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Trade: UNI/USDT/1/KCU/VWAP/4222

Strategy
UNI/USDT/1/KCU/VWAP/4222
Pair
UNI_USDT
Interval
1m
Score
338955
Daily Profit
0.921657
Profit Factor
2.670525
Profitability
75.000000
Streak
15.109002
Best Strategy
Training Data Length
17.360000
Evaluation Time
2025-10-12 10:43
Expiration Time
2025-12-12 10:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 7925.6906 -9025.4397 16951.1303 7510.3206 -9754.7514 17265.072
Total P&L (%) 7.9257 -9.0254 16.9511 7.5103 -9.7548 17.2651
Avg Daily Profit (%) 0.4565 -0.5199 0.9764 0.418 -0.5895 0.9217
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -7737 -12495 -3138 -8238 -13391 -3354
Profit Factor 1.2758 0.5192 2.7019 1.2486 0.5092 2.6705
Total Trades 88 44 44 88 44 44
Winning Trades 53 20 33 53 20 33
Losing Trades 35 24 11 35 24 11
Profitability (%) 60.2273 45.4545 75 60.2273 45.4545 75
Ratio Avg Win / Avg Loss 0.8425 0.6231 0.9006 0.8245 0.6111 0.8902
Largest Winning Trade 5520 1440 5520 5426 1506 5426
Largest Losing Trade -5264 -5264 -2781 -5707 -5707 -2798
Avg Bars in Trades 272 228 315 272 228 315
Avg Bars in Winners 241 191 271 241 191 271
Avg Bars in Losers 318 259 447 318 259 447
Bars Traded 23943 10052 13891 23943 10052 13891
Profit Streak 14.1014 0 15.109 14.1014 0 15.109
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -157705 -584376 335315 -158201 -584376 338955
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "1m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 17.36,
    "actual_first_datapoint_time": 1757547660000,
    "first_datapoint_time": 1757553420000,
    "last_datapoint_time": 1759047600000,
    "evaluation_time": 1760255037792,
    "expiration_time": 1765527600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 97,
            "offset": 0,
            "scalar": 3
        }
    },
    "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": [
        [
            7925.6906363931,
            -9025.4396837749,
            16951.130320168,
            7510.3205824547,
            -9754.7514439924,
            17265.072026447
        ],
        [
            7.925691,
            -9.02544,
            16.95113,
            7.510321,
            -9.754751,
            17.265072
        ],
        [
            0.456549,
            -0.519899,
            0.976448,
            0.418018,
            -0.589495,
            0.921657
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -7737,
            -12495,
            -3138,
            -8238,
            -13391,
            -3354
        ],
        [
            1.275847,
            0.519216,
            2.701944,
            1.248592,
            0.509229,
            2.670525
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            53,
            20,
            33,
            53,
            20,
            33
        ],
        [
            35,
            24,
            11,
            35,
            24,
            11
        ],
        [
            60.227273,
            45.454545,
            75,
            60.227273,
            45.454545,
            75
        ],
        [
            0.84254,
            0.623059,
            0.900648,
            0.824542,
            0.611074,
            0.890175
        ],
        [
            5520,
            1440,
            5520,
            5426,
            1506,
            5426
        ],
        [
            -5264,
            -5264,
            -2781,
            -5707,
            -5707,
            -2798
        ],
        [
            272,
            228,
            315,
            272,
            228,
            315
        ],
        [
            241,
            191,
            271,
            241,
            191,
            271
        ],
        [
            318,
            259,
            447,
            318,
            259,
            447
        ],
        [
            23943,
            10052,
            13891,
            23943,
            10052,
            13891
        ],
        [
            14.101363,
            0,
            15.109002,
            14.101363,
            0,
            15.109002
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -157705,
            -584376,
            335315,
            -158201,
            -584376,
            338955
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "1m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 17.36,
    "actual_first_datapoint_time": 1757547660000,
    "first_datapoint_time": 1757553420000,
    "last_datapoint_time": 1759047600000,
    "evaluation_time": 1760255037792,
    "expiration_time": 1765527600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 97,
            "offset": 0,
            "scalar": 3
        }
    },
    "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)