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Trade: UNI/USDT/720/VWAP/JMA/9524

Strategy
UNI/USDT/720/VWAP/JMA/9524
Pair
UNI_USDT
Interval
12h
Score
306803
Daily Profit
0.186991
Profit Factor
1.361025
Profitability
76.923077
Streak
9.905856
Best Strategy
Training Data Length
1851.000000
Evaluation Time
2025-10-12 00:44
Expiration Time
2025-12-06 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 346119.6542 334014.04 12105.6142 -195636.2027 -18924.5365 -176711.6662
Total P&L (%) 346.1197 334.014 12.1056 -195.6362 -18.9245 -176.7117
Avg Daily Profit (%) 0.187 0.1805 0.0065 0 -0.0113 0
Buy And Hold Return (%) 127.5744 127.5744 127.5744 127.5744 127.5744 127.5744
Max Trade Drawdown -152857 -63065 -184329 -263872 -109171 -257155
Profit Factor 1.361 1.8641 1.0212 0.7774 0.9478 0.6579
Total Trades 221 110 111 221 110 111
Winning Trades 170 82 88 56 34 22
Losing Trades 51 28 23 165 76 89
Profitability (%) 76.9231 74.5455 79.2793 25.3394 30.9091 19.8198
Ratio Avg Win / Avg Loss 0.4083 0.6365 0.2669 2.2906 2.1186 2.6614
Largest Winning Trade 59347 59347 29541 65369 44422 65369
Largest Losing Trade -113387 -46636 -113387 -87804 -41189 -87804
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 9 8 9 34 33 35
Avg Bars in Losers 39 40 39 9 8 11
Bars Traded 3589 1809 1780 3589 1809 1780
Profit Streak 9.9059 0 78.4059 0 49.9059 0
Trades During Streak 1 0 4 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306803 296627 -543276 -604884 -584843 -630627
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3702,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1604923200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760219065943,
    "expiration_time": 1764981792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 108,
            "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": [
        [
            346119.6542400228,
            334014.0400175811,
            12105.6142224417,
            -195636.2026877889,
            -18924.536536966,
            -176711.6661508229
        ],
        [
            346.119654,
            334.01404,
            12.105614,
            -195.636203,
            -18.924537,
            -176.711666
        ],
        [
            0.186991,
            0.180451,
            0.00654,
            0,
            -0.011333,
            0
        ],
        [
            127.574379,
            127.574379,
            127.574379,
            127.574379,
            127.574379,
            127.574379
        ],
        [
            -152857,
            -63065,
            -184329,
            -263872,
            -109171,
            -257155
        ],
        [
            1.361025,
            1.864148,
            1.021157,
            0.777406,
            0.947777,
            0.657874
        ],
        [
            221,
            110,
            111,
            221,
            110,
            111
        ],
        [
            170,
            82,
            88,
            56,
            34,
            22
        ],
        [
            51,
            28,
            23,
            165,
            76,
            89
        ],
        [
            76.923077,
            74.545455,
            79.279279,
            25.339367,
            30.909091,
            19.81982
        ],
        [
            0.408307,
            0.636538,
            0.266893,
            2.29057,
            2.118561,
            2.661399
        ],
        [
            59347,
            59347,
            29541,
            65369,
            44422,
            65369
        ],
        [
            -113387,
            -46636,
            -113387,
            -87804,
            -41189,
            -87804
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            9,
            8,
            9,
            34,
            33,
            35
        ],
        [
            39,
            40,
            39,
            9,
            8,
            11
        ],
        [
            3589,
            1809,
            1780,
            3589,
            1809,
            1780
        ],
        [
            9.905856,
            0,
            78.405856,
            0,
            49.905856,
            0
        ],
        [
            1,
            0,
            4,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306803,
            296627,
            -543276,
            -604884,
            -584843,
            -630627
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3702,
    "evaluation_days": 1851,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1604923200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760219065943,
    "expiration_time": 1764981792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 108,
            "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)