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Trade: UNI/USDT/120/KCL/PWMA/4459

Strategy
UNI/USDT/120/KCL/PWMA/4459
Pair
UNI_USDT
Interval
2h
Score
570641
Daily Profit
0.401655
Profit Factor
3.061056
Profitability
48.275862
Streak
168.833251
Best Strategy
Training Data Length
1837.420000
Evaluation Time
2025-09-29 02:59
Expiration Time
2025-12-04 03:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 728068.0553 738009.5413 -9941.486 69914.2118 17618.032 52296.1798
Total P&L (%) 728.0681 738.0095 -9.9415 69.9142 17.618 52.2962
Avg Daily Profit (%) 0.3962 0.4017 -0.0054 0.0289 0.0088 0.0229
Buy And Hold Return (%) 61.9372 61.9372 61.9372 61.9372 61.9372 61.9372
Max Trade Drawdown -147965 -131317 -33910 -838819 -814527 -88796
Profit Factor 2.7653 3.0611 0.8171 1.0479 1.0131 1.4391
Total Trades 59 29 30 59 29 30
Winning Trades 26 14 12 26 14 12
Losing Trades 33 15 18 33 15 18
Profitability (%) 44.0678 48.2759 40 44.0678 48.2759 40
Ratio Avg Win / Avg Loss 3.5099 3.2797 1.2256 1.33 1.0855 2.1587
Largest Winning Trade 732753 732753 9507 778169 778169 77946
Largest Losing Trade -53206 -53206 -6834 -301192 -301192 -27689
Avg Bars in Trades 349 697 13 349 697 13
Avg Bars in Winners 358 657 10 358 657 10
Avg Bars in Losers 342 735 15 342 735 15
Bars Traded 20637 20240 397 20637 20240 397
Profit Streak 139.1666 168.8333 139.1666 139.1666 168.8333 139.1666
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -165853 570641 -582199 -628741 -552641 -329097
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22049,
    "evaluation_days": 1837.42,
    "actual_first_datapoint_time": 1600308000000,
    "first_datapoint_time": 1601229600000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759103992924,
    "expiration_time": 1764811900800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 129,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 106,
            "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": [
        [
            728068.0552950788,
            738009.5413436133,
            -9941.4860485345,
            69914.211795485,
            17618.0320130432,
            52296.1797824419
        ],
        [
            728.068055,
            738.009541,
            -9.941486,
            69.914212,
            17.618032,
            52.29618
        ],
        [
            0.396245,
            0.401655,
            -0.005411,
            0.028856,
            0.008832,
            0.022897
        ],
        [
            61.937224,
            61.937224,
            61.937224,
            61.937224,
            61.937224,
            61.937224
        ],
        [
            -147965,
            -131317,
            -33910,
            -838819,
            -814527,
            -88796
        ],
        [
            2.765345,
            3.061056,
            0.81708,
            1.047884,
            1.013138,
            1.439136
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            44.067797,
            48.275862,
            40,
            44.067797,
            48.275862,
            40
        ],
        [
            3.509861,
            3.279703,
            1.225621,
            1.330006,
            1.085505,
            2.158703
        ],
        [
            732753,
            732753,
            9507,
            778169,
            778169,
            77946
        ],
        [
            -53206,
            -53206,
            -6834,
            -301192,
            -301192,
            -27689
        ],
        [
            349,
            697,
            13,
            349,
            697,
            13
        ],
        [
            358,
            657,
            10,
            358,
            657,
            10
        ],
        [
            342,
            735,
            15,
            342,
            735,
            15
        ],
        [
            20637,
            20240,
            397,
            20637,
            20240,
            397
        ],
        [
            139.166585,
            168.833251,
            139.166585,
            139.166585,
            168.833251,
            139.166585
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -165853,
            570641,
            -582199,
            -628741,
            -552641,
            -329097
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22049,
    "evaluation_days": 1837.42,
    "actual_first_datapoint_time": 1600308000000,
    "first_datapoint_time": 1601229600000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759103992924,
    "expiration_time": 1764811900800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 129,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 106,
            "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)