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Trade: UNI/USDT/360/VWMA/DCM/5467

Strategy
UNI/USDT/360/VWMA/DCM/5467
Pair
UNI_USDT
Interval
6h
Score
520060
Daily Profit
0.400214
Profit Factor
5.427097
Profitability
41.379310
Streak
120.215225
Best Strategy
Training Data Length
1846.000000
Evaluation Time
2025-10-07 02:09
Expiration Time
2025-12-01 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 801678.5105 738795.5438 62882.9667 1032059.0092 768515.5115 263543.4977
Total P&L (%) 801.6785 738.7955 62.883 1032.059 768.5155 263.5435
Avg Daily Profit (%) 0.4343 0.4002 0.0341 0.1315 0.1172 0.0699
Buy And Hold Return (%) 132.9407 132.9407 132.9407 132.9407 132.9407 132.9407
Max Trade Drawdown -72897 -66921 -49556 -366695 -369723 -270416
Profit Factor 3.5267 5.4271 1.4181 1.7138 1.9963 1.3907
Total Trades 57 29 28 57 29 28
Winning Trades 23 12 11 23 12 11
Losing Trades 34 17 17 34 17 17
Profitability (%) 40.3509 41.3793 39.2857 40.3509 41.3793 39.2857
Ratio Avg Win / Avg Loss 5.2133 7.6884 2.1916 2.5335 2.8281 2.1493
Largest Winning Trade 659190 659190 51809 439509 439509 287410
Largest Losing Trade -29086 -26942 -29086 -154225 -147164 -154225
Avg Bars in Trades 122 114 130 122 114 130
Avg Bars in Winners 244 200 292 244 200 292
Avg Bars in Losers 39 54 25 39 54 25
Bars Traded 6981 3331 3650 6981 3331 3650
Profit Streak 119.4652 120.2152 119.4652 119.4652 120.2152 119.4652
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -165792 520060 -335906 -195656 -35637 -129460
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7384,
    "evaluation_days": 1846,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605528000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759792195477,
    "expiration_time": 1764558432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 17,
            "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": [
        [
            801678.5104692326,
            738795.5437750489,
            62882.9666941838,
            1032059.0091772291,
            768515.5115168324,
            263543.4976603966
        ],
        [
            801.67851,
            738.795544,
            62.882967,
            1032.059009,
            768.515512,
            263.543498
        ],
        [
            0.434279,
            0.400214,
            0.034064,
            0.131539,
            0.117166,
            0.069945
        ],
        [
            132.940653,
            132.940653,
            132.940653,
            132.940653,
            132.940653,
            132.940653
        ],
        [
            -72897,
            -66921,
            -49556,
            -366695,
            -369723,
            -270416
        ],
        [
            3.526676,
            5.427097,
            1.418089,
            1.713809,
            1.996341,
            1.390719
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            23,
            12,
            11,
            23,
            12,
            11
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            40.350877,
            41.37931,
            39.285714,
            40.350877,
            41.37931,
            39.285714
        ],
        [
            5.213347,
            7.688388,
            2.191593,
            2.533457,
            2.828149,
            2.149293
        ],
        [
            659190,
            659190,
            51809,
            439509,
            439509,
            287410
        ],
        [
            -29086,
            -26942,
            -29086,
            -154225,
            -147164,
            -154225
        ],
        [
            122,
            114,
            130,
            122,
            114,
            130
        ],
        [
            244,
            200,
            292,
            244,
            200,
            292
        ],
        [
            39,
            54,
            25,
            39,
            54,
            25
        ],
        [
            6981,
            3331,
            3650,
            6981,
            3331,
            3650
        ],
        [
            119.465225,
            120.215225,
            119.465225,
            119.465225,
            120.215225,
            119.465225
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -165792,
            520060,
            -335906,
            -195656,
            -35637,
            -129460
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7384,
    "evaluation_days": 1846,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605528000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759792195477,
    "expiration_time": 1764558432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 17,
            "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)