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Trade: UNI/USDT/360/VWMA/BBM/3772

Strategy
UNI/USDT/360/VWMA/BBM/3772
Pair
UNI_USDT
Interval
6h
Score
533804
Daily Profit
0.393961
Profit Factor
4.979102
Profitability
46.875000
Streak
85.595231
Best Strategy
Training Data Length
1833.750000
Evaluation Time
2025-09-26 05:17
Expiration Time
2025-11-18 14:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 755343.0368 722426.5067 32916.5301 565576.5187 646292.2829 -80715.7642
Total P&L (%) 755.343 722.4265 32.9165 565.5765 646.2923 -80.7158
Avg Daily Profit (%) 0.4119 0.394 0.018 0.1034 0.1097 -0.0897
Buy And Hold Return (%) 168.104 168.104 168.104 168.104 168.104 168.104
Max Trade Drawdown -97484 -65221 -69884 -330893 -228915 -201735
Profit Factor 2.7252 4.9791 1.1284 1.4627 2.2117 0.8828
Total Trades 63 32 31 63 32 31
Winning Trades 31 15 16 31 15 16
Losing Trades 32 17 15 32 17 15
Profitability (%) 49.2063 46.875 51.6129 49.2063 46.875 51.6129
Ratio Avg Win / Avg Loss 2.8131 5.643 1.0579 1.5099 2.5066 0.8277
Largest Winning Trade 617645 617645 61529 391105 391105 204844
Largest Losing Trade -46502 -40277 -46502 -147965 -147965 -107379
Avg Bars in Trades 110 97 124 110 97 124
Avg Bars in Winners 157 140 173 157 140 173
Avg Bars in Losers 65 59 72 65 59 72
Bars Traded 6980 3120 3860 6980 3120 3860
Profit Streak 79.3452 85.5952 0 79.3452 85.5952 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 -137485 533804 -413725 -205844 -45005 -580608

Evaluation Data

{
    "trading_pair": "UNI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7335,
    "evaluation_days": 1833.75,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1603497600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758853027948,
    "expiration_time": 1763468280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 60,
            "offset": 0,
            "std": 1.84111
        }
    }
}
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": [
        [
            755343.0367744575,
            722426.5067214923,
            32916.5300529651,
            565576.5187438714,
            646292.2829478575,
            -80715.7642039862
        ],
        [
            755.343037,
            722.426507,
            32.91653,
            565.576519,
            646.292283,
            -80.715764
        ],
        [
            0.411912,
            0.393961,
            0.01795,
            0.10342,
            0.109669,
            -0.089715
        ],
        [
            168.104016,
            168.104016,
            168.104016,
            168.104016,
            168.104016,
            168.104016
        ],
        [
            -97484,
            -65221,
            -69884,
            -330893,
            -228915,
            -201735
        ],
        [
            2.725171,
            4.979102,
            1.128439,
            1.46273,
            2.211704,
            0.882831
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            49.206349,
            46.875,
            51.612903,
            49.206349,
            46.875,
            51.612903
        ],
        [
            2.81308,
            5.642982,
            1.057912,
            1.509915,
            2.506597,
            0.827654
        ],
        [
            617645,
            617645,
            61529,
            391105,
            391105,
            204844
        ],
        [
            -46502,
            -40277,
            -46502,
            -147965,
            -147965,
            -107379
        ],
        [
            110,
            97,
            124,
            110,
            97,
            124
        ],
        [
            157,
            140,
            173,
            157,
            140,
            173
        ],
        [
            65,
            59,
            72,
            65,
            59,
            72
        ],
        [
            6980,
            3120,
            3860,
            6980,
            3120,
            3860
        ],
        [
            79.345231,
            85.595231,
            0,
            79.345231,
            85.595231,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -137485,
            533804,
            -413725,
            -205844,
            -45005,
            -580608
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7335,
    "evaluation_days": 1833.75,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1603497600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758853027948,
    "expiration_time": 1763468280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 60,
            "offset": 0,
            "std": 1.84111
        }
    }
}

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)