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Trade: UNI/USDT/720/WMA/DCM/2282

Strategy
UNI/USDT/720/WMA/DCM/2282
Pair
UNI_USDT
Interval
12h
Score
621251
Daily Profit
0.453764
Profit Factor
4.677263
Profitability
54.545455
Streak
450.100393
Best Strategy
Training Data Length
1834.000000
Evaluation Time
2025-09-28 05:24
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 923315.5867 832202.9694 91112.6173 1669454.1816 1272992.1867 396461.995
Total P&L (%) 923.3156 832.203 91.1126 1669.4542 1272.9922 396.462
Avg Daily Profit (%) 0.5034 0.4538 0.0497 0.1568 0.1429 0.0874
Buy And Hold Return (%) 229.0244 229.0244 229.0244 229.0244 229.0244 229.0244
Max Trade Drawdown -110638 -117312 -42015 -978547 -1024417 -566897
Profit Factor 3.2882 4.6773 1.5142 1.4906 1.7029 1.249
Total Trades 87 44 43 87 44 43
Winning Trades 45 24 21 45 24 21
Losing Trades 42 20 22 42 20 22
Profitability (%) 51.7241 54.5455 48.8372 51.7241 54.5455 48.8372
Ratio Avg Win / Avg Loss 3.069 3.8977 1.5863 1.3912 1.4191 1.3085
Largest Winning Trade 738635 738635 61582 730846 730846 700928
Largest Losing Trade -32669 -32669 -20296 -336891 -302898 -336891
Avg Bars in Trades 40 43 37 40 43 37
Avg Bars in Winners 47 52 42 47 52 42
Avg Bars in Losers 32 33 32 32 33 32
Bars Traded 3539 1927 1612 3539 1927 1612
Profit Streak 80.6004 450.1004 0 80.6004 450.1004 0
Trades During Streak 1 6 0 1 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 566535 621251 -290241 357503 49906 -85574
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3668,
    "evaluation_days": 1834,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1604750400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759026273945,
    "expiration_time": 1763468928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 51,
            "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": [
        [
            923315.5867285117,
            832202.9694130458,
            91112.6173154658,
            1669454.1816403135,
            1272992.186688968,
            396461.9949513455
        ],
        [
            923.315587,
            832.202969,
            91.112617,
            1669.454182,
            1272.992187,
            396.461995
        ],
        [
            0.503444,
            0.453764,
            0.04968,
            0.156789,
            0.142936,
            0.087407
        ],
        [
            229.02444,
            229.02444,
            229.02444,
            229.02444,
            229.02444,
            229.02444
        ],
        [
            -110638,
            -117312,
            -42015,
            -978547,
            -1024417,
            -566897
        ],
        [
            3.288235,
            4.677263,
            1.514193,
            1.490578,
            1.702924,
            1.249028
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            51.724138,
            54.545455,
            48.837209,
            51.724138,
            54.545455,
            48.837209
        ],
        [
            3.069019,
            3.897719,
            1.586298,
            1.391206,
            1.419103,
            1.308505
        ],
        [
            738635,
            738635,
            61582,
            730846,
            730846,
            700928
        ],
        [
            -32669,
            -32669,
            -20296,
            -336891,
            -302898,
            -336891
        ],
        [
            40,
            43,
            37,
            40,
            43,
            37
        ],
        [
            47,
            52,
            42,
            47,
            52,
            42
        ],
        [
            32,
            33,
            32,
            32,
            33,
            32
        ],
        [
            3539,
            1927,
            1612,
            3539,
            1927,
            1612
        ],
        [
            80.600393,
            450.100393,
            0,
            80.600393,
            450.100393,
            0
        ],
        [
            1,
            6,
            0,
            1,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            566535,
            621251,
            -290241,
            357503,
            49906,
            -85574
        ]
    ]
}
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": 1604750400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759026273945,
    "expiration_time": 1763468928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 51,
            "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)