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Trade: UNI/USDT/720/PWMA/HILO/3471

Strategy
UNI/USDT/720/PWMA/HILO/3471
Pair
UNI_USDT
Interval
12h
Score
496214
Daily Profit
0.336971
Profit Factor
3.762726
Profitability
45.000000
Streak
0.000000
Best Strategy
Training Data Length
1850.500000
Evaluation Time
2025-10-11 08:58
Expiration Time
2025-12-05 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 684407.8996 623565.5373 60842.3624 876895.9481 651748.3453 225147.6028
Total P&L (%) 684.4079 623.5655 60.8424 876.8959 651.7483 225.1476
Avg Daily Profit (%) 0.3699 0.337 0.0329 0.1232 0.1091 0.0637
Buy And Hold Return (%) 97.3423 97.3423 97.3423 97.3423 97.3423 97.3423
Max Trade Drawdown -84890 -87918 -63349 -735255 -345916 -491739
Profit Factor 2.5829 3.7627 1.2944 1.448 1.6379 1.2407
Total Trades 79 40 39 79 40 39
Winning Trades 39 18 21 39 18 21
Losing Trades 40 22 18 40 22 18
Profitability (%) 49.3671 45 53.8462 49.3671 45 53.8462
Ratio Avg Win / Avg Loss 2.6491 4.5989 1.1095 1.4851 2.0019 1.0634
Largest Winning Trade 519859 519859 43783 430289 353645 430289
Largest Losing Trade -39112 -39112 -28745 -378648 -164471 -378648
Avg Bars in Trades 44 40 48 44 40 48
Avg Bars in Winners 56 54 58 56 54 58
Avg Bars in Losers 32 28 37 32 28 37
Bars Traded 3500 1600 1900 3500 1600 1900
Profit Streak 0 0 90.7492 0 0 90.7492
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -17109 496214 -313617 -58600 -45980 -111824
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3701,
    "evaluation_days": 1850.5,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605052800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760162332248,
    "expiration_time": 1764937296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 111,
            "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": [
        [
            684407.8996220493,
            623565.5372611168,
            60842.3623609321,
            876895.9480719187,
            651748.3453149769,
            225147.6027569417
        ],
        [
            684.4079,
            623.565537,
            60.842362,
            876.895948,
            651.748345,
            225.147603
        ],
        [
            0.36985,
            0.336971,
            0.032879,
            0.123243,
            0.10907,
            0.063739
        ],
        [
            97.342304,
            97.342304,
            97.342304,
            97.342304,
            97.342304,
            97.342304
        ],
        [
            -84890,
            -87918,
            -63349,
            -735255,
            -345916,
            -491739
        ],
        [
            2.582914,
            3.762726,
            1.2944,
            1.448019,
            1.637884,
            1.240661
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            49.367089,
            45,
            53.846154,
            49.367089,
            45,
            53.846154
        ],
        [
            2.649142,
            4.598887,
            1.109486,
            1.485148,
            2.001859,
            1.063423
        ],
        [
            519859,
            519859,
            43783,
            430289,
            353645,
            430289
        ],
        [
            -39112,
            -39112,
            -28745,
            -378648,
            -164471,
            -378648
        ],
        [
            44,
            40,
            48,
            44,
            40,
            48
        ],
        [
            56,
            54,
            58,
            56,
            54,
            58
        ],
        [
            32,
            28,
            37,
            32,
            28,
            37
        ],
        [
            3500,
            1600,
            1900,
            3500,
            1600,
            1900
        ],
        [
            0,
            0,
            90.749216,
            0,
            0,
            90.749216
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -17109,
            496214,
            -313617,
            -58600,
            -45980,
            -111824
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3701,
    "evaluation_days": 1850.5,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605052800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760162332248,
    "expiration_time": 1764937296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 111,
            "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)