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Trade: UNI/USDT/360/SSF/SWMA/4312

Strategy
UNI/USDT/360/SSF/SWMA/4312
Pair
UNI_USDT
Interval
6h
Score
585087
Daily Profit
0.490319
Profit Factor
4.961963
Profitability
44.736842
Streak
0.000000
Best Strategy
Training Data Length
1839.250000
Evaluation Time
2025-09-30 04:09
Expiration Time
2025-11-24 06:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 989770.0199 901819.1353 87950.8846 1617287.8724 1476907.8581 140380.0143
Total P&L (%) 989.77 901.8191 87.9509 1617.2879 1476.9079 140.38
Avg Daily Profit (%) 0.5381 0.4903 0.0478 0.1547 0.1501 0.0477
Buy And Hold Return (%) 82.2535 82.2535 82.2535 82.2535 82.2535 82.2535
Max Trade Drawdown -74998 -44665 -66570 -2337430 -1499762 -1883497
Profit Factor 2.9445 4.962 1.3126 1.2041 1.4179 1.032
Total Trades 75 38 37 75 38 37
Winning Trades 37 17 20 37 17 20
Losing Trades 38 21 17 38 21 17
Profitability (%) 49.3333 44.7368 54.0541 49.3333 44.7368 54.0541
Ratio Avg Win / Avg Loss 3.0241 6.1295 1.1157 1.2366 1.7515 0.8772
Largest Winning Trade 742607 742607 46185 1167168 1167168 1092993
Largest Losing Trade -43323 -24139 -43323 -1219711 -646103 -1219711
Avg Bars in Trades 93 92 94 93 92 94
Avg Bars in Winners 136 143 130 136 143 130
Avg Bars in Losers 51 50 52 51 50 52
Bars Traded 6985 3499 3486 6985 3499 3486
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44986 585087 -272584 -54388 269730 -324547
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7357,
    "evaluation_days": 1839.25,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1601575200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759194571917,
    "expiration_time": 1763957736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 221,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 60,
            "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": [
        [
            989770.019881411,
            901819.1352553305,
            87950.8846260806,
            1617287.8724265066,
            1476907.858139559,
            140380.0142869473
        ],
        [
            989.77002,
            901.819135,
            87.950885,
            1617.287872,
            1476.907858,
            140.380014
        ],
        [
            0.538138,
            0.490319,
            0.047819,
            0.154711,
            0.150068,
            0.047697
        ],
        [
            82.253461,
            82.253461,
            82.253461,
            82.253461,
            82.253461,
            82.253461
        ],
        [
            -74998,
            -44665,
            -66570,
            -2337430,
            -1499762,
            -1883497
        ],
        [
            2.944472,
            4.961963,
            1.31255,
            1.204076,
            1.417874,
            1.031973
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            49.333333,
            44.736842,
            54.054054,
            49.333333,
            44.736842,
            54.054054
        ],
        [
            3.024052,
            6.129484,
            1.115667,
            1.236618,
            1.751492,
            0.877177
        ],
        [
            742607,
            742607,
            46185,
            1167168,
            1167168,
            1092993
        ],
        [
            -43323,
            -24139,
            -43323,
            -1219711,
            -646103,
            -1219711
        ],
        [
            93,
            92,
            94,
            93,
            92,
            94
        ],
        [
            136,
            143,
            130,
            136,
            143,
            130
        ],
        [
            51,
            50,
            52,
            51,
            50,
            52
        ],
        [
            6985,
            3499,
            3486,
            6985,
            3499,
            3486
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44986,
            585087,
            -272584,
            -54388,
            269730,
            -324547
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7357,
    "evaluation_days": 1839.25,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1601575200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759194571917,
    "expiration_time": 1763957736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 221,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 60,
            "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)