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Trade: UNI/USDT/360/VWMA/BBM/4718

Strategy
UNI/USDT/360/VWMA/BBM/4718
Pair
UNI_USDT
Interval
6h
Score
529837
Daily Profit
0.429017
Profit Factor
4.892018
Profitability
45.945946
Streak
97.465223
Best Strategy
Training Data Length
1846.000000
Evaluation Time
2025-10-07 02:09
Expiration Time
2025-12-01 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 814176.6151 791964.4768 22212.1383 462100.7656 633771.1615 -171670.3959
Total P&L (%) 814.1766 791.9645 22.2121 462.1008 633.7712 -171.6704
Avg Daily Profit (%) 0.441 0.429 0.012 0.0936 0.108 0
Buy And Hold Return (%) 185.4516 185.4516 185.4516 185.4516 185.4516 185.4516
Max Trade Drawdown -87379 -70808 -57098 -383408 -283199 -264105
Profit Factor 2.717 4.892 1.0821 1.2477 1.8215 0.8431
Total Trades 73 37 36 73 37 36
Winning Trades 31 17 14 31 17 14
Losing Trades 42 20 22 42 20 22
Profitability (%) 42.4658 45.9459 38.8889 42.4658 45.9459 38.8889
Ratio Avg Win / Avg Loss 3.6811 5.7553 1.7004 1.6905 2.1429 1.3248
Largest Winning Trade 717949 717949 61120 498851 498851 267428
Largest Losing Trade -36391 -31843 -36391 -156136 -131257 -156136
Avg Bars in Trades 95 82 108 95 82 108
Avg Bars in Winners 152 106 207 152 106 207
Avg Bars in Losers 53 62 45 53 62 45
Bars Traded 6980 3070 3910 6980 3070 3910
Profit Streak 89.2152 97.4652 0 89.2152 97.4652 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -65242 529837 -476021 -149428 -48654 -583434
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7384,
    "evaluation_days": 1846,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1603303200000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759792195306,
    "expiration_time": 1764558432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 247,
            "offset": 0,
            "std": 3.9477
        }
    }
}
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": [
        [
            814176.615090849,
            791964.4767601497,
            22212.1383306995,
            462100.7656006886,
            633771.1615469187,
            -171670.3959462302
        ],
        [
            814.176615,
            791.964477,
            22.212138,
            462.100766,
            633.771162,
            -171.670396
        ],
        [
            0.441049,
            0.429017,
            0.012033,
            0.093571,
            0.108023,
            0
        ],
        [
            185.451636,
            185.451636,
            185.451636,
            185.451636,
            185.451636,
            185.451636
        ],
        [
            -87379,
            -70808,
            -57098,
            -383408,
            -283199,
            -264105
        ],
        [
            2.71699,
            4.892018,
            1.082053,
            1.247725,
            1.821465,
            0.843061
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            42.465753,
            45.945946,
            38.888889,
            42.465753,
            45.945946,
            38.888889
        ],
        [
            3.681084,
            5.755315,
            1.700369,
            1.690466,
            2.1429,
            1.32481
        ],
        [
            717949,
            717949,
            61120,
            498851,
            498851,
            267428
        ],
        [
            -36391,
            -31843,
            -36391,
            -156136,
            -131257,
            -156136
        ],
        [
            95,
            82,
            108,
            95,
            82,
            108
        ],
        [
            152,
            106,
            207,
            152,
            106,
            207
        ],
        [
            53,
            62,
            45,
            53,
            62,
            45
        ],
        [
            6980,
            3070,
            3910,
            6980,
            3070,
            3910
        ],
        [
            89.215223,
            97.465223,
            0,
            89.215223,
            97.465223,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -65242,
            529837,
            -476021,
            -149428,
            -48654,
            -583434
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7384,
    "evaluation_days": 1846,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1603303200000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759792195306,
    "expiration_time": 1764558432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 247,
            "offset": 0,
            "std": 3.9477
        }
    }
}

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)