← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ALICE/USDT/720/SUPERTREND/VWMA/5716

Strategy
ALICE/USDT/720/SUPERTREND/VWMA/5716
Pair
ALICE_USDT
Interval
12h
Score
462548
Daily Profit
0.311872
Profit Factor
1.459333
Profitability
56.896552
Streak
5.152219
Best Strategy
Training Data Length
1671.500000
Evaluation Time
2025-10-11 06:39
Expiration Time
2025-11-30 05:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 521294.1247 314324.402 206969.7227 270291.0746 74744.2613 195546.8133
Total P&L (%) 521.2941 314.3244 206.9697 270.2911 74.7443 195.5468
Avg Daily Profit (%) 0.3119 0.188 0.1238 0.0784 0.0334 0.0649
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116797 -120343 -71045 -414213 -152746 -279659
Profit Factor 1.4593 1.5567 1.3629 1.1376 1.076 1.1994
Total Trades 174 87 87 174 87 87
Winning Trades 99 48 51 99 48 51
Losing Trades 75 39 36 75 39 36
Profitability (%) 56.8966 55.1724 58.6207 56.8966 55.1724 58.6207
Ratio Avg Win / Avg Loss 1.1056 1.2649 0.9621 0.8618 0.8742 0.8466
Largest Winning Trade 89663 89663 48481 137689 137689 127967
Largest Losing Trade -59130 -36887 -59130 -133505 -75721 -133505
Avg Bars in Trades 18 17 20 18 17 20
Avg Bars in Winners 19 14 23 19 14 23
Avg Bars in Losers 17 20 15 17 20 15
Bars Traded 3271 1493 1778 3271 1493 1778
Profit Streak 5.1522 21.6522 0 5.1522 21.6522 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 462548 390500 -27833 -156396 -285229 -108124
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3343,
    "evaluation_days": 1671.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617537600000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760153951754,
    "expiration_time": 1764473328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 21,
            "offset": 0,
            "multiplier": 3.00936
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 42,
            "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": [
        [
            521294.1247058967,
            314324.4020366068,
            206969.7226692897,
            270291.0746186515,
            74744.2613217272,
            195546.8132969242
        ],
        [
            521.294125,
            314.324402,
            206.969723,
            270.291075,
            74.744261,
            195.546813
        ],
        [
            0.311872,
            0.188049,
            0.123823,
            0.078351,
            0.033398,
            0.064852
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116797,
            -120343,
            -71045,
            -414213,
            -152746,
            -279659
        ],
        [
            1.459333,
            1.556741,
            1.362905,
            1.137581,
            1.075968,
            1.199393
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            99,
            48,
            51,
            99,
            48,
            51
        ],
        [
            75,
            39,
            36,
            75,
            39,
            36
        ],
        [
            56.896552,
            55.172414,
            58.62069,
            56.896552,
            55.172414,
            58.62069
        ],
        [
            1.105555,
            1.264852,
            0.962051,
            0.861804,
            0.874224,
            0.846631
        ],
        [
            89663,
            89663,
            48481,
            137689,
            137689,
            127967
        ],
        [
            -59130,
            -36887,
            -59130,
            -133505,
            -75721,
            -133505
        ],
        [
            18,
            17,
            20,
            18,
            17,
            20
        ],
        [
            19,
            14,
            23,
            19,
            14,
            23
        ],
        [
            17,
            20,
            15,
            17,
            20,
            15
        ],
        [
            3271,
            1493,
            1778,
            3271,
            1493,
            1778
        ],
        [
            5.152219,
            21.652219,
            0,
            5.152219,
            21.652219,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            462548,
            390500,
            -27833,
            -156396,
            -285229,
            -108124
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3343,
    "evaluation_days": 1671.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1617537600000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760153951754,
    "expiration_time": 1764473328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 21,
            "offset": 0,
            "multiplier": 3.00936
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 42,
            "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)