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Trade: UNI/USDT/720/SSF/SINWMA/8350

Strategy
UNI/USDT/720/SSF/SINWMA/8350
Pair
UNI_USDT
Interval
12h
Score
518133
Daily Profit
0.355544
Profit Factor
4.366286
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
1841.000000
Evaluation Time
2025-10-01 20:02
Expiration Time
2025-11-25 19:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 688155.155 654556.026 33599.1289 659913.1579 690177.7969 -30264.6389
Total P&L (%) 688.1552 654.556 33.5991 659.9132 690.1778 -30.2646
Avg Daily Profit (%) 0.3738 0.3555 0.0183 0.1102 0.1123 -0.0196
Buy And Hold Return (%) 86.8577 86.8577 86.8577 86.8577 86.8577 86.8577
Max Trade Drawdown -77943 -68761 -58066 -1003470 -441063 -638908
Profit Factor 2.425 4.3663 1.1165 1.2236 1.5661 0.9825
Total Trades 67 34 33 67 34 33
Winning Trades 29 15 14 29 15 14
Losing Trades 38 19 19 38 19 19
Profitability (%) 43.2836 44.1176 42.4242 43.2836 44.1176 42.4242
Ratio Avg Win / Avg Loss 3.1776 5.5306 1.5152 1.6033 1.9838 1.3334
Largest Winning Trade 478645 478645 53743 571923 388384 571923
Largest Losing Trade -44750 -23494 -44750 -548775 -219781 -548775
Avg Bars in Trades 52 51 53 52 51 53
Avg Bars in Winners 85 76 94 85 76 94
Avg Bars in Losers 26 31 22 26 31 22
Bars Traded 3496 1744 1752 3496 1744 1752
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -109745 518133 -428517 -168591 -42081 -582082
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3682,
    "evaluation_days": 1841,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1601337600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759338128617,
    "expiration_time": 1764091872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 25,
            "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": [
        [
            688155.1549609649,
            654556.0260176244,
            33599.1289433409,
            659913.1579349728,
            690177.7968522692,
            -30264.6389172966
        ],
        [
            688.155155,
            654.556026,
            33.599129,
            659.913158,
            690.177797,
            -30.264639
        ],
        [
            0.373794,
            0.355544,
            0.01825,
            0.11022,
            0.112344,
            -0.019578
        ],
        [
            86.857742,
            86.857742,
            86.857742,
            86.857742,
            86.857742,
            86.857742
        ],
        [
            -77943,
            -68761,
            -58066,
            -1003470,
            -441063,
            -638908
        ],
        [
            2.425001,
            4.366286,
            1.116473,
            1.223581,
            1.566149,
            0.982531
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            43.283582,
            44.117647,
            42.424242,
            43.283582,
            44.117647,
            42.424242
        ],
        [
            3.177588,
            5.530629,
            1.515214,
            1.603314,
            1.983789,
            1.333435
        ],
        [
            478645,
            478645,
            53743,
            571923,
            388384,
            571923
        ],
        [
            -44750,
            -23494,
            -44750,
            -548775,
            -219781,
            -548775
        ],
        [
            52,
            51,
            53,
            52,
            51,
            53
        ],
        [
            85,
            76,
            94,
            85,
            76,
            94
        ],
        [
            26,
            31,
            22,
            26,
            31,
            22
        ],
        [
            3496,
            1744,
            1752,
            3496,
            1744,
            1752
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -109745,
            518133,
            -428517,
            -168591,
            -42081,
            -582082
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3682,
    "evaluation_days": 1841,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1601337600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759338128617,
    "expiration_time": 1764091872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 25,
            "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)