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Trade: UNI/USDT/720/VWMA/SUPERTREND/5366

Strategy
UNI/USDT/720/VWMA/SUPERTREND/5366
Pair
UNI_USDT
Interval
12h
Score
314020
Daily Profit
0.267094
Profit Factor
2.412426
Profitability
44.444444
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 414371.5414 491719.8705 -77348.3291 -73737.8921 -156446.2006 82708.3085
Total P&L (%) 414.3715 491.7199 -77.3483 -73.7379 -156.4462 82.7083
Avg Daily Profit (%) 0.2251 0.2671 -0.042 -0.0726 0 0.0327
Buy And Hold Return (%) 114.8887 114.8887 114.8887 114.8887 114.8887 114.8887
Max Trade Drawdown -284704 -136262 -164267 -983620 -746593 -249402
Profit Factor 1.5706 2.4124 0.7954 0.9533 0.8472 1.1491
Total Trades 89 45 44 89 45 44
Winning Trades 36 20 16 36 20 16
Losing Trades 53 25 28 53 25 28
Profitability (%) 40.4494 44.4444 36.3636 40.4494 44.4444 36.3636
Ratio Avg Win / Avg Loss 2.3123 3.0155 1.392 1.4035 1.059 2.0108
Largest Winning Trade 531248 531248 33996 418528 418528 240157
Largest Losing Trade -66064 -40706 -66064 -340440 -340440 -63017
Avg Bars in Trades 38 49 27 38 49 27
Avg Bars in Winners 58 67 47 58 67 47
Avg Bars in Losers 25 35 16 25 35 16
Bars Traded 3451 2239 1212 3451 2239 1212
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 166886 314020 -584078 -582587 -581205 -375352
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3682,
    "evaluation_days": 1841,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1606780800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759338128115,
    "expiration_time": 1764091872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 239,
            "offset": 0,
            "multiplier": 4.33836
        }
    }
}
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": [
        [
            414371.5414042583,
            491719.8705109407,
            -77348.3291066823,
            -73737.8921025322,
            -156446.2006063837,
            82708.3085038515
        ],
        [
            414.371541,
            491.719871,
            -77.348329,
            -73.737892,
            -156.446201,
            82.708309
        ],
        [
            0.22508,
            0.267094,
            -0.042014,
            -0.0726,
            0,
            0.032744
        ],
        [
            114.888657,
            114.888657,
            114.888657,
            114.888657,
            114.888657,
            114.888657
        ],
        [
            -284704,
            -136262,
            -164267,
            -983620,
            -746593,
            -249402
        ],
        [
            1.570599,
            2.412426,
            0.79541,
            0.953293,
            0.847197,
            1.149051
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            40.449438,
            44.444444,
            36.363636,
            40.449438,
            44.444444,
            36.363636
        ],
        [
            2.312271,
            3.015533,
            1.391968,
            1.40346,
            1.058997,
            2.01084
        ],
        [
            531248,
            531248,
            33996,
            418528,
            418528,
            240157
        ],
        [
            -66064,
            -40706,
            -66064,
            -340440,
            -340440,
            -63017
        ],
        [
            38,
            49,
            27,
            38,
            49,
            27
        ],
        [
            58,
            67,
            47,
            58,
            67,
            47
        ],
        [
            25,
            35,
            16,
            25,
            35,
            16
        ],
        [
            3451,
            2239,
            1212,
            3451,
            2239,
            1212
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            166886,
            314020,
            -584078,
            -582587,
            -581205,
            -375352
        ]
    ]
}
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": 1606780800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759338128115,
    "expiration_time": 1764091872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 239,
            "offset": 0,
            "multiplier": 4.33836
        }
    }
}

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)