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Trade: UNI/USDT/720/VWMA/BBL/4178

Strategy
UNI/USDT/720/VWMA/BBL/4178
Pair
UNI_USDT
Interval
12h
Score
370610
Daily Profit
0.365538
Profit Factor
3.476286
Profitability
34.883721
Streak
91.062758
Best Strategy
Training Data Length
1840.000000
Evaluation Time
2025-09-30 16:30
Expiration Time
2025-11-24 18:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 616830.9738 672590.5606 -55759.5868 738.4911 101142.0083 -100403.5172
Total P&L (%) 616.831 672.5906 -55.7596 0.7385 101.142 -100.4035
Avg Daily Profit (%) 0.3352 0.3655 -0.0303 0.0004 0.038 0
Buy And Hold Return (%) 129.9739 129.9739 129.9739 129.9739 129.9739 129.9739
Max Trade Drawdown -195906 -91725 -129631 -1041996 -635568 -606397
Profit Factor 2.1299 3.4763 0.7967 1.0003 1.0749 0.9029
Total Trades 85 43 42 85 43 42
Winning Trades 29 15 14 29 15 14
Losing Trades 56 28 28 56 28 28
Profitability (%) 34.1176 34.8837 33.3333 34.1176 34.8837 33.3333
Ratio Avg Win / Avg Loss 4.1129 6.4891 1.5935 1.9316 2.0065 1.8059
Largest Winning Trade 718795 718795 52903 635708 635708 290945
Largest Losing Trade -34073 -32368 -34073 -345244 -345244 -214529
Avg Bars in Trades 40 27 54 40 27 54
Avg Bars in Winners 78 45 113 78 45 113
Avg Bars in Losers 21 17 24 21 17 24
Bars Traded 3456 1179 2277 3456 1179 2277
Profit Streak 20.0628 91.0628 0 20.0628 91.0628 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 226481 370610 -584438 -582519 -449541 -584438
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3680,
    "evaluation_days": 1840,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1607428800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239022331,
    "expiration_time": 1764002880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 227,
            "offset": 0,
            "std": 1.9926
        }
    }
}
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": [
        [
            616830.9737715464,
            672590.5605706085,
            -55759.586799062,
            738.4911301386,
            101142.008314877,
            -100403.5171847384
        ],
        [
            616.830974,
            672.590561,
            -55.759587,
            0.738491,
            101.142008,
            -100.403517
        ],
        [
            0.335234,
            0.365538,
            -0.030304,
            0.0004,
            0.037988,
            0
        ],
        [
            129.973925,
            129.973925,
            129.973925,
            129.973925,
            129.973925,
            129.973925
        ],
        [
            -195906,
            -91725,
            -129631,
            -1041996,
            -635568,
            -606397
        ],
        [
            2.129881,
            3.476286,
            0.79673,
            1.00031,
            1.074908,
            0.902941
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            34.117647,
            34.883721,
            33.333333,
            34.117647,
            34.883721,
            33.333333
        ],
        [
            4.112875,
            6.489067,
            1.59346,
            1.931632,
            2.006494,
            1.805882
        ],
        [
            718795,
            718795,
            52903,
            635708,
            635708,
            290945
        ],
        [
            -34073,
            -32368,
            -34073,
            -345244,
            -345244,
            -214529
        ],
        [
            40,
            27,
            54,
            40,
            27,
            54
        ],
        [
            78,
            45,
            113,
            78,
            45,
            113
        ],
        [
            21,
            17,
            24,
            21,
            17,
            24
        ],
        [
            3456,
            1179,
            2277,
            3456,
            1179,
            2277
        ],
        [
            20.062758,
            91.062758,
            0,
            20.062758,
            91.062758,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            226481,
            370610,
            -584438,
            -582519,
            -449541,
            -584438
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3680,
    "evaluation_days": 1840,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1607428800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239022331,
    "expiration_time": 1764002880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 227,
            "offset": 0,
            "std": 1.9926
        }
    }
}

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)