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Trade: UNI/USDT/720/VWAP/JMA/3250

Strategy
UNI/USDT/720/VWAP/JMA/3250
Pair
UNI_USDT
Interval
12h
Score
415254
Daily Profit
0.291190
Profit Factor
1.550098
Profitability
79.505300
Streak
13.843788
Best Strategy
Training Data Length
1834.000000
Evaluation Time
2025-09-26 23:15
Expiration Time
2025-11-18 14:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 534042.6443 453058.6414 80984.0029 -543208.1461 -703680.7604 160472.6143
Total P&L (%) 534.0426 453.0586 80.984 -543.2081 -703.6808 160.4726
Avg Daily Profit (%) 0.2912 0.247 0.0442 0 0 0.0522
Buy And Hold Return (%) 200.3983 200.3983 200.3983 200.3983 200.3983 200.3983
Max Trade Drawdown -119135 -70812 -162487 -1191105 -872558 -600391
Profit Factor 1.5501 2.1565 1.1399 0.8582 0.6532 1.089
Total Trades 283 141 142 283 141 142
Winning Trades 225 111 114 65 37 28
Losing Trades 58 30 28 218 104 114
Profitability (%) 79.5053 78.7234 80.2817 22.9682 26.2411 19.7183
Ratio Avg Win / Avg Loss 0.3996 0.5828 0.28 2.8784 1.8361 4.434
Largest Winning Trade 57341 57341 23211 706957 246933 706957
Largest Losing Trade -110809 -48401 -110809 -327328 -327328 -161180
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 8 7 8 26 27 24
Avg Bars in Losers 29 31 27 8 7 9
Bars Traded 3544 1808 1736 3544 1808 1736
Profit Streak 13.8438 0 65.3438 0 34.3438 0
Trades During Streak 1 0 4 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415254 298642 -362330 -615011 -601705 -463428

Evaluation Data

{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3668,
    "evaluation_days": 1834,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1603713600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758917703289,
    "expiration_time": 1763468928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 80,
            "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": [
        [
            534042.6442850807,
            453058.6413799875,
            80984.0029050932,
            -543208.1460569305,
            -703680.7603761215,
            160472.6143191908
        ],
        [
            534.042644,
            453.058641,
            80.984003,
            -543.208146,
            -703.68076,
            160.472614
        ],
        [
            0.29119,
            0.247033,
            0.044157,
            0,
            0,
            0.052213
        ],
        [
            200.398318,
            200.398318,
            200.398318,
            200.398318,
            200.398318,
            200.398318
        ],
        [
            -119135,
            -70812,
            -162487,
            -1191105,
            -872558,
            -600391
        ],
        [
            1.550098,
            2.156499,
            1.139853,
            0.858224,
            0.653235,
            1.089044
        ],
        [
            283,
            141,
            142,
            283,
            141,
            142
        ],
        [
            225,
            111,
            114,
            65,
            37,
            28
        ],
        [
            58,
            30,
            28,
            218,
            104,
            114
        ],
        [
            79.5053,
            78.723404,
            80.28169,
            22.968198,
            26.241135,
            19.71831
        ],
        [
            0.399581,
            0.582838,
            0.279964,
            2.878351,
            1.836121,
            4.433964
        ],
        [
            57341,
            57341,
            23211,
            706957,
            246933,
            706957
        ],
        [
            -110809,
            -48401,
            -110809,
            -327328,
            -327328,
            -161180
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            8,
            7,
            8,
            26,
            27,
            24
        ],
        [
            29,
            31,
            27,
            8,
            7,
            9
        ],
        [
            3544,
            1808,
            1736,
            3544,
            1808,
            1736
        ],
        [
            13.843788,
            0,
            65.343788,
            0,
            34.343788,
            0
        ],
        [
            1,
            0,
            4,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415254,
            298642,
            -362330,
            -615011,
            -601705,
            -463428
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3668,
    "evaluation_days": 1834,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1603713600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758917703289,
    "expiration_time": 1763468928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 80,
            "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)