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Trade: UNI/USDT/720/VWAP/JMA/8257

Strategy
UNI/USDT/720/VWAP/JMA/8257
Pair
UNI_USDT
Interval
12h
Score
323139
Daily Profit
0.149224
Profit Factor
1.800918
Profitability
79.797980
Streak
129.773881
Best Strategy
Training Data Length
1840.500000
Evaluation Time
2025-10-01 09:34
Expiration Time
2025-11-25 07:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 67132.4264 274647.0377 -207514.6112 -69898.6947 56880.7176 -126779.4122
Total P&L (%) 67.1324 274.647 -207.5146 -69.8987 56.8807 -126.7794
Avg Daily Profit (%) 0.0365 0.1492 -0.1127 -0.0652 0.0245 0
Buy And Hold Return (%) 107.192 107.192 107.192 107.192 107.192 107.192
Max Trade Drawdown -249591 -62033 -269219 -1991482 -727192 -1733631
Profit Factor 1.0606 1.8009 0.7286 0.9839 1.0335 0.9522
Total Trades 198 99 99 198 99 99
Winning Trades 157 79 78 79 39 40
Losing Trades 41 20 21 119 60 59
Profitability (%) 79.2929 79.798 78.7879 39.899 39.3939 40.404
Ratio Avg Win / Avg Loss 0.277 0.4559 0.1962 1.4821 1.5899 1.4045
Largest Winning Trade 32221 32221 27278 1359460 748041 1359460
Largest Losing Trade -222203 -42287 -222203 -246206 -172107 -246206
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 8 8 9 20 19 21
Avg Bars in Losers 50 52 48 15 15 14
Bars Traded 3436 1697 1738 3436 1697 1738
Profit Streak 64.2739 129.7739 64.2739 64.2739 129.7739 64.2739
Trades During Streak 6 9 3 6 9 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -458800 323139 -575394 -580173 -511164 -581469
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3681,
    "evaluation_days": 1840.5,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1606046400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759300463316,
    "expiration_time": 1764047376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 134,
            "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": [
        [
            67132.4264454719,
            274647.037674817,
            -207514.6112293452,
            -69898.6946579646,
            56880.7175834544,
            -126779.4122414191
        ],
        [
            67.132426,
            274.647038,
            -207.514611,
            -69.898695,
            56.880718,
            -126.779412
        ],
        [
            0.036475,
            0.149224,
            -0.112749,
            -0.065211,
            0.02447,
            0
        ],
        [
            107.192014,
            107.192014,
            107.192014,
            107.192014,
            107.192014,
            107.192014
        ],
        [
            -249591,
            -62033,
            -269219,
            -1991482,
            -727192,
            -1733631
        ],
        [
            1.060619,
            1.800918,
            0.728576,
            0.983942,
            1.03345,
            0.952202
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            157,
            79,
            78,
            79,
            39,
            40
        ],
        [
            41,
            20,
            21,
            119,
            60,
            59
        ],
        [
            79.292929,
            79.79798,
            78.787879,
            39.89899,
            39.393939,
            40.40404
        ],
        [
            0.276977,
            0.455929,
            0.196155,
            1.48214,
            1.589923,
            1.404497
        ],
        [
            32221,
            32221,
            27278,
            1359460,
            748041,
            1359460
        ],
        [
            -222203,
            -42287,
            -222203,
            -246206,
            -172107,
            -246206
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            8,
            8,
            9,
            20,
            19,
            21
        ],
        [
            50,
            52,
            48,
            15,
            15,
            14
        ],
        [
            3436,
            1697,
            1738,
            3436,
            1697,
            1738
        ],
        [
            64.273881,
            129.773881,
            64.273881,
            64.273881,
            129.773881,
            64.273881
        ],
        [
            6,
            9,
            3,
            6,
            9,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -458800,
            323139,
            -575394,
            -580173,
            -511164,
            -581469
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3681,
    "evaluation_days": 1840.5,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1606046400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759300463316,
    "expiration_time": 1764047376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 134,
            "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)