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Trade: UNI/USDT/120/SWMA/VWMA/4260

Strategy
UNI/USDT/120/SWMA/VWMA/4260
Pair
UNI_USDT
Interval
2h
Score
313223
Daily Profit
0.342835
Profit Factor
4.169620
Profitability
34.375000
Streak
118.229422
Best Strategy
Training Data Length
1841.920000
Evaluation Time
2025-10-03 14:30
Expiration Time
2025-12-08 19:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 633217.7352 631474.9673 1742.7679 220512.7621 326946.0425 -106433.2804
Total P&L (%) 633.2177 631.475 1.7428 220.5128 326.946 -106.4333
Avg Daily Profit (%) 0.3438 0.3428 0.0009 0.0633 0.0788 0
Buy And Hold Return (%) 176.2702 176.2702 176.2702 176.2702 176.2702 176.2702
Max Trade Drawdown -107790 -75807 -56634 -264972 -159206 -253355
Profit Factor 2.3305 4.1696 1.0063 1.1851 1.7305 0.8569
Total Trades 63 32 31 63 32 31
Winning Trades 21 11 10 21 11 10
Losing Trades 42 21 21 42 21 21
Profitability (%) 33.3333 34.375 32.2581 33.3333 34.375 32.2581
Ratio Avg Win / Avg Loss 4.6609 7.9602 2.1132 2.3702 3.3037 1.7994
Largest Winning Trade 564615 564615 57127 253911 253911 190375
Largest Losing Trade -30696 -30696 -27636 -111315 -67057 -111315
Avg Bars in Trades 333 330 336 333 330 336
Avg Bars in Winners 651 606 701 651 606 701
Avg Bars in Losers 174 185 162 174 185 162
Bars Traded 21006 10576 10430 21006 10576 10430
Profit Streak 85.3961 118.2294 0 85.3961 118.2294 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 -146080 313223 -576750 -369137 -97421 -584939
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22103,
    "evaluation_days": 1841.92,
    "actual_first_datapoint_time": 1600308000000,
    "first_datapoint_time": 1603274400000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759491022028,
    "expiration_time": 1765214697600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 213,
            "offset": 200
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 102,
            "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": [
        [
            633217.7352317104,
            631474.9673146527,
            1742.7679170577,
            220512.7620822247,
            326946.0425307638,
            -106433.2804485391
        ],
        [
            633.217735,
            631.474967,
            1.742768,
            220.512762,
            326.946043,
            -106.43328
        ],
        [
            0.343781,
            0.342835,
            0.000946,
            0.063256,
            0.078834,
            0
        ],
        [
            176.270218,
            176.270218,
            176.270218,
            176.270218,
            176.270218,
            176.270218
        ],
        [
            -107790,
            -75807,
            -56634,
            -264972,
            -159206,
            -253355
        ],
        [
            2.33047,
            4.16962,
            1.006298,
            1.185123,
            1.730484,
            0.856867
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            21,
            11,
            10,
            21,
            11,
            10
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            33.333333,
            34.375,
            32.258065,
            33.333333,
            34.375,
            32.258065
        ],
        [
            4.66094,
            7.960183,
            2.113226,
            2.370245,
            3.303652,
            1.799421
        ],
        [
            564615,
            564615,
            57127,
            253911,
            253911,
            190375
        ],
        [
            -30696,
            -30696,
            -27636,
            -111315,
            -67057,
            -111315
        ],
        [
            333,
            330,
            336,
            333,
            330,
            336
        ],
        [
            651,
            606,
            701,
            651,
            606,
            701
        ],
        [
            174,
            185,
            162,
            174,
            185,
            162
        ],
        [
            21006,
            10576,
            10430,
            21006,
            10576,
            10430
        ],
        [
            85.396088,
            118.229422,
            0,
            85.396088,
            118.229422,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146080,
            313223,
            -576750,
            -369137,
            -97421,
            -584939
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22103,
    "evaluation_days": 1841.92,
    "actual_first_datapoint_time": 1600308000000,
    "first_datapoint_time": 1603274400000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759491022028,
    "expiration_time": 1765214697600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 213,
            "offset": 200
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 102,
            "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)