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Trade: UNI/USDT/360/VWMA/VWAP/9272

Strategy
UNI/USDT/360/VWMA/VWAP/9272
Pair
UNI_USDT
Interval
6h
Score
534338
Daily Profit
0.343051
Profit Factor
3.021305
Profitability
58.426966
Streak
0.000000
Best Strategy
Training Data Length
1833.750000
Evaluation Time
2025-09-27 00:44
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 637986.5685 629068.9345 8917.6341 -368292.5836 273784.5893 -642077.1729
Total P&L (%) 637.9866 629.0689 8.9176 -368.2926 273.7846 -642.0772
Avg Daily Profit (%) 0.3479 0.3431 0.0049 0 0.0719 0
Buy And Hold Return (%) 113.2925 113.2925 113.2925 113.2925 113.2925 113.2925
Max Trade Drawdown -219156 -83501 -169485 -1346475 -606193 -901790
Profit Factor 1.8906 3.0213 1.022 0.8649 1.2262 0.5766
Total Trades 177 89 88 177 89 88
Winning Trades 103 52 51 94 45 49
Losing Trades 74 37 37 83 44 39
Profitability (%) 58.1921 58.427 57.9545 53.1073 50.5618 55.6818
Ratio Avg Win / Avg Loss 1.3583 2.1498 0.7415 0.7637 1.199 0.4589
Largest Winning Trade 483830 483830 54696 563376 563376 161232
Largest Losing Trade -122164 -45565 -122164 -552116 -480809 -552116
Avg Bars in Trades 39 35 43 39 35 43
Avg Bars in Winners 38 28 48 39 38 41
Avg Bars in Losers 40 44 36 38 32 46
Bars Traded 6985 3151 3834 6985 3151 3834
Profit Streak 0 0 72.4057 70.1557 70.6557 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 462833 534338 -548810 -578890 -101066 -580360

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": 1605484800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758923050460,
    "expiration_time": 1763468280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 42
        }
    }
}
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": [
        [
            637986.5685450137,
            629068.9344657713,
            8917.6340792422,
            -368292.5835595798,
            273784.589294196,
            -642077.1728537758
        ],
        [
            637.986569,
            629.068934,
            8.917634,
            -368.292584,
            273.784589,
            -642.077173
        ],
        [
            0.347914,
            0.343051,
            0.004863,
            0,
            0.071928,
            0
        ],
        [
            113.292482,
            113.292482,
            113.292482,
            113.292482,
            113.292482,
            113.292482
        ],
        [
            -219156,
            -83501,
            -169485,
            -1346475,
            -606193,
            -901790
        ],
        [
            1.890605,
            3.021305,
            1.022012,
            0.864931,
            1.226206,
            0.576569
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            103,
            52,
            51,
            94,
            45,
            49
        ],
        [
            74,
            37,
            37,
            83,
            44,
            39
        ],
        [
            58.19209,
            58.426966,
            57.954545,
            53.107345,
            50.561798,
            55.681818
        ],
        [
            1.358299,
            2.149775,
            0.741459,
            0.763716,
            1.198957,
            0.458902
        ],
        [
            483830,
            483830,
            54696,
            563376,
            563376,
            161232
        ],
        [
            -122164,
            -45565,
            -122164,
            -552116,
            -480809,
            -552116
        ],
        [
            39,
            35,
            43,
            39,
            35,
            43
        ],
        [
            38,
            28,
            48,
            39,
            38,
            41
        ],
        [
            40,
            44,
            36,
            38,
            32,
            46
        ],
        [
            6985,
            3151,
            3834,
            6985,
            3151,
            3834
        ],
        [
            0,
            0,
            72.405677,
            70.155677,
            70.655677,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            462833,
            534338,
            -548810,
            -578890,
            -101066,
            -580360
        ]
    ]
}
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": 1605484800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758923050460,
    "expiration_time": 1763468280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 42
        }
    }
}

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)