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Trade: UNI/USDT/720/SMA/VWMA/2230

Strategy
UNI/USDT/720/SMA/VWMA/2230
Pair
UNI_USDT
Interval
12h
Score
492680
Daily Profit
0.369004
Profit Factor
4.682903
Profitability
44.827586
Streak
443.125108
Best Strategy
Training Data Length
1842.500000
Evaluation Time
2025-10-03 06:00
Expiration Time
2025-11-27 08:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 745846.6919 679890.1633 65956.5285 995445.8267 674299.2491 321146.5776
Total P&L (%) 745.8467 679.8902 65.9565 995.4458 674.2992 321.1466
Avg Daily Profit (%) 0.4048 0.369 0.0358 0.13 0.1111 0.0781
Buy And Hold Return (%) 193.1541 193.1541 193.1541 193.1541 193.1541 193.1541
Max Trade Drawdown -208138 -161419 -56749 -1098767 -860355 -310908
Profit Factor 3.304 4.6829 1.4741 1.67 1.7338 1.5666
Total Trades 57 29 28 57 29 28
Winning Trades 26 13 13 26 13 13
Losing Trades 31 16 15 31 16 15
Profitability (%) 45.614 44.8276 46.4286 45.614 44.8276 46.4286
Ratio Avg Win / Avg Loss 3.9394 5.7636 1.7009 1.9912 2.134 1.8076
Largest Winning Trade 590993 590993 46981 568351 568351 254524
Largest Losing Trade -37613 -37613 -22569 -290334 -290334 -207062
Avg Bars in Trades 61 69 53 61 69 53
Avg Bars in Winners 91 108 74 91 108 74
Avg Bars in Losers 36 38 35 36 38 35
Bars Traded 3524 2016 1508 3524 2016 1508
Profit Streak 369.6251 443.1251 369.6251 369.6251 443.1251 369.6251
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166065 492680 -330075 -196944 -44289 -116512
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3685,
    "evaluation_days": 1842.5,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1603756800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759460409339,
    "expiration_time": 1764225360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "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": [
        [
            745846.6918547181,
            679890.1633085876,
            65956.5285461304,
            995445.8267127592,
            674299.249126555,
            321146.577586204
        ],
        [
            745.846692,
            679.890163,
            65.956529,
            995.445827,
            674.299249,
            321.146578
        ],
        [
            0.404801,
            0.369004,
            0.035797,
            0.130003,
            0.111149,
            0.078066
        ],
        [
            193.154077,
            193.154077,
            193.154077,
            193.154077,
            193.154077,
            193.154077
        ],
        [
            -208138,
            -161419,
            -56749,
            -1098767,
            -860355,
            -310908
        ],
        [
            3.303975,
            4.682903,
            1.474117,
            1.670039,
            1.733847,
            1.566598
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            45.614035,
            44.827586,
            46.428571,
            45.614035,
            44.827586,
            46.428571
        ],
        [
            3.939355,
            5.763574,
            1.700904,
            1.991201,
            2.133966,
            1.807613
        ],
        [
            590993,
            590993,
            46981,
            568351,
            568351,
            254524
        ],
        [
            -37613,
            -37613,
            -22569,
            -290334,
            -290334,
            -207062
        ],
        [
            61,
            69,
            53,
            61,
            69,
            53
        ],
        [
            91,
            108,
            74,
            91,
            108,
            74
        ],
        [
            36,
            38,
            35,
            36,
            38,
            35
        ],
        [
            3524,
            2016,
            1508,
            3524,
            2016,
            1508
        ],
        [
            369.625108,
            443.125108,
            369.625108,
            369.625108,
            443.125108,
            369.625108
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166065,
            492680,
            -330075,
            -196944,
            -44289,
            -116512
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3685,
    "evaluation_days": 1842.5,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1603756800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759460409339,
    "expiration_time": 1764225360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "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)