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Trade: UNI/USDT/360/DCM/WMA/5900

Strategy
UNI/USDT/360/DCM/WMA/5900
Pair
UNI_USDT
Interval
6h
Score
302233
Daily Profit
0.325199
Profit Factor
3.947558
Profitability
50.000000
Streak
93.103874
Best Strategy
Training Data Length
1845.750000
Evaluation Time
2025-10-06 17:29
Expiration Time
2025-11-30 22:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 633112.4398 600236.0167 32876.4231 454288.7462 507698.315 -53409.5688
Total P&L (%) 633.1124 600.236 32.8764 454.2887 507.6983 -53.4096
Avg Daily Profit (%) 0.343 0.3252 0.0178 0.0928 0.0978 -0.0414
Buy And Hold Return (%) 334.158 334.158 334.158 334.158 334.158 334.158
Max Trade Drawdown -88674 -69321 -55061 -333518 -257655 -252417
Profit Factor 2.6148 3.9476 1.1745 1.2877 1.5966 0.9266
Total Trades 59 30 29 59 30 29
Winning Trades 28 15 13 28 15 13
Losing Trades 31 15 16 31 15 16
Profitability (%) 47.4576 50 44.8276 47.4576 50 44.8276
Ratio Avg Win / Avg Loss 2.895 3.9476 1.4455 1.4257 1.5966 1.1405
Largest Winning Trade 538679 538679 45639 424762 424762 183592
Largest Losing Trade -45862 -45862 -24331 -184590 -184590 -116743
Avg Bars in Trades 118 112 124 118 112 124
Avg Bars in Winners 173 161 187 173 161 187
Avg Bars in Losers 68 63 73 68 63 73
Bars Traded 6990 3382 3608 6990 3382 3608
Profit Streak 92.6039 93.1039 0 92.6039 93.1039 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -173273 302233 -365493 -302892 -68546 -581177
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7383,
    "evaluation_days": 1845.75,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1604512800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759760974746,
    "expiration_time": 1764536184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 38,
            "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": [
        [
            633112.4398486295,
            600236.0167310998,
            32876.4231175299,
            454288.7462363294,
            507698.3150392413,
            -53409.5688029121
        ],
        [
            633.11244,
            600.236017,
            32.876423,
            454.288746,
            507.698315,
            -53.409569
        ],
        [
            0.343011,
            0.325199,
            0.017812,
            0.092825,
            0.097813,
            -0.041372
        ],
        [
            334.157979,
            334.157979,
            334.157979,
            334.157979,
            334.157979,
            334.157979
        ],
        [
            -88674,
            -69321,
            -55061,
            -333518,
            -257655,
            -252417
        ],
        [
            2.614847,
            3.947558,
            1.174486,
            1.28772,
            1.596582,
            0.926626
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            47.457627,
            50,
            44.827586,
            47.457627,
            50,
            44.827586
        ],
        [
            2.895009,
            3.947558,
            1.445521,
            1.42569,
            1.596582,
            1.140463
        ],
        [
            538679,
            538679,
            45639,
            424762,
            424762,
            183592
        ],
        [
            -45862,
            -45862,
            -24331,
            -184590,
            -184590,
            -116743
        ],
        [
            118,
            112,
            124,
            118,
            112,
            124
        ],
        [
            173,
            161,
            187,
            173,
            161,
            187
        ],
        [
            68,
            63,
            73,
            68,
            63,
            73
        ],
        [
            6990,
            3382,
            3608,
            6990,
            3382,
            3608
        ],
        [
            92.603874,
            93.103874,
            0,
            92.603874,
            93.103874,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -173273,
            302233,
            -365493,
            -302892,
            -68546,
            -581177
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7383,
    "evaluation_days": 1845.75,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1604512800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759760974746,
    "expiration_time": 1764536184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 38,
            "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)