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Trade: UNI/USDT/3/SWMA/VWAP/6727

Strategy
UNI/USDT/3/SWMA/VWAP/6727
Pair
UNI_USDT
Interval
3m
Score
326432
Daily Profit
0.645107
Profit Factor
1.272711
Profitability
50.793651
Streak
4.784303
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-02 02:49
Expiration Time
2025-12-12 10:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 33597.1536 4471.5824 29125.5712 34403.3848 -446.049 34849.4337
Total P&L (%) 33.5972 4.4716 29.1256 34.4034 -0.446 34.8494
Avg Daily Profit (%) 0.6451 0.0859 0.5592 0.5693 -0.0086 0.5757
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -16951 -17096 -11908 -19681 -24206 -13503
Profit Factor 1.2727 1.0727 1.4722 1.236 0.994 1.4883
Total Trades 189 94 95 189 94 95
Winning Trades 96 48 48 96 48 48
Losing Trades 93 46 47 93 46 47
Profitability (%) 50.7937 51.0638 50.5263 50.7937 51.0638 50.5263
Ratio Avg Win / Avg Loss 1.2329 1.028 1.4416 1.1974 0.9526 1.4573
Largest Winning Trade 9225 7275 9225 12498 7390 12498
Largest Losing Trade -6343 -6343 -4738 -7077 -7077 -5565
Avg Bars in Trades 131 143 119 131 143 119
Avg Bars in Winners 161 167 155 161 167 155
Avg Bars in Losers 99 117 83 99 117 83
Bars Traded 24830 13445 11385 24830 13445 11385
Profit Streak 4.7843 4.7843 4.9926 4.7843 4.7843 4.9926
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326432 -385920 296345 297633 -582019 313271
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754576820000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759362563804,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            33597.1536336366,
            4471.5824177679,
            29125.5712158688,
            34403.3847862268,
            -446.0489500539,
            34849.4337362809
        ],
        [
            33.597154,
            4.471582,
            29.125571,
            34.403385,
            -0.446049,
            34.849434
        ],
        [
            0.645107,
            0.08586,
            0.559247,
            0.569348,
            -0.008583,
            0.575746
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -16951,
            -17096,
            -11908,
            -19681,
            -24206,
            -13503
        ],
        [
            1.272711,
            1.072684,
            1.472236,
            1.236038,
            0.994003,
            1.488295
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            50.793651,
            51.06383,
            50.526316,
            50.793651,
            51.06383,
            50.526316
        ],
        [
            1.232939,
            1.027989,
            1.441564,
            1.197412,
            0.952587,
            1.457289
        ],
        [
            9225,
            7275,
            9225,
            12498,
            7390,
            12498
        ],
        [
            -6343,
            -6343,
            -4738,
            -7077,
            -7077,
            -5565
        ],
        [
            131,
            143,
            119,
            131,
            143,
            119
        ],
        [
            161,
            167,
            155,
            161,
            167,
            155
        ],
        [
            99,
            117,
            83,
            99,
            117,
            83
        ],
        [
            24830,
            13445,
            11385,
            24830,
            13445,
            11385
        ],
        [
            4.784303,
            4.784303,
            4.992637,
            4.784303,
            4.784303,
            4.992637
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326432,
            -385920,
            296345,
            297633,
            -582019,
            313271
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754576820000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759362563804,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)