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Trade: UNI/USDT/720/VWMA/HWMA/8516

Strategy
UNI/USDT/720/VWMA/HWMA/8516
Pair
UNI_USDT
Interval
12h
Score
315913
Daily Profit
0.239671
Profit Factor
1.960761
Profitability
50.892857
Streak
0.000000
Best Strategy
Training Data Length
1834.000000
Evaluation Time
2025-09-26 13:53
Expiration Time
2025-11-18 14:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 453064.6581 439557.0462 13507.6119 273618.505 250279.1297 23339.3752
Total P&L (%) 453.0647 439.557 13.5076 273.6185 250.2791 23.3394
Avg Daily Profit (%) 0.247 0.2397 0.0074 0.0719 0.0684 0.0114
Buy And Hold Return (%) 143.0545 143.0545 143.0545 143.0545 143.0545 143.0545
Max Trade Drawdown -237907 -147535 -150864 -1007814 -665169 -547780
Profit Factor 1.465 1.9608 1.0261 1.0824 1.1482 1.0143
Total Trades 224 112 112 224 112 112
Winning Trades 116 57 59 116 57 59
Losing Trades 108 55 53 108 55 53
Profitability (%) 51.7857 50.8929 52.6786 51.7857 50.8929 52.6786
Ratio Avg Win / Avg Loss 1.364 1.892 0.9218 1.0077 1.108 0.9111
Largest Winning Trade 270923 270923 37941 415470 415470 221325
Largest Losing Trade -32477 -32477 -30932 -223263 -177400 -223263
Avg Bars in Trades 15 16 14 15 16 14
Avg Bars in Winners 16 18 14 16 18 14
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 3477 1855 1622 3477 1855 1622
Profit Streak 16.4541 0 66.9541 16.4541 0 66.9541
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302716 315913 -540403 -232058 -167522 -547997

Evaluation Data

{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3668,
    "evaluation_days": 1834,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1607515200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884030089,
    "expiration_time": 1763468928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.28697,
            "nb": 0.1,
            "nc": 0.51953
        }
    }
}
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": [
        [
            453064.6580698359,
            439557.0462100538,
            13507.6118597819,
            273618.504972616,
            250279.129726212,
            23339.3752464041
        ],
        [
            453.064658,
            439.557046,
            13.507612,
            273.618505,
            250.27913,
            23.339375
        ],
        [
            0.247036,
            0.239671,
            0.007365,
            0.071894,
            0.068375,
            0.011438
        ],
        [
            143.054519,
            143.054519,
            143.054519,
            143.054519,
            143.054519,
            143.054519
        ],
        [
            -237907,
            -147535,
            -150864,
            -1007814,
            -665169,
            -547780
        ],
        [
            1.464998,
            1.960761,
            1.026136,
            1.082392,
            1.148242,
            1.014296
        ],
        [
            224,
            112,
            112,
            224,
            112,
            112
        ],
        [
            116,
            57,
            59,
            116,
            57,
            59
        ],
        [
            108,
            55,
            53,
            108,
            55,
            53
        ],
        [
            51.785714,
            50.892857,
            52.678571,
            51.785714,
            50.892857,
            52.678571
        ],
        [
            1.363964,
            1.891963,
            0.921783,
            1.007744,
            1.107953,
            0.911147
        ],
        [
            270923,
            270923,
            37941,
            415470,
            415470,
            221325
        ],
        [
            -32477,
            -32477,
            -30932,
            -223263,
            -177400,
            -223263
        ],
        [
            15,
            16,
            14,
            15,
            16,
            14
        ],
        [
            16,
            18,
            14,
            16,
            18,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            3477,
            1855,
            1622,
            3477,
            1855,
            1622
        ],
        [
            16.454052,
            0,
            66.954052,
            16.454052,
            0,
            66.954052
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302716,
            315913,
            -540403,
            -232058,
            -167522,
            -547997
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3668,
    "evaluation_days": 1834,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1607515200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884030089,
    "expiration_time": 1763468928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.28697,
            "nb": 0.1,
            "nc": 0.51953
        }
    }
}

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)