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Trade: UNI/USDT/120/T3/VWAP/9920

Strategy
UNI/USDT/120/T3/VWAP/9920
Pair
UNI_USDT
Interval
2h
Score
311809
Daily Profit
0.227083
Profit Factor
1.785325
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1833.080000
Evaluation Time
2025-09-26 18:12
Expiration Time
2025-11-29 15:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 407752.1543 416260.6086 -8508.4544 164666.4885 582606.1822 -417939.6937
Total P&L (%) 407.7522 416.2606 -8.5085 164.6665 582.6062 -417.9397
Avg Daily Profit (%) 0.2224 0.2271 -0.0046 0.0531 0.1048 0
Buy And Hold Return (%) 132.4951 132.4951 132.4951 132.4951 132.4951 132.4951
Max Trade Drawdown -103068 -73859 -99486 -847661 -415208 -886060
Profit Factor 1.3454 1.7853 0.9869 1.0297 1.2346 0.8636
Total Trades 368 184 184 368 184 184
Winning Trades 175 92 83 175 92 83
Losing Trades 193 92 101 193 92 101
Profitability (%) 47.5543 50 45.1087 47.5543 50 45.1087
Ratio Avg Win / Avg Loss 1.4837 1.7853 1.201 1.1356 1.2346 1.0509
Largest Winning Trade 156777 156777 48781 267271 267271 236180
Largest Losing Trade -48141 -48141 -45218 -324460 -186743 -324460
Avg Bars in Trades 59 54 63 59 54 63
Avg Bars in Winners 71 61 81 71 61 81
Avg Bars in Losers 48 48 47 48 48 47
Bars Traded 21727 10104 11623 21727 10104 11623
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 219765 311809 -580605 -399126 -54383 -580605

Evaluation Data

{
    "trading_pair": "UNI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21997,
    "evaluation_days": 1833.08,
    "actual_first_datapoint_time": 1600308000000,
    "first_datapoint_time": 1601892000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758899545460,
    "expiration_time": 1764424022400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 221,
            "offset": 0,
            "a": 0.38798
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 110
        }
    }
}
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": [
        [
            407752.1542823892,
            416260.608642649,
            -8508.454360259,
            164666.4884881527,
            582606.1821882592,
            -417939.6937001065
        ],
        [
            407.752154,
            416.260609,
            -8.508454,
            164.666488,
            582.606182,
            -417.939694
        ],
        [
            0.222441,
            0.227083,
            -0.004642,
            0.053111,
            0.104837,
            0
        ],
        [
            132.495076,
            132.495076,
            132.495076,
            132.495076,
            132.495076,
            132.495076
        ],
        [
            -103068,
            -73859,
            -99486,
            -847661,
            -415208,
            -886060
        ],
        [
            1.345367,
            1.785325,
            0.986922,
            1.029687,
            1.234605,
            0.86357
        ],
        [
            368,
            184,
            184,
            368,
            184,
            184
        ],
        [
            175,
            92,
            83,
            175,
            92,
            83
        ],
        [
            193,
            92,
            101,
            193,
            92,
            101
        ],
        [
            47.554348,
            50,
            45.108696,
            47.554348,
            50,
            45.108696
        ],
        [
            1.483748,
            1.785325,
            1.200953,
            1.135598,
            1.234605,
            1.050851
        ],
        [
            156777,
            156777,
            48781,
            267271,
            267271,
            236180
        ],
        [
            -48141,
            -48141,
            -45218,
            -324460,
            -186743,
            -324460
        ],
        [
            59,
            54,
            63,
            59,
            54,
            63
        ],
        [
            71,
            61,
            81,
            71,
            61,
            81
        ],
        [
            48,
            48,
            47,
            48,
            48,
            47
        ],
        [
            21727,
            10104,
            11623,
            21727,
            10104,
            11623
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            219765,
            311809,
            -580605,
            -399126,
            -54383,
            -580605
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21997,
    "evaluation_days": 1833.08,
    "actual_first_datapoint_time": 1600308000000,
    "first_datapoint_time": 1601892000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758899545460,
    "expiration_time": 1764424022400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 221,
            "offset": 0,
            "a": 0.38798
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 110
        }
    }
}

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)