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Trade: UNI/USDT/5/JMA/SINWMA/3398

Strategy
UNI/USDT/5/JMA/SINWMA/3398
Pair
UNI_USDT
Interval
5m
Score
357295
Daily Profit
0.710434
Profit Factor
1.488787
Profitability
65.185185
Streak
1.765666
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-28 15:22
Expiration Time
2025-12-12 14:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 61672.8075 38688.0728 22984.7347 70928.3959 29736.4007 41191.9952
Total P&L (%) 61.6728 38.6881 22.9847 70.9284 29.7364 41.192
Avg Daily Profit (%) 0.7104 0.4457 0.2648 0.6194 0.3003 0.3982
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29699 -20192 -21974 -46761 -38641 -33504
Profit Factor 1.4888 1.5886 1.3803 1.3596 1.2641 1.4867
Total Trades 135 67 68 135 67 68
Winning Trades 88 45 43 88 45 43
Losing Trades 47 22 25 47 22 25
Profitability (%) 65.1852 67.1642 63.2353 65.1852 67.1642 63.2353
Ratio Avg Win / Avg Loss 0.7951 0.7766 0.8025 0.7261 0.618 0.8643
Largest Winning Trade 12820 12820 6197 12488 12488 7954
Largest Losing Trade -11889 -11200 -11889 -22235 -22235 -17120
Avg Bars in Trades 181 176 185 181 176 185
Avg Bars in Winners 113 106 120 113 106 120
Avg Bars in Losers 308 318 299 308 318 299
Bars Traded 24455 11812 12643 24455 11812 12643
Profit Streak 1.7657 1.7657 9.8907 1.7657 1.7657 9.8907
Trades During Streak 5 2 8 5 2 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357295 -110687 -105486 320856 -114708 -100913
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751562300000,
    "first_datapoint_time": 1751636100000,
    "last_datapoint_time": 1759062000000,
    "evaluation_time": 1759062153589,
    "expiration_time": 1765542000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 247,
            "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": [
        [
            61672.8074879311,
            38688.0727789744,
            22984.7347089567,
            70928.3959413178,
            29736.4006951128,
            41191.995246205
        ],
        [
            61.672807,
            38.688073,
            22.984735,
            70.928396,
            29.736401,
            41.191995
        ],
        [
            0.710434,
            0.445664,
            0.264771,
            0.619437,
            0.30034,
            0.398153
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29699,
            -20192,
            -21974,
            -46761,
            -38641,
            -33504
        ],
        [
            1.488787,
            1.588574,
            1.380268,
            1.359584,
            1.264064,
            1.486672
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            88,
            45,
            43,
            88,
            45,
            43
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            65.185185,
            67.164179,
            63.235294,
            65.185185,
            67.164179,
            63.235294
        ],
        [
            0.795147,
            0.776636,
            0.802482,
            0.726142,
            0.617987,
            0.864344
        ],
        [
            12820,
            12820,
            6197,
            12488,
            12488,
            7954
        ],
        [
            -11889,
            -11200,
            -11889,
            -22235,
            -22235,
            -17120
        ],
        [
            181,
            176,
            185,
            181,
            176,
            185
        ],
        [
            113,
            106,
            120,
            113,
            106,
            120
        ],
        [
            308,
            318,
            299,
            308,
            318,
            299
        ],
        [
            24455,
            11812,
            12643,
            24455,
            11812,
            12643
        ],
        [
            1.765666,
            1.765666,
            9.890666,
            1.765666,
            1.765667,
            9.890667
        ],
        [
            5,
            2,
            8,
            5,
            2,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357295,
            -110687,
            -105486,
            320856,
            -114708,
            -100913
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751562300000,
    "first_datapoint_time": 1751636100000,
    "last_datapoint_time": 1759062000000,
    "evaluation_time": 1759062153589,
    "expiration_time": 1765542000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 247,
            "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)