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Trade: UNI/USDT/360/VWMA/HILO/2741

Strategy
UNI/USDT/360/VWMA/HILO/2741
Pair
UNI_USDT
Interval
6h
Score
480807
Daily Profit
0.369420
Profit Factor
4.170903
Profitability
46.341463
Streak
96.020405
Best Strategy
Training Data Length
1833.750000
Evaluation Time
2025-09-28 09:29
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 693576.3581 677423.0468 16153.3113 319858.9059 262763.558 57095.3479
Total P&L (%) 693.5764 677.423 16.1533 319.8589 262.7636 57.0953
Avg Daily Profit (%) 0.3782 0.3694 0.0088 0.0783 0.0703 0.0246
Buy And Hold Return (%) 183.1172 183.1172 183.1172 183.1172 183.1172 183.1172
Max Trade Drawdown -86190 -86926 -58985 -361872 -359139 -272710
Profit Factor 2.5067 4.1709 1.0655 1.1883 1.3184 1.0654
Total Trades 81 41 40 81 41 40
Winning Trades 38 19 19 38 19 19
Losing Trades 43 22 21 43 22 21
Profitability (%) 46.9136 46.3415 47.5 46.9136 46.3415 47.5
Ratio Avg Win / Avg Loss 2.8365 4.8295 1.1776 1.3447 1.5266 1.1775
Largest Winning Trade 643701 643701 48377 295012 295012 206104
Largest Losing Trade -36757 -25822 -36757 -234470 -100967 -234470
Avg Bars in Trades 86 77 95 86 77 95
Avg Bars in Winners 131 109 153 131 109 153
Avg Bars in Losers 45 48 42 45 48 42
Bars Traded 6982 3160 3822 6982 3160 3822
Profit Streak 91.5204 96.0204 0 91.5204 96.0204 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 -4991 480807 -496285 -127298 -129060 -475278
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": 1604988000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759040963003,
    "expiration_time": 1763468280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            693576.3581282187,
            677423.0468117469,
            16153.3113164716,
            319858.9059498273,
            262763.5580126705,
            57095.3479371569
        ],
        [
            693.576358,
            677.423047,
            16.153311,
            319.858906,
            262.763558,
            57.095348
        ],
        [
            0.378228,
            0.36942,
            0.008809,
            0.078272,
            0.070295,
            0.024635
        ],
        [
            183.117244,
            183.117244,
            183.117244,
            183.117244,
            183.117244,
            183.117244
        ],
        [
            -86190,
            -86926,
            -58985,
            -361872,
            -359139,
            -272710
        ],
        [
            2.506662,
            4.170903,
            1.065477,
            1.188335,
            1.318419,
            1.065391
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            46.91358,
            46.341463,
            47.5,
            46.91358,
            46.341463,
            47.5
        ],
        [
            2.836485,
            4.829467,
            1.177632,
            1.344694,
            1.526591,
            1.177537
        ],
        [
            643701,
            643701,
            48377,
            295012,
            295012,
            206104
        ],
        [
            -36757,
            -25822,
            -36757,
            -234470,
            -100967,
            -234470
        ],
        [
            86,
            77,
            95,
            86,
            77,
            95
        ],
        [
            131,
            109,
            153,
            131,
            109,
            153
        ],
        [
            45,
            48,
            42,
            45,
            48,
            42
        ],
        [
            6982,
            3160,
            3822,
            6982,
            3160,
            3822
        ],
        [
            91.520405,
            96.020405,
            0,
            91.520405,
            96.020405,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -4991,
            480807,
            -496285,
            -127298,
            -129060,
            -475278
        ]
    ]
}
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": 1604988000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759040963003,
    "expiration_time": 1763468280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)