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Trade: UNI/USDT/720/MIDPRICE/SINWMA/7910

Strategy
UNI/USDT/720/MIDPRICE/SINWMA/7910
Pair
UNI_USDT
Interval
12h
Score
446941
Daily Profit
0.314323
Profit Factor
4.620831
Profitability
44.827586
Streak
0.000000
Best Strategy
Training Data Length
1834.000000
Evaluation Time
2025-09-25 10:03
Expiration Time
2025-11-18 14:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 556291.7748 576468.2338 -20176.4589 18007.3261 99086.1668 -81078.8407
Total P&L (%) 556.2918 576.4682 -20.1765 18.0073 99.0862 -81.0788
Avg Daily Profit (%) 0.3033 0.3143 -0.011 0.009 0.0376 -0.0907
Buy And Hold Return (%) 137.4636 137.4636 137.4636 137.4636 137.4636 137.4636
Max Trade Drawdown -202211 -108333 -124380 -910468 -586145 -504330
Profit Factor 2.5747 4.6208 0.896 1.0107 1.1293 0.912
Total Trades 58 29 29 58 29 29
Winning Trades 26 13 13 26 13 13
Losing Trades 32 16 16 32 16 16
Profitability (%) 44.8276 44.8276 44.8276 44.8276 44.8276 44.8276
Ratio Avg Win / Avg Loss 3.1688 5.6872 1.1028 1.2439 1.3899 1.1224
Largest Winning Trade 677190 677190 31131 677190 677190 221763
Largest Losing Trade -42440 -25599 -42440 -245492 -198971 -245492
Avg Bars in Trades 56 53 59 56 53 59
Avg Bars in Winners 67 60 74 67 60 74
Avg Bars in Losers 47 46 48 47 46 48
Bars Traded 3273 1539 1734 3273 1539 1734
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -169861 446941 -581177 -736842 -388848 -581177

Evaluation Data

{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3668,
    "evaluation_days": 1834,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1606392000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758783803066,
    "expiration_time": 1763468928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 4,
            "offset": 138
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 49,
            "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": [
        [
            556291.7748383424,
            576468.233774231,
            -20176.4589358885,
            18007.3260799878,
            99086.1668298897,
            -81078.8407499018
        ],
        [
            556.291775,
            576.468234,
            -20.176459,
            18.007326,
            99.086167,
            -81.078841
        ],
        [
            0.303322,
            0.314323,
            -0.011001,
            0.009029,
            0.037552,
            -0.090738
        ],
        [
            137.463557,
            137.463557,
            137.463557,
            137.463557,
            137.463557,
            137.463557
        ],
        [
            -202211,
            -108333,
            -124380,
            -910468,
            -586145,
            -504330
        ],
        [
            2.57466,
            4.620831,
            0.896034,
            1.010674,
            1.129327,
            0.911958
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            44.827586,
            44.827586,
            44.827586,
            44.827586,
            44.827586,
            44.827586
        ],
        [
            3.168812,
            5.687176,
            1.102812,
            1.243906,
            1.389941,
            1.122409
        ],
        [
            677190,
            677190,
            31131,
            677190,
            677190,
            221763
        ],
        [
            -42440,
            -25599,
            -42440,
            -245492,
            -198971,
            -245492
        ],
        [
            56,
            53,
            59,
            56,
            53,
            59
        ],
        [
            67,
            60,
            74,
            67,
            60,
            74
        ],
        [
            47,
            46,
            48,
            47,
            46,
            48
        ],
        [
            3273,
            1539,
            1734,
            3273,
            1539,
            1734
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169861,
            446941,
            -581177,
            -736842,
            -388848,
            -581177
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3668,
    "evaluation_days": 1834,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1606392000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758783803066,
    "expiration_time": 1763468928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 4,
            "offset": 138
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 49,
            "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)