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Trade: ALICE/USDT/720/VWAP/HWMA/3598

Strategy
ALICE/USDT/720/VWAP/HWMA/3598
Pair
ALICE_USDT
Interval
12h
Score
459109
Daily Profit
0.368531
Profit Factor
1.421808
Profitability
54.426230
Streak
0.000000
Best Strategy
Training Data Length
1661.500000
Evaluation Time
2025-10-01 03:55
Expiration Time
2025-11-19 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 612313.8055 302948.0608 309365.7447 829889.5298 -565819.7677 1395709.2976
Total P&L (%) 612.3138 302.9481 309.3657 829.8895 -565.8198 1395.7093
Avg Daily Profit (%) 0.3685 0.1823 0.1862 0.1343 0 0.1629
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150209 -116584 -75300 -2804543 -2229162 -1318592
Profit Factor 1.4218 1.3643 1.4989 1.0799 0.9138 1.3652
Total Trades 305 153 152 305 153 152
Winning Trades 166 74 92 166 74 92
Losing Trades 139 79 60 139 79 60
Profitability (%) 54.4262 48.366 60.5263 54.4262 48.366 60.5263
Ratio Avg Win / Avg Loss 1.1906 1.4565 0.9775 0.9043 0.9756 0.8904
Largest Winning Trade 132056 132056 43766 676745 676745 437956
Largest Losing Trade -44772 -44772 -32620 -751011 -751011 -525676
Avg Bars in Trades 10 10 10 10 10 10
Avg Bars in Winners 10 10 10 10 10 10
Avg Bars in Losers 10 10 10 10 10 10
Bars Traded 3313 1660 1653 3313 1660 1653
Profit Streak 0 0 19.5386 0 0 19.5386
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 459109 282082 344749 -145181 -580889 323188
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3323,
    "evaluation_days": 1661.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1615766400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759280139229,
    "expiration_time": 1763583408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.15272,
            "nc": 0.92524
        }
    }
}
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": [
        [
            612313.8054758151,
            302948.0608010528,
            309365.7446747622,
            829889.5298445727,
            -565819.7677258806,
            1395709.2975704551
        ],
        [
            612.313805,
            302.948061,
            309.365745,
            829.88953,
            -565.819768,
            1395.709298
        ],
        [
            0.368531,
            0.182334,
            0.186197,
            0.1343,
            0,
            0.162948
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150209,
            -116584,
            -75300,
            -2804543,
            -2229162,
            -1318592
        ],
        [
            1.421808,
            1.364331,
            1.49888,
            1.079899,
            0.913815,
            1.365212
        ],
        [
            305,
            153,
            152,
            305,
            153,
            152
        ],
        [
            166,
            74,
            92,
            166,
            74,
            92
        ],
        [
            139,
            79,
            60,
            139,
            79,
            60
        ],
        [
            54.42623,
            48.366013,
            60.526316,
            54.42623,
            48.366013,
            60.526316
        ],
        [
            1.19055,
            1.456515,
            0.977531,
            0.904252,
            0.975559,
            0.890356
        ],
        [
            132056,
            132056,
            43766,
            676745,
            676745,
            437956
        ],
        [
            -44772,
            -44772,
            -32620,
            -751011,
            -751011,
            -525676
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            3313,
            1660,
            1653,
            3313,
            1660,
            1653
        ],
        [
            0,
            0,
            19.538648,
            0,
            0,
            19.538648
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            459109,
            282082,
            344749,
            -145181,
            -580889,
            323188
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3323,
    "evaluation_days": 1661.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1615766400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759280139229,
    "expiration_time": 1763583408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.15272,
            "nc": 0.92524
        }
    }
}

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)