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Trade: UNI/USDT/720/VWMA/HL2/5462

Strategy
UNI/USDT/720/VWMA/HL2/5462
Pair
UNI_USDT
Interval
12h
Score
462612
Daily Profit
0.524032
Profit Factor
6.187956
Profitability
30.612245
Streak
118.161954
Best Strategy
Training Data Length
1841.000000
Evaluation Time
2025-10-01 18:53
Expiration Time
2025-11-25 19:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1023119.5128 964742.9594 58376.5534 1098389.622 985145.8106 113243.8114
Total P&L (%) 1023.1195 964.743 58.3766 1098.3896 985.1458 113.2438
Avg Daily Profit (%) 0.5557 0.524 0.0317 0.135 0.1296 0.0411
Buy And Hold Return (%) 104.3268 104.3268 104.3268 104.3268 104.3268 104.3268
Max Trade Drawdown -55289 -53708 -57036 -551180 -494725 -755645
Profit Factor 3.5408 6.188 1.2694 1.2933 1.5852 1.0549
Total Trades 97 49 48 97 49 48
Winning Trades 26 15 11 26 15 11
Losing Trades 71 34 37 71 34 37
Profitability (%) 26.8041 30.6122 22.9167 26.8041 30.6122 22.9167
Ratio Avg Win / Avg Loss 9.6692 14.026 4.2697 3.5316 3.5932 3.5484
Largest Winning Trade 909718 909718 58149 568544 568544 462668
Largest Losing Trade -22703 -21723 -22703 -288403 -160280 -288403
Avg Bars in Trades 35 33 38 35 33 38
Avg Bars in Winners 107 88 133 107 88 133
Avg Bars in Losers 9 9 10 9 9 10
Bars Traded 3486 1644 1843 3486 1644 1843
Profit Streak 99.662 118.162 0 99.662 118.162 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3241 462612 -354483 -32288 -23143 -475325
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3682,
    "evaluation_days": 1841,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605441600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759333992813,
    "expiration_time": 1764091872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            1023119.5128265456,
            964742.9593911148,
            58376.5534354309,
            1098389.6219801845,
            985145.8105894434,
            113243.8113907403
        ],
        [
            1023.119513,
            964.742959,
            58.376553,
            1098.389622,
            985.145811,
            113.243811
        ],
        [
            0.555741,
            0.524032,
            0.031709,
            0.134994,
            0.129595,
            0.041142
        ],
        [
            104.326798,
            104.326798,
            104.326798,
            104.326798,
            104.326798,
            104.326798
        ],
        [
            -55289,
            -53708,
            -57036,
            -551180,
            -494725,
            -755645
        ],
        [
            3.540837,
            6.187956,
            1.269374,
            1.29327,
            1.585224,
            1.054921
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            71,
            34,
            37,
            71,
            34,
            37
        ],
        [
            26.804124,
            30.612245,
            22.916667,
            26.804124,
            30.612245,
            22.916667
        ],
        [
            9.66921,
            14.026033,
            4.269712,
            3.531622,
            3.593175,
            3.548369
        ],
        [
            909718,
            909718,
            58149,
            568544,
            568544,
            462668
        ],
        [
            -22703,
            -21723,
            -22703,
            -288403,
            -160280,
            -288403
        ],
        [
            35,
            33,
            38,
            35,
            33,
            38
        ],
        [
            107,
            88,
            133,
            107,
            88,
            133
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            3486,
            1644,
            1843,
            3486,
            1644,
            1843
        ],
        [
            99.661954,
            118.161954,
            0,
            99.661954,
            118.161954,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3241,
            462612,
            -354483,
            -32288,
            -23143,
            -475325
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3682,
    "evaluation_days": 1841,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605441600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759333992813,
    "expiration_time": 1764091872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)