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Trade: UNI/USDT/480/SINWMA/VWAP/6016

Strategy
UNI/USDT/480/SINWMA/VWAP/6016
Pair
UNI_USDT
Interval
8h
Score
303002
Daily Profit
0.440632
Profit Factor
2.981231
Profitability
30.107527
Streak
111.199498
Best Strategy
Training Data Length
1852.330000
Evaluation Time
2025-10-13 07:47
Expiration Time
2025-12-07 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 816194.9895 762746.4185 53448.571 989035.1034 784276.1724 204758.931
Total P&L (%) 816.195 762.7464 53.4486 989.0351 784.2762 204.7589
Avg Daily Profit (%) 0.4406 0.4118 0.0289 0.129 0.1177 0.0602
Buy And Hold Return (%) 128.9236 128.9236 128.9236 128.9236 128.9236 128.9236
Max Trade Drawdown -79707 -73114 -53092 -408565 -350329 -339946
Profit Factor 2.9812 5.1469 1.2344 1.5521 2.0176 1.2006
Total Trades 93 47 46 93 47 46
Winning Trades 28 13 15 28 13 15
Losing Trades 65 34 31 65 34 31
Profitability (%) 30.1075 27.6596 32.6087 30.1075 27.6596 32.6087
Ratio Avg Win / Avg Loss 6.9207 13.461 2.5511 3.6031 5.2768 2.4813
Largest Winning Trade 678925 678925 53755 349438 349438 317940
Largest Losing Trade -24052 -14801 -24052 -174564 -55168 -174564
Avg Bars in Trades 56 54 58 56 54 58
Avg Bars in Winners 143 142 144 143 142 144
Avg Bars in Losers 18 20 16 18 20 16
Bars Traded 5240 2554 2686 5240 2554 2686
Profit Streak 111.1995 112.8662 0 111.1995 112.8662 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 303002 -420 -326006 -24586 -49632 -128305
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5557,
    "evaluation_days": 1852.33,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1604995200000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760330836647,
    "expiration_time": 1765114848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            816194.9895344154,
            762746.4185401935,
            53448.570994222,
            989035.1033831888,
            784276.1724194901,
            204758.9309636987
        ],
        [
            816.19499,
            762.746419,
            53.448571,
            989.035103,
            784.276172,
            204.758931
        ],
        [
            0.440632,
            0.411777,
            0.028855,
            0.128995,
            0.117737,
            0.060178
        ],
        [
            128.923611,
            128.923611,
            128.923611,
            128.923611,
            128.923611,
            128.923611
        ],
        [
            -79707,
            -73114,
            -53092,
            -408565,
            -350329,
            -339946
        ],
        [
            2.981231,
            5.146869,
            1.234392,
            1.552101,
            2.017586,
            1.20061
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            65,
            34,
            31,
            65,
            34,
            31
        ],
        [
            30.107527,
            27.659574,
            32.608696,
            30.107527,
            27.659574,
            32.608696
        ],
        [
            6.920714,
            13.461041,
            2.551077,
            3.603091,
            5.276764,
            2.481261
        ],
        [
            678925,
            678925,
            53755,
            349438,
            349438,
            317940
        ],
        [
            -24052,
            -14801,
            -24052,
            -174564,
            -55168,
            -174564
        ],
        [
            56,
            54,
            58,
            56,
            54,
            58
        ],
        [
            143,
            142,
            144,
            143,
            142,
            144
        ],
        [
            18,
            20,
            16,
            18,
            20,
            16
        ],
        [
            5240,
            2554,
            2686,
            5240,
            2554,
            2686
        ],
        [
            111.199498,
            112.866165,
            0,
            111.199498,
            112.866165,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303002,
            -420,
            -326006,
            -24586,
            -49632,
            -128305
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5557,
    "evaluation_days": 1852.33,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1604995200000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760330836647,
    "expiration_time": 1765114848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)