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Trade: UNI/USDT/240/VWMA/JMA/5716

Strategy
UNI/USDT/240/VWMA/JMA/5716
Pair
UNI_USDT
Interval
4h
Score
464487
Daily Profit
0.343511
Profit Factor
2.318618
Profitability
57.000000
Streak
0.000000
Best Strategy
Training Data Length
1839.170000
Evaluation Time
2025-09-30 05:36
Expiration Time
2025-11-24 06:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 650796.3094 631775.6531 19020.6563 240370.5788 584615.262 -344244.6832
Total P&L (%) 650.7963 631.7757 19.0207 240.3706 584.6153 -344.2447
Avg Daily Profit (%) 0.3539 0.3435 0.0103 0.0666 0.1047 0
Buy And Hold Return (%) 128.1865 128.1865 128.1865 128.1865 128.1865 128.1865
Max Trade Drawdown -174988 -99307 -100573 -823522 -447353 -500839
Profit Factor 1.634 2.3186 1.0348 1.0719 1.3712 0.8053
Total Trades 199 100 99 199 100 99
Winning Trades 116 57 59 116 57 59
Losing Trades 83 43 40 83 43 40
Profitability (%) 58.2915 57 59.596 58.2915 57 59.596
Ratio Avg Win / Avg Loss 1.1692 1.7491 0.7015 0.767 1.0344 0.546
Largest Winning Trade 460364 460364 37216 666016 666016 193876
Largest Losing Trade -49975 -32934 -49975 -181391 -159855 -181391
Avg Bars in Trades 53 47 59 53 47 59
Avg Bars in Winners 50 41 58 50 41 58
Avg Bars in Losers 57 55 60 57 55 60
Bars Traded 10653 4775 5878 10653 4775 5878
Profit Streak 0 0 46.2756 0 0 46.2756
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 438126 464487 -526821 -252688 -53441 -578836
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11035,
    "evaluation_days": 1839.17,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1602446400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759199815374,
    "expiration_time": 1763957520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 150,
            "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": [
        [
            650796.3094029281,
            631775.6531414666,
            19020.6562614622,
            240370.5788353315,
            584615.2620275577,
            -344244.6831922266
        ],
        [
            650.796309,
            631.775653,
            19.020656,
            240.370579,
            584.615262,
            -344.244683
        ],
        [
            0.353853,
            0.343511,
            0.010342,
            0.066621,
            0.10465,
            0
        ],
        [
            128.186522,
            128.186522,
            128.186522,
            128.186522,
            128.186522,
            128.186522
        ],
        [
            -174988,
            -99307,
            -100573,
            -823522,
            -447353,
            -500839
        ],
        [
            1.634007,
            2.318618,
            1.03475,
            1.071898,
            1.371219,
            0.805331
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            116,
            57,
            59,
            116,
            57,
            59
        ],
        [
            83,
            43,
            40,
            83,
            43,
            40
        ],
        [
            58.291457,
            57,
            59.59596,
            58.291457,
            57,
            59.59596
        ],
        [
            1.16916,
            1.749133,
            0.701525,
            0.766962,
            1.034429,
            0.545987
        ],
        [
            460364,
            460364,
            37216,
            666016,
            666016,
            193876
        ],
        [
            -49975,
            -32934,
            -49975,
            -181391,
            -159855,
            -181391
        ],
        [
            53,
            47,
            59,
            53,
            47,
            59
        ],
        [
            50,
            41,
            58,
            50,
            41,
            58
        ],
        [
            57,
            55,
            60,
            57,
            55,
            60
        ],
        [
            10653,
            4775,
            5878,
            10653,
            4775,
            5878
        ],
        [
            0,
            0,
            46.275641,
            0,
            0,
            46.275641
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            438126,
            464487,
            -526821,
            -252688,
            -53441,
            -578836
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11035,
    "evaluation_days": 1839.17,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1602446400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759199815374,
    "expiration_time": 1763957520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 150,
            "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)