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Trade: UNI/USDT/720/VWAP/PSAR/4894

Strategy
UNI/USDT/720/VWAP/PSAR/4894
Pair
UNI_USDT
Interval
12h
Score
307681
Daily Profit
0.211018
Profit Factor
2.945694
Profitability
47.500000
Streak
105.174149
Best Strategy
Training Data Length
1848.000000
Evaluation Time
2025-10-08 19:10
Expiration Time
2025-12-03 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 322453.4813 389960.3713 -67506.8899 -41087.4744 204339.4091 -245426.8835
Total P&L (%) 322.4535 389.9604 -67.5069 -41.0875 204.3394 -245.4269
Avg Daily Profit (%) 0.1745 0.211 -0.0365 -0.0286 0.0602 0
Buy And Hold Return (%) 164.4229 164.4229 164.4229 164.4229 164.4229 164.4229
Max Trade Drawdown -185899 -97606 -123831 -494028 -247109 -167728
Profit Factor 1.7087 2.9457 0.7348 0.9545 1.4982 0.5019
Total Trades 79 40 39 79 40 39
Winning Trades 37 19 18 37 19 18
Losing Trades 42 21 21 42 21 21
Profitability (%) 46.8354 47.5 46.1538 46.8354 47.5 46.1538
Ratio Avg Win / Avg Loss 1.9396 3.2558 0.8573 1.0835 1.6559 0.5856
Largest Winning Trade 421178 421178 71850 421178 421178 138821
Largest Losing Trade -55790 -35636 -55790 -155369 -133016 -155369
Avg Bars in Trades 43 42 45 43 42 45
Avg Bars in Winners 57 60 53 57 60 53
Avg Bars in Losers 32 27 37 32 27 37
Bars Traded 3473 1714 1759 3473 1714 1759
Profit Streak 105.1741 105.1741 350.1741 105.1741 105.1741 350.1741
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -28057 307681 -580890 -610661 -200707 -580890
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1607688000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759939846449,
    "expiration_time": 1764714816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 171
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            322453.4813160074,
            389960.3712565251,
            -67506.8899405176,
            -41087.4743691512,
            204339.4091379817,
            -245426.883507133
        ],
        [
            322.453481,
            389.960371,
            -67.50689,
            -41.087474,
            204.339409,
            -245.426884
        ],
        [
            0.174488,
            0.211018,
            -0.03653,
            -0.028628,
            0.060244,
            0
        ],
        [
            164.422915,
            164.422915,
            164.422915,
            164.422915,
            164.422915,
            164.422915
        ],
        [
            -185899,
            -97606,
            -123831,
            -494028,
            -247109,
            -167728
        ],
        [
            1.708696,
            2.945694,
            0.734823,
            0.954496,
            1.49818,
            0.501936
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            46.835443,
            47.5,
            46.153846,
            46.835443,
            47.5,
            46.153846
        ],
        [
            1.939601,
            3.255767,
            0.857294,
            1.083481,
            1.655883,
            0.585593
        ],
        [
            421178,
            421178,
            71850,
            421178,
            421178,
            138821
        ],
        [
            -55790,
            -35636,
            -55790,
            -155369,
            -133016,
            -155369
        ],
        [
            43,
            42,
            45,
            43,
            42,
            45
        ],
        [
            57,
            60,
            53,
            57,
            60,
            53
        ],
        [
            32,
            27,
            37,
            32,
            27,
            37
        ],
        [
            3473,
            1714,
            1759,
            3473,
            1714,
            1759
        ],
        [
            105.174149,
            105.174149,
            350.174149,
            105.174149,
            105.174149,
            350.174149
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -28057,
            307681,
            -580890,
            -610661,
            -200707,
            -580890
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3696,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1607688000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759939846449,
    "expiration_time": 1764714816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 171
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)