066,
            -759301,
            -253909
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3327,
    "evaluation_days": 1663.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1615766400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759483284103,
    "expiration_time": 1763761392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)