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Trade: UNI/USDT/720/VWMA/HILO/8745

Strategy
UNI/USDT/720/VWMA/HILO/8745
Pair
UNI_USDT
Interval
12h
Score
521449
Daily Profit
0.358745
Profit Factor
4.174232
Profitability
48.717949
Streak
97.882379
Best Strategy
Training Data Length
1843.000000
Evaluation Time
2025-10-04 00:10
Expiration Time
2025-11-27 20:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 719721.5973 661166.8253 58554.772 933893.6351 852684.105 81209.5301
Total P&L (%) 719.7216 661.1668 58.5548 933.8936 852.6841 81.2095
Avg Daily Profit (%) 0.3905 0.3587 0.0318 0.1268 0.1224 0.0323
Buy And Hold Return (%) 183.7736 183.7736 183.7736 183.7736 183.7736 183.7736
Max Trade Drawdown -89507 -62212 -82754 -357821 -147161 -257259
Profit Factor 2.593 4.1742 1.2405 1.6644 2.4362 1.1
Total Trades 77 39 38 77 39 38
Winning Trades 38 19 19 38 19 19
Losing Trades 39 20 19 39 20 19
Profitability (%) 49.3506 48.7179 50 49.3506 48.7179 50
Ratio Avg Win / Avg Loss 2.6612 4.3939 1.2405 1.7082 2.5645 1.1
Largest Winning Trade 522119 522119 60182 262299 262299 251821
Largest Losing Trade -45087 -39108 -45087 -190113 -88912 -190113
Avg Bars in Trades 45 39 51 45 39 51
Avg Bars in Winners 64 53 74 64 53 74
Avg Bars in Losers 26 24 28 26 24 28
Bars Traded 3483 1524 1960 3483 1524 1960
Profit Streak 91.8824 97.8824 0 91.8824 97.8824 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 -33657 521449 -316489 -67385 -25744 -426050
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3686,
    "evaluation_days": 1843,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1604707200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759525837537,
    "expiration_time": 1764269856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            719721.5973003758,
            661166.8252573975,
            58554.7720429784,
            933893.63509576,
            852684.1050148353,
            81209.5300809247
        ],
        [
            719.721597,
            661.166825,
            58.554772,
            933.893635,
            852.684105,
            81.20953
        ],
        [
            0.390516,
            0.358745,
            0.031771,
            0.126826,
            0.122382,
            0.032262
        ],
        [
            183.773559,
            183.773559,
            183.773559,
            183.773559,
            183.773559,
            183.773559
        ],
        [
            -89507,
            -62212,
            -82754,
            -357821,
            -147161,
            -257259
        ],
        [
            2.593007,
            4.174232,
            1.240463,
            1.664434,
            2.436248,
            1.100029
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            49.350649,
            48.717949,
            50,
            49.350649,
            48.717949,
            50
        ],
        [
            2.661244,
            4.393928,
            1.240463,
            1.708235,
            2.564472,
            1.100029
        ],
        [
            522119,
            522119,
            60182,
            262299,
            262299,
            251821
        ],
        [
            -45087,
            -39108,
            -45087,
            -190113,
            -88912,
            -190113
        ],
        [
            45,
            39,
            51,
            45,
            39,
            51
        ],
        [
            64,
            53,
            74,
            64,
            53,
            74
        ],
        [
            26,
            24,
            28,
            26,
            24,
            28
        ],
        [
            3483,
            1524,
            1960,
            3483,
            1524,
            1960
        ],
        [
            91.882379,
            97.882379,
            0,
            91.882379,
            97.882379,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -33657,
            521449,
            -316489,
            -67385,
            -25744,
            -426050
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3686,
    "evaluation_days": 1843,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1604707200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759525837537,
    "expiration_time": 1764269856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)