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Trade: UNI/USDT/240/VWAP/ALMA/2958

Strategy
UNI/USDT/240/VWAP/ALMA/2958
Pair
UNI_USDT
Interval
4h
Score
479647
Daily Profit
0.440673
Profit Factor
1.887050
Profitability
47.659574
Streak
0.000000
Best Strategy
Training Data Length
1842.170000
Evaluation Time
2025-10-03 07:43
Expiration Time
2025-11-27 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 811795.0311 786948.3983 24846.6328 241761.4649 221334.6781 20426.7868
Total P&L (%) 811.795 786.9484 24.8466 241.7615 221.3347 20.4268
Avg Daily Profit (%) 0.4407 0.4272 0.0135 0.0667 0.0634 0.0101
Buy And Hold Return (%) 135.5152 135.5152 135.5152 135.5152 135.5152 135.5152
Max Trade Drawdown -102610 -77118 -78496 -754720 -591472 -469895
Profit Factor 1.8871 2.7145 1.0545 1.0749 1.1285 1.0136
Total Trades 235 118 117 235 118 117
Winning Trades 112 55 57 112 55 57
Losing Trades 123 63 60 123 63 60
Profitability (%) 47.6596 46.6102 48.7179 47.6596 46.6102 48.7179
Ratio Avg Win / Avg Loss 2.0724 3.1093 1.11 1.1805 1.2927 1.0669
Largest Winning Trade 681451 681451 47538 202030 202030 155362
Largest Losing Trade -56152 -19980 -56152 -277221 -160886 -277221
Avg Bars in Trades 46 45 47 46 45 47
Avg Bars in Winners 54 53 56 54 53 56
Avg Bars in Losers 38 37 39 38 37 39
Bars Traded 10893 5321 5572 10893 5321 5572
Profit Streak 0 0 35.8636 0 0 35.8636
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 479647 460956 -500513 -249936 -198330 -550024
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11053,
    "evaluation_days": 1842.17,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1601870400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759466618006,
    "expiration_time": 1764224496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 109
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 41,
            "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": [
        [
            811795.0310807135,
            786948.3982726873,
            24846.6328080259,
            241761.4648746824,
            221334.6780649843,
            20426.786809698
        ],
        [
            811.795031,
            786.948398,
            24.846633,
            241.761465,
            221.334678,
            20.426787
        ],
        [
            0.440673,
            0.427186,
            0.013488,
            0.066734,
            0.063386,
            0.01009
        ],
        [
            135.515234,
            135.515234,
            135.515234,
            135.515234,
            135.515234,
            135.515234
        ],
        [
            -102610,
            -77118,
            -78496,
            -754720,
            -591472,
            -469895
        ],
        [
            1.88705,
            2.71446,
            1.05447,
            1.074934,
            1.128528,
            1.013579
        ],
        [
            235,
            118,
            117,
            235,
            118,
            117
        ],
        [
            112,
            55,
            57,
            112,
            55,
            57
        ],
        [
            123,
            63,
            60,
            123,
            63,
            60
        ],
        [
            47.659574,
            46.610169,
            48.717949,
            47.659574,
            46.610169,
            48.717949
        ],
        [
            2.072385,
            3.109291,
            1.109968,
            1.180508,
            1.292677,
            1.066926
        ],
        [
            681451,
            681451,
            47538,
            202030,
            202030,
            155362
        ],
        [
            -56152,
            -19980,
            -56152,
            -277221,
            -160886,
            -277221
        ],
        [
            46,
            45,
            47,
            46,
            45,
            47
        ],
        [
            54,
            53,
            56,
            54,
            53,
            56
        ],
        [
            38,
            37,
            39,
            38,
            37,
            39
        ],
        [
            10893,
            5321,
            5572,
            10893,
            5321,
            5572
        ],
        [
            0,
            0,
            35.863634,
            0,
            0,
            35.863634
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479647,
            460956,
            -500513,
            -249936,
            -198330,
            -550024
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11053,
    "evaluation_days": 1842.17,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1601870400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759466618006,
    "expiration_time": 1764224496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 109
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 41,
            "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)