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Trade: UNI/USDT/720/WMA/HILO/5063

Strategy
UNI/USDT/720/WMA/HILO/5063
Pair
UNI_USDT
Interval
12h
Score
424258
Daily Profit
0.262755
Profit Factor
4.861056
Profitability
45.161290
Streak
0.000000
Best Strategy
Training Data Length
1841.500000
Evaluation Time
2025-10-02 07:22
Expiration Time
2025-11-26 07:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 544978.248 483863.4581 61114.7899 1054955.3772 835703.3025 219252.0747
Total P&L (%) 544.9782 483.8635 61.1148 1054.9554 835.7033 219.2521
Avg Daily Profit (%) 0.2959 0.2628 0.0332 0.133 0.1215 0.0631
Buy And Hold Return (%) 118.358 118.358 118.358 118.358 118.358 118.358
Max Trade Drawdown -105335 -56645 -96263 -554245 -268874 -479770
Profit Factor 2.7446 4.8611 1.3267 1.7606 2.3911 1.2788
Total Trades 62 31 31 62 31 31
Winning Trades 30 14 16 30 14 16
Losing Trades 32 17 15 32 17 15
Profitability (%) 48.3871 45.1613 51.6129 48.3871 45.1613 51.6129
Ratio Avg Win / Avg Loss 2.9275 5.9027 1.2438 1.878 2.9035 1.1989
Largest Winning Trade 325226 325226 52913 454489 454489 247904
Largest Losing Trade -28514 -17409 -28514 -202345 -107994 -202345
Avg Bars in Trades 56 51 60 56 51 60
Avg Bars in Winners 77 79 76 77 79 76
Avg Bars in Losers 35 28 43 35 28 43
Bars Traded 3472 1604 1868 3472 1604 1868
Profit Streak 0 0 256.1825 0 0 256.1825
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146717 424258 -312946 -170911 -27752 -115509
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3683,
    "evaluation_days": 1841.5,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1607169600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759378967582,
    "expiration_time": 1764136368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            544978.2480082446,
            483863.4580751843,
            61114.7899330601,
            1054955.3771883377,
            835703.3025127985,
            219252.0746755392
        ],
        [
            544.978248,
            483.863458,
            61.11479,
            1054.955377,
            835.703303,
            219.252075
        ],
        [
            0.295943,
            0.262755,
            0.033188,
            0.13295,
            0.121503,
            0.063056
        ],
        [
            118.358039,
            118.358039,
            118.358039,
            118.358039,
            118.358039,
            118.358039
        ],
        [
            -105335,
            -56645,
            -96263,
            -554245,
            -268874,
            -479770
        ],
        [
            2.744565,
            4.861056,
            1.326699,
            1.760593,
            2.391135,
            1.278847
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            48.387097,
            45.16129,
            51.612903,
            48.387097,
            45.16129,
            51.612903
        ],
        [
            2.927536,
            5.90271,
            1.243781,
            1.877966,
            2.903521,
            1.198919
        ],
        [
            325226,
            325226,
            52913,
            454489,
            454489,
            247904
        ],
        [
            -28514,
            -17409,
            -28514,
            -202345,
            -107994,
            -202345
        ],
        [
            56,
            51,
            60,
            56,
            51,
            60
        ],
        [
            77,
            79,
            76,
            77,
            79,
            76
        ],
        [
            35,
            28,
            43,
            35,
            28,
            43
        ],
        [
            3472,
            1604,
            1868,
            3472,
            1604,
            1868
        ],
        [
            0,
            0,
            256.182495,
            0,
            0,
            256.182495
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146717,
            424258,
            -312946,
            -170911,
            -27752,
            -115509
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3683,
    "evaluation_days": 1841.5,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1607169600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759378967582,
    "expiration_time": 1764136368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)