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Trade: ALICE/USDT/720/VWAP/KCL/8780

Strategy
ALICE/USDT/720/VWAP/KCL/8780
Pair
ALICE_USDT
Interval
12h
Score
364257
Daily Profit
0.149437
Profit Factor
1.421438
Profitability
77.551020
Streak
0.000000
Best Strategy
Training Data Length
1668.500000
Evaluation Time
2025-10-08 14:34
Expiration Time
2025-11-27 03:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 249335.0671 56709.2289 192625.8382 -2294598.7294 -31856.1883 -2262742.5411
Total P&L (%) 249.3351 56.7092 192.6258 -2294.5987 -31.8562 -2262.7425
Avg Daily Profit (%) 0.1494 0.034 0.1154 0 -0.023 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -199139 -59938 -199139 -2507371 -545887 -2378016
Profit Factor 1.4214 1.3112 1.4705 0.6066 0.9786 0.4792
Total Trades 147 74 73 147 74 73
Winning Trades 114 50 64 41 28 13
Losing Trades 33 24 9 106 46 60
Profitability (%) 77.551 67.5676 87.6712 27.8912 37.8378 17.8082
Ratio Avg Win / Avg Loss 0.4115 0.6294 0.2068 1.5683 1.6077 2.2117
Largest Winning Trade 22087 14594 22087 764234 315060 764234
Largest Losing Trade -199139 -36226 -199139 -502179 -161514 -502179
Avg Bars in Trades 22 9 34 22 9 34
Avg Bars in Winners 14 4 22 38 18 79
Avg Bars in Losers 47 21 118 15 4 24
Bars Traded 3256 726 2530 3256 726 2530
Profit Streak 0 0 68.4825 16.4825 110.4825 0
Trades During Streak 0 0 1 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364257 -211514 -105902 -593831 -645556 -711470
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3337,
    "evaluation_days": 1668.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618099200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759923287345,
    "expiration_time": 1764206352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 55,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            249335.0670729441,
            56709.2289203145,
            192625.8381526295,
            -2294598.7293552402,
            -31856.1882660499,
            -2262742.54108919
        ],
        [
            249.335067,
            56.709229,
            192.625838,
            -2294.598729,
            -31.856188,
            -2262.742541
        ],
        [
            0.149437,
            0.033988,
            0.115449,
            0,
            -0.022985,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -199139,
            -59938,
            -199139,
            -2507371,
            -545887,
            -2378016
        ],
        [
            1.421438,
            1.311247,
            1.470474,
            0.606594,
            0.978589,
            0.47921
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            114,
            50,
            64,
            41,
            28,
            13
        ],
        [
            33,
            24,
            9,
            106,
            46,
            60
        ],
        [
            77.55102,
            67.567568,
            87.671233,
            27.891156,
            37.837838,
            17.808219
        ],
        [
            0.411469,
            0.629398,
            0.206785,
            1.568268,
            1.607681,
            2.211741
        ],
        [
            22087,
            14594,
            22087,
            764234,
            315060,
            764234
        ],
        [
            -199139,
            -36226,
            -199139,
            -502179,
            -161514,
            -502179
        ],
        [
            22,
            9,
            34,
            22,
            9,
            34
        ],
        [
            14,
            4,
            22,
            38,
            18,
            79
        ],
        [
            47,
            21,
            118,
            15,
            4,
            24
        ],
        [
            3256,
            726,
            2530,
            3256,
            726,
            2530
        ],
        [
            0,
            0,
            68.482492,
            16.482492,
            110.482492,
            0
        ],
        [
            0,
            0,
            1,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364257,
            -211514,
            -105902,
            -593831,
            -645556,
            -711470
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3337,
    "evaluation_days": 1668.5,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1618099200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759923287345,
    "expiration_time": 1764206352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 55,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)