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Trade: UNI/USDT/720/VWMA/PSAR/2605

Strategy
UNI/USDT/720/VWMA/PSAR/2605
Pair
UNI_USDT
Interval
12h
Score
541132
Daily Profit
0.358859
Profit Factor
2.220214
Profitability
51.968504
Streak
79.993975
Best Strategy
Training Data Length
1837.500000
Evaluation Time
2025-09-28 14:51
Expiration Time
2025-11-22 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 659403.1352 599846.533 59556.6022 887104.4213 737278.6459 149825.7754
Total P&L (%) 659.4031 599.8465 59.5566 887.1044 737.2786 149.8258
Avg Daily Profit (%) 0.3589 0.3264 0.0324 0.1247 0.1157 0.0498
Buy And Hold Return (%) 94.5408 94.5408 94.5408 94.5408 94.5408 94.5408
Max Trade Drawdown -84937 -107665 -68543 -392766 -425311 -270765
Profit Factor 2.2202 3.226 1.2198 1.4929 1.7806 1.1752
Total Trades 127 64 63 127 64 63
Winning Trades 66 32 34 66 32 34
Losing Trades 61 32 29 61 32 29
Profitability (%) 51.9685 50 53.9683 51.9685 50 53.9683
Ratio Avg Win / Avg Loss 2.052 3.226 1.0404 1.3798 1.7806 1.0024
Largest Winning Trade 484757 484757 46079 324513 324513 162300
Largest Losing Trade -40161 -40161 -39264 -228278 -228278 -104190
Avg Bars in Trades 27 24 30 27 24 30
Avg Bars in Winners 32 29 35 32 29 35
Avg Bars in Losers 22 19 25 22 19 25
Bars Traded 3504 1581 1923 3504 1581 1923
Profit Streak 79.994 95.494 0 79.994 95.494 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 541132 -123095 -461940 -23456 -172673 -309985
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3675,
    "evaluation_days": 1837.5,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605268800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759060279481,
    "expiration_time": 1763780400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "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": [
        [
            659403.1351667723,
            599846.5329525822,
            59556.6022141899,
            887104.4212570084,
            737278.6458760006,
            149825.7753810077
        ],
        [
            659.403135,
            599.846533,
            59.556602,
            887.104421,
            737.278646,
            149.825775
        ],
        [
            0.358859,
            0.326447,
            0.032412,
            0.124682,
            0.115712,
            0.049841
        ],
        [
            94.54084,
            94.54084,
            94.54084,
            94.54084,
            94.54084,
            94.54084
        ],
        [
            -84937,
            -107665,
            -68543,
            -392766,
            -425311,
            -270765
        ],
        [
            2.220214,
            3.22601,
            1.219825,
            1.49292,
            1.780595,
            1.175197
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            61,
            32,
            29,
            61,
            32,
            29
        ],
        [
            51.968504,
            50,
            53.968254,
            51.968504,
            50,
            53.968254
        ],
        [
            2.052016,
            3.22601,
            1.040439,
            1.37982,
            1.780595,
            1.002374
        ],
        [
            484757,
            484757,
            46079,
            324513,
            324513,
            162300
        ],
        [
            -40161,
            -40161,
            -39264,
            -228278,
            -228278,
            -104190
        ],
        [
            27,
            24,
            30,
            27,
            24,
            30
        ],
        [
            32,
            29,
            35,
            32,
            29,
            35
        ],
        [
            22,
            19,
            25,
            22,
            19,
            25
        ],
        [
            3504,
            1581,
            1923,
            3504,
            1581,
            1923
        ],
        [
            79.993975,
            95.493975,
            0,
            79.993975,
            95.493975,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            541132,
            -123095,
            -461940,
            -23456,
            -172673,
            -309985
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3675,
    "evaluation_days": 1837.5,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605268800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759060279481,
    "expiration_time": 1763780400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "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)