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Trade: UNI/USDT/480/PWMA/VWAP/9460

Strategy
UNI/USDT/480/PWMA/VWAP/9460
Pair
UNI_USDT
Interval
8h
Score
317309
Daily Profit
0.494672
Profit Factor
3.020359
Profitability
30.000000
Streak
0.000000
Best Strategy
Training Data Length
1838.000000
Evaluation Time
2025-09-29 03:05
Expiration Time
2025-11-22 21:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 909207.1046 840613.2743 68593.8303 1589338.3444 1473818.7111 115519.6333
Total P&L (%) 909.2071 840.6133 68.5938 1589.3383 1473.8187 115.5196
Avg Daily Profit (%) 0.4947 0.4574 0.0373 0.1539 0.1501 0.0418
Buy And Hold Return (%) 101.0407 101.0407 101.0407 101.0407 101.0407 101.0407
Max Trade Drawdown -67229 -76593 -44838 -551017 -295561 -658640
Profit Factor 3.0204 5.2151 1.2737 1.5874 2.3563 1.0713
Total Trades 100 50 50 100 50 50
Winning Trades 30 16 14 30 16 14
Losing Trades 70 34 36 70 34 36
Profitability (%) 30 32 28 30 32 28
Ratio Avg Win / Avg Loss 7.0475 11.082 3.2753 3.7039 5.0071 2.7549
Largest Winning Trade 703801 703801 58854 697541 697541 676855
Largest Losing Trade -29521 -13775 -29521 -339031 -186819 -339031
Avg Bars in Trades 51 50 52 51 50 52
Avg Bars in Winners 133 124 144 133 124 144
Avg Bars in Losers 16 16 17 16 16 17
Bars Traded 5178 2544 2634 5178 2544 2634
Profit Streak 0 0 37.6703 0 0 37.6703
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317309 -168865 -504170 111007 -174956 -595603
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5514,
    "evaluation_days": 1838,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605484800000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759104314762,
    "expiration_time": 1763839296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 181,
            "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": [
        [
            909207.1046320443,
            840613.2743476266,
            68593.8302844175,
            1589338.3444297973,
            1473818.7111370545,
            115519.633292743
        ],
        [
            909.207105,
            840.613274,
            68.59383,
            1589.338344,
            1473.818711,
            115.519633
        ],
        [
            0.494672,
            0.457352,
            0.03732,
            0.153923,
            0.150063,
            0.041787
        ],
        [
            101.040731,
            101.040731,
            101.040731,
            101.040731,
            101.040731,
            101.040731
        ],
        [
            -67229,
            -76593,
            -44838,
            -551017,
            -295561,
            -658640
        ],
        [
            3.020359,
            5.215067,
            1.273727,
            1.587372,
            2.356278,
            1.071345
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            70,
            34,
            36,
            70,
            34,
            36
        ],
        [
            30,
            32,
            28,
            30,
            32,
            28
        ],
        [
            7.047504,
            11.082018,
            3.275298,
            3.703869,
            5.007091,
            2.754886
        ],
        [
            703801,
            703801,
            58854,
            697541,
            697541,
            676855
        ],
        [
            -29521,
            -13775,
            -29521,
            -339031,
            -186819,
            -339031
        ],
        [
            51,
            50,
            52,
            51,
            50,
            52
        ],
        [
            133,
            124,
            144,
            133,
            124,
            144
        ],
        [
            16,
            16,
            17,
            16,
            16,
            17
        ],
        [
            5178,
            2544,
            2634,
            5178,
            2544,
            2634
        ],
        [
            0,
            0,
            37.67031,
            0,
            0,
            37.67031
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317309,
            -168865,
            -504170,
            111007,
            -174956,
            -595603
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5514,
    "evaluation_days": 1838,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605484800000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759104314762,
    "expiration_time": 1763839296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 181,
            "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)