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Trade: UNI/USDT/480/VWMA/HILO/3834

Strategy
UNI/USDT/480/VWMA/HILO/3834
Pair
UNI_USDT
Interval
8h
Score
329140
Daily Profit
0.311076
Profit Factor
1.923344
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
1838.000000
Evaluation Time
2025-09-29 03:05
Expiration Time
2025-11-22 21:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 571758.2973 578778.6424 -7020.3451 158894.3079 239941.1357 -81046.8277
Total P&L (%) 571.7583 578.7786 -7.0203 158.8943 239.9411 -81.0468
Avg Daily Profit (%) 0.3111 0.3149 -0.0038 0.0518 0.0666 -0.0904
Buy And Hold Return (%) 163.4658 163.4658 163.4658 163.4658 163.4658 163.4658
Max Trade Drawdown -104104 -85613 -76890 -238267 -187333 -193154
Profit Factor 1.9233 3.1855 0.9802 1.1306 1.4643 0.8842
Total Trades 119 60 59 119 60 59
Winning Trades 56 27 29 56 27 29
Losing Trades 63 33 30 63 33 30
Profitability (%) 47.0588 45 49.1525 47.0588 45 49.1525
Ratio Avg Win / Avg Loss 2.1638 3.8934 1.014 1.2719 1.7896 0.9147
Largest Winning Trade 506822 506822 56016 222137 222137 108684
Largest Losing Trade -35727 -35387 -35727 -93476 -71537 -93476
Avg Bars in Trades 44 38 49 44 38 49
Avg Bars in Winners 63 55 70 63 55 70
Avg Bars in Losers 26 24 29 26 24 29
Bars Traded 5242 2294 2948 5242 2294 2948
Profit Streak 0 0 82.3371 0 0 82.3371
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329140 -158647 -755563 -367271 -293167 -757229
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5514,
    "evaluation_days": 1838,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1603612800000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759104324336,
    "expiration_time": 1763839296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 116,
            "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": [
        [
            571758.2972823427,
            578778.6423666358,
            -7020.3450842929,
            158894.3079473938,
            239941.1356859579,
            -81046.8277385639
        ],
        [
            571.758297,
            578.778642,
            -7.020345,
            158.894308,
            239.941136,
            -81.046828
        ],
        [
            0.311076,
            0.314896,
            -0.00382,
            0.051768,
            0.066595,
            -0.090449
        ],
        [
            163.465799,
            163.465799,
            163.465799,
            163.465799,
            163.465799,
            163.465799
        ],
        [
            -104104,
            -85613,
            -76890,
            -238267,
            -187333,
            -193154
        ],
        [
            1.923344,
            3.185533,
            0.980191,
            1.130585,
            1.464253,
            0.884211
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            47.058824,
            45,
            49.152542,
            47.058824,
            45,
            49.152542
        ],
        [
            2.163762,
            3.893429,
            1.013991,
            1.271908,
            1.789643,
            0.914701
        ],
        [
            506822,
            506822,
            56016,
            222137,
            222137,
            108684
        ],
        [
            -35727,
            -35387,
            -35727,
            -93476,
            -71537,
            -93476
        ],
        [
            44,
            38,
            49,
            44,
            38,
            49
        ],
        [
            63,
            55,
            70,
            63,
            55,
            70
        ],
        [
            26,
            24,
            29,
            26,
            24,
            29
        ],
        [
            5242,
            2294,
            2948,
            5242,
            2294,
            2948
        ],
        [
            0,
            0,
            82.337087,
            0,
            0,
            82.337087
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329140,
            -158647,
            -755563,
            -367271,
            -293167,
            -757229
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5514,
    "evaluation_days": 1838,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1603612800000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759104324336,
    "expiration_time": 1763839296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 116,
            "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)