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Trade: UNI/USDT/60/KCL/VWMA/3215

Strategy
UNI/USDT/60/KCL/VWMA/3215
Pair
UNI_USDT
Interval
1h
Score
364632
Daily Profit
0.170759
Profit Factor
1.377843
Profitability
61.572052
Streak
6.313949
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-09 13:32
Expiration Time
2025-12-23 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 177874.9254 174903.7475 2971.1779 67156.2745 55853.9435 11302.3309
Total P&L (%) 177.8749 174.9037 2.9712 67.1563 55.8539 11.3023
Avg Daily Profit (%) 0.1708 0.1679 0.0029 0.0493 0.0426 0.0103
Buy And Hold Return (%) 25.2751 25.2751 25.2751 25.2751 25.2751 25.2751
Max Trade Drawdown -94151 -95188 -23789 -236022 -245517 -36371
Profit Factor 1.3778 1.4598 1.0329 1.0778 1.0774 1.0795
Total Trades 229 114 115 229 114 115
Winning Trades 141 68 73 141 68 73
Losing Trades 88 46 42 88 46 42
Profitability (%) 61.5721 59.6491 63.4783 61.5721 59.6491 63.4783
Ratio Avg Win / Avg Loss 0.8599 0.9875 0.5943 0.6727 0.7289 0.6211
Largest Winning Trade 89237 89237 5698 115733 115733 8655
Largest Losing Trade -36286 -36286 -17567 -95129 -95129 -26352
Avg Bars in Trades 105 206 5 105 206 5
Avg Bars in Winners 73 148 4 73 148 4
Avg Bars in Losers 155 292 5 155 292 5
Bars Traded 24127 23523 604 24127 23523 604
Profit Streak 6.3139 7.0223 6.3139 6.3139 7.0223 6.3139
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364632 333221 -538332 -263223 -275922 -477207
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670004000000,
    "first_datapoint_time": 1670277600000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760005925179,
    "expiration_time": 1766484000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 11,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 77,
            "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": [
        [
            177874.9253721744,
            174903.7474665034,
            2971.1779056709,
            67156.2744652872,
            55853.943541434,
            11302.3309238535
        ],
        [
            177.874925,
            174.903747,
            2.971178,
            67.156274,
            55.853944,
            11.302331
        ],
        [
            0.170759,
            0.167907,
            0.002852,
            0.049333,
            0.042609,
            0.01028
        ],
        [
            25.275081,
            25.275081,
            25.275081,
            25.275081,
            25.275081,
            25.275081
        ],
        [
            -94151,
            -95188,
            -23789,
            -236022,
            -245517,
            -36371
        ],
        [
            1.377843,
            1.459774,
            1.032885,
            1.077773,
            1.077442,
            1.07945
        ],
        [
            229,
            114,
            115,
            229,
            114,
            115
        ],
        [
            141,
            68,
            73,
            141,
            68,
            73
        ],
        [
            88,
            46,
            42,
            88,
            46,
            42
        ],
        [
            61.572052,
            59.649123,
            63.478261,
            61.572052,
            59.649123,
            63.478261
        ],
        [
            0.859931,
            0.987494,
            0.594263,
            0.672653,
            0.728858,
            0.621053
        ],
        [
            89237,
            89237,
            5698,
            115733,
            115733,
            8655
        ],
        [
            -36286,
            -36286,
            -17567,
            -95129,
            -95129,
            -26352
        ],
        [
            105,
            206,
            5,
            105,
            206,
            5
        ],
        [
            73,
            148,
            4,
            73,
            148,
            4
        ],
        [
            155,
            292,
            5,
            155,
            292,
            5
        ],
        [
            24127,
            23523,
            604,
            24127,
            23523,
            604
        ],
        [
            6.313949,
            7.022282,
            6.313949,
            6.313949,
            7.022282,
            6.313949
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364632,
            333221,
            -538332,
            -263223,
            -275922,
            -477207
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670004000000,
    "first_datapoint_time": 1670277600000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760005925179,
    "expiration_time": 1766484000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 11,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 77,
            "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)