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Trade: UNI/USDT/120/KCL/SINWMA/1906

Strategy
UNI/USDT/120/KCL/SINWMA/1906
Pair
UNI_USDT
Interval
2h
Score
318211
Daily Profit
0.507446
Profit Factor
2.665358
Profitability
31.578947
Streak
0.000000
Best Strategy
Training Data Length
1846.920000
Evaluation Time
2025-10-08 13:52
Expiration Time
2025-12-13 23:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 937212.017 973231.1262 -36019.1092 69974.3918 269533.4314 -199559.0396
Total P&L (%) 937.212 973.2311 -36.0191 69.9744 269.5334 -199.559
Avg Daily Profit (%) 0.5074 0.5269 -0.0195 0.0287 0.0708 0
Buy And Hold Return (%) 113.1811 113.1811 113.1811 113.1811 113.1811 113.1811
Max Trade Drawdown -202743 -172044 -56197 -1028382 -769186 -294733
Profit Factor 2.6654 3.2874 0.7377 1.0381 1.1941 0.5541
Total Trades 95 47 48 95 47 48
Winning Trades 30 13 17 30 13 17
Losing Trades 65 34 31 65 34 31
Profitability (%) 31.5789 27.6596 35.4167 31.5789 27.6596 35.4167
Ratio Avg Win / Avg Loss 5.7749 8.5979 1.3451 2.2492 3.1231 1.0104
Largest Winning Trade 984497 984497 13067 930641 930641 100645
Largest Losing Trade -32715 -32715 -13618 -368315 -368315 -66472
Avg Bars in Trades 226 414 43 226 414 43
Avg Bars in Winners 461 975 67 461 975 67
Avg Bars in Losers 118 199 30 118 199 30
Bars Traded 21560 19459 2101 21560 19459 2101
Profit Streak 0 183.8701 0 0 183.8701 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318211 -308 -584693 -504685 -126059 -584693
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22163,
    "evaluation_days": 1846.92,
    "actual_first_datapoint_time": 1600308000000,
    "first_datapoint_time": 1601827200000,
    "last_datapoint_time": 1759917600000,
    "evaluation_time": 1759920775400,
    "expiration_time": 1765662249600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 25,
            "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": [
        [
            937212.0170206325,
            973231.1262449685,
            -36019.1092243359,
            69974.3917777011,
            269533.4313654418,
            -199559.0395877407
        ],
        [
            937.212017,
            973.231126,
            -36.019109,
            69.974392,
            269.533431,
            -199.55904
        ],
        [
            0.507446,
            0.526948,
            -0.019502,
            0.028726,
            0.070795,
            0
        ],
        [
            113.181139,
            113.181139,
            113.181139,
            113.181139,
            113.181139,
            113.181139
        ],
        [
            -202743,
            -172044,
            -56197,
            -1028382,
            -769186,
            -294733
        ],
        [
            2.665358,
            3.287425,
            0.737659,
            1.038113,
            1.194128,
            0.554097
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            65,
            34,
            31,
            65,
            34,
            31
        ],
        [
            31.578947,
            27.659574,
            35.416667,
            31.578947,
            27.659574,
            35.416667
        ],
        [
            5.774941,
            8.59788,
            1.345143,
            2.249245,
            3.123103,
            1.010411
        ],
        [
            984497,
            984497,
            13067,
            930641,
            930641,
            100645
        ],
        [
            -32715,
            -32715,
            -13618,
            -368315,
            -368315,
            -66472
        ],
        [
            226,
            414,
            43,
            226,
            414,
            43
        ],
        [
            461,
            975,
            67,
            461,
            975,
            67
        ],
        [
            118,
            199,
            30,
            118,
            199,
            30
        ],
        [
            21560,
            19459,
            2101,
            21560,
            19459,
            2101
        ],
        [
            0,
            183.870086,
            0,
            0,
            183.870086,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318211,
            -308,
            -584693,
            -504685,
            -126059,
            -584693
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22163,
    "evaluation_days": 1846.92,
    "actual_first_datapoint_time": 1600308000000,
    "first_datapoint_time": 1601827200000,
    "last_datapoint_time": 1759917600000,
    "evaluation_time": 1759920775400,
    "expiration_time": 1765662249600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 25,
            "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)