← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: UNI/USDT/720/VWAP/BBM/1561

Strategy
UNI/USDT/720/VWAP/BBM/1561
Pair
UNI_USDT
Interval
12h
Score
519429
Daily Profit
0.372311
Profit Factor
1.722660
Profitability
50.649351
Streak
35.596385
Best Strategy
Training Data Length
1838.000000
Evaluation Time
2025-09-28 17:18
Expiration Time
2025-11-22 17:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 684306.9183 642964.22 41342.6983 403996.7966 602071.8132 -198075.0167
Total P&L (%) 684.3069 642.9642 41.3427 403.9968 602.0718 -198.075
Avg Daily Profit (%) 0.3723 0.3498 0.0225 0.088 0.1061 0
Buy And Hold Return (%) 121.4058 121.4058 121.4058 121.4058 121.4058 121.4058
Max Trade Drawdown -123336 -80471 -115187 -654644 -381212 -457352
Profit Factor 1.7227 2.5353 1.0783 1.0996 1.321 0.9091
Total Trades 231 116 115 231 116 115
Winning Trades 117 53 64 117 53 64
Losing Trades 114 63 51 114 63 51
Profitability (%) 50.6494 45.6897 55.6522 50.6494 45.6897 55.6522
Ratio Avg Win / Avg Loss 1.6785 3.0137 0.8593 1.0714 1.5702 0.7244
Largest Winning Trade 451958 451958 40617 433793 433793 104692
Largest Losing Trade -63344 -42319 -63344 -279880 -210570 -279880
Avg Bars in Trades 15 16 14 15 16 14
Avg Bars in Winners 19 22 17 19 22 17
Avg Bars in Losers 10 11 10 10 11 10
Bars Traded 3518 1882 1636 3518 1882 1636
Profit Streak 35.5964 35.5964 37.0964 35.5964 35.5964 37.0964
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 519429 428906 -463375 -186615 -52087 -579471
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3676,
    "evaluation_days": 1838,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605744000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759069127689,
    "expiration_time": 1763824896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 74
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 127,
            "offset": 0,
            "std": 4.33949
        }
    }
}
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": [
        [
            684306.9182866884,
            642964.2199933373,
            41342.6982933522,
            403996.7965640101,
            602071.8132378879,
            -198075.0166738777
        ],
        [
            684.306918,
            642.96422,
            41.342698,
            403.996797,
            602.071813,
            -198.075017
        ],
        [
            0.372311,
            0.349817,
            0.022493,
            0.088037,
            0.106088,
            0
        ],
        [
            121.405836,
            121.405836,
            121.405836,
            121.405836,
            121.405836,
            121.405836
        ],
        [
            -123336,
            -80471,
            -115187,
            -654644,
            -381212,
            -457352
        ],
        [
            1.72266,
            2.535336,
            1.078278,
            1.09963,
            1.320952,
            0.909102
        ],
        [
            231,
            116,
            115,
            231,
            116,
            115
        ],
        [
            117,
            53,
            64,
            117,
            53,
            64
        ],
        [
            114,
            63,
            51,
            114,
            63,
            51
        ],
        [
            50.649351,
            45.689655,
            55.652174,
            50.649351,
            45.689655,
            55.652174
        ],
        [
            1.678489,
            3.013701,
            0.859253,
            1.071434,
            1.570188,
            0.724441
        ],
        [
            451958,
            451958,
            40617,
            433793,
            433793,
            104692
        ],
        [
            -63344,
            -42319,
            -63344,
            -279880,
            -210570,
            -279880
        ],
        [
            15,
            16,
            14,
            15,
            16,
            14
        ],
        [
            19,
            22,
            17,
            19,
            22,
            17
        ],
        [
            10,
            11,
            10,
            10,
            11,
            10
        ],
        [
            3518,
            1882,
            1636,
            3518,
            1882,
            1636
        ],
        [
            35.596385,
            35.596385,
            37.096385,
            35.596385,
            35.596385,
            37.096385
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            519429,
            428906,
            -463375,
            -186615,
            -52087,
            -579471
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3676,
    "evaluation_days": 1838,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605744000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759069127689,
    "expiration_time": 1763824896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 74
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 127,
            "offset": 0,
            "std": 4.33949
        }
    }
}

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)