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Trade: UNI/USDT/360/VWMA/LINREG/3309

Strategy
UNI/USDT/360/VWMA/LINREG/3309
Pair
UNI_USDT
Interval
6h
Score
372967
Daily Profit
0.285806
Profit Factor
3.220238
Profitability
45.833333
Streak
0.000000
Best Strategy
Training Data Length
1833.750000
Evaluation Time
2025-09-25 22:02
Expiration Time
2025-11-18 14:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 461490.529 524096.8638 -62606.3348 -162987.0296 60539.6011 -223526.6307
Total P&L (%) 461.4905 524.0969 -62.6063 -162.987 60.5396 -223.5266
Avg Daily Profit (%) 0.2517 0.2858 -0.0341 0 0.0258 0
Buy And Hold Return (%) 169.8092 169.8092 169.8092 169.8092 169.8092 169.8092
Max Trade Drawdown -199142 -96285 -162968 -241655 -82842 -159607
Profit Factor 1.6239 3.2202 0.8757 0.6962 1.3515 0.3863
Total Trades 95 48 47 95 48 47
Winning Trades 50 22 28 43 22 21
Losing Trades 45 26 19 52 26 26
Profitability (%) 52.6316 45.8333 59.5745 45.2632 45.8333 44.6809
Ratio Avg Win / Avg Loss 1.4615 3.8057 0.5942 0.8419 1.5972 0.4783
Largest Winning Trade 382945 382945 55474 133772 133772 24771
Largest Losing Trade -117999 -33670 -117999 -71878 -37764 -71878
Avg Bars in Trades 73 66 80 73 66 80
Avg Bars in Winners 78 68 87 80 64 96
Avg Bars in Losers 67 65 71 68 68 67
Bars Traded 6993 3206 3787 6993 3206 3787
Profit Streak 0 0 66.5433 30.0433 73.7933 0
Trades During Streak 0 0 1 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 261301 372967 -578897 -581826 -323216 -582765

Evaluation Data

{
    "trading_pair": "UNI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7335,
    "evaluation_days": 1833.75,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1603540800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758826942924,
    "expiration_time": 1763468280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 151,
            "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": [
        [
            461490.529016292,
            524096.8638139487,
            -62606.3347976568,
            -162987.0296484394,
            60539.6010767876,
            -223526.6307252271
        ],
        [
            461.490529,
            524.096864,
            -62.606335,
            -162.98703,
            60.539601,
            -223.526631
        ],
        [
            0.251665,
            0.285806,
            -0.034141,
            0,
            0.025818,
            0
        ],
        [
            169.809196,
            169.809196,
            169.809196,
            169.809196,
            169.809196,
            169.809196
        ],
        [
            -199142,
            -96285,
            -162968,
            -241655,
            -82842,
            -159607
        ],
        [
            1.623933,
            3.220238,
            0.875681,
            0.696179,
            1.351494,
            0.386292
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            50,
            22,
            28,
            43,
            22,
            21
        ],
        [
            45,
            26,
            19,
            52,
            26,
            26
        ],
        [
            52.631579,
            45.833333,
            59.574468,
            45.263158,
            45.833333,
            44.680851
        ],
        [
            1.46154,
            3.805736,
            0.594212,
            0.841891,
            1.597221,
            0.478266
        ],
        [
            382945,
            382945,
            55474,
            133772,
            133772,
            24771
        ],
        [
            -117999,
            -33670,
            -117999,
            -71878,
            -37764,
            -71878
        ],
        [
            73,
            66,
            80,
            73,
            66,
            80
        ],
        [
            78,
            68,
            87,
            80,
            64,
            96
        ],
        [
            67,
            65,
            71,
            68,
            68,
            67
        ],
        [
            6993,
            3206,
            3787,
            6993,
            3206,
            3787
        ],
        [
            0,
            0,
            66.543321,
            30.043321,
            73.793321,
            0
        ],
        [
            0,
            0,
            1,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            261301,
            372967,
            -578897,
            -581826,
            -323216,
            -582765
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7335,
    "evaluation_days": 1833.75,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1603540800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758826942924,
    "expiration_time": 1763468280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 151,
            "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)