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Trade: UNI/USDT/720/WMA/DCM/8136

Strategy
UNI/USDT/720/WMA/DCM/8136
Pair
UNI_USDT
Interval
12h
Score
464756
Daily Profit
0.544632
Profit Factor
5.034516
Profitability
31.428571
Streak
443.994010
Best Strategy
Training Data Length
1837.500000
Evaluation Time
2025-09-28 14:51
Expiration Time
2025-11-22 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1012138.8008 1000760.471 11378.3299 226386.7277 176007.6537 50379.074
Total P&L (%) 1012.1388 1000.7605 11.3783 226.3867 176.0077 50.3791
Avg Daily Profit (%) 0.5508 0.5446 0.0062 0.0644 0.0553 0.0222
Buy And Hold Return (%) 94.5408 94.5408 94.5408 94.5408 94.5408 94.5408
Max Trade Drawdown -219665 -191566 -78003 -996518 -885800 -331748
Profit Factor 3.3799 5.0345 1.0642 1.1426 1.1728 1.0886
Total Trades 69 35 34 69 35 34
Winning Trades 26 11 15 26 11 15
Losing Trades 43 24 19 43 24 19
Profitability (%) 37.6812 31.4286 44.1176 37.6812 31.4286 44.1176
Ratio Avg Win / Avg Loss 5.5899 10.9844 1.348 1.8897 2.5588 1.3788
Largest Winning Trade 1041020 1041020 50468 873578 873578 197500
Largest Losing Trade -30734 -30734 -26931 -309147 -309147 -223574
Avg Bars in Trades 51 52 49 51 52 49
Avg Bars in Winners 84 103 71 84 103 71
Avg Bars in Losers 30 29 33 30 29 33
Bars Traded 3537 1842 1695 3537 1842 1695
Profit Streak 80.994 443.994 0 80.994 443.994 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -93010 464756 -502540 -284265 -162177 -454392
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3675,
    "evaluation_days": 1837.5,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605268800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759060282465,
    "expiration_time": 1763780400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 49,
            "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": [
        [
            1012138.8008403892,
            1000760.4709641589,
            11378.3298762301,
            226386.7277122666,
            176007.6537444863,
            50379.0739677803
        ],
        [
            1012.138801,
            1000.760471,
            11.37833,
            226.386728,
            176.007654,
            50.379074
        ],
        [
            0.550824,
            0.544632,
            0.006192,
            0.064397,
            0.055267,
            0.022206
        ],
        [
            94.54084,
            94.54084,
            94.54084,
            94.54084,
            94.54084,
            94.54084
        ],
        [
            -219665,
            -191566,
            -78003,
            -996518,
            -885800,
            -331748
        ],
        [
            3.379917,
            5.034516,
            1.0642,
            1.142603,
            1.172782,
            1.08856
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            26,
            11,
            15,
            26,
            11,
            15
        ],
        [
            43,
            24,
            19,
            43,
            24,
            19
        ],
        [
            37.681159,
            31.428571,
            44.117647,
            37.681159,
            31.428571,
            44.117647
        ],
        [
            5.589863,
            10.984398,
            1.347986,
            1.889689,
            2.558798,
            1.378843
        ],
        [
            1041020,
            1041020,
            50468,
            873578,
            873578,
            197500
        ],
        [
            -30734,
            -30734,
            -26931,
            -309147,
            -309147,
            -223574
        ],
        [
            51,
            52,
            49,
            51,
            52,
            49
        ],
        [
            84,
            103,
            71,
            84,
            103,
            71
        ],
        [
            30,
            29,
            33,
            30,
            29,
            33
        ],
        [
            3537,
            1842,
            1695,
            3537,
            1842,
            1695
        ],
        [
            80.99401,
            443.99401,
            0,
            80.99401,
            443.99401,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -93010,
            464756,
            -502540,
            -284265,
            -162177,
            -454392
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3675,
    "evaluation_days": 1837.5,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605268800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759060282465,
    "expiration_time": 1763780400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 49,
            "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)