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Trade: UNI/USDT/720/WMA/MIDPRICE/3521

Strategy
UNI/USDT/720/WMA/MIDPRICE/3521
Pair
UNI_USDT
Interval
12h
Score
304582
Daily Profit
0.197146
Profit Factor
2.406702
Profitability
46.666667
Streak
97.412045
Best Strategy
Training Data Length
1841.500000
Evaluation Time
2025-10-02 12:53
Expiration Time
2025-11-26 07:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 289667.5682 363044.9032 -73377.335 -67356.6173 139273.3353 -206629.9526
Total P&L (%) 289.6676 363.0449 -73.3773 -67.3566 139.2733 -206.63
Avg Daily Profit (%) 0.1573 0.1971 -0.0398 -0.0608 0.0474 0
Buy And Hold Return (%) 113.6006 113.6006 113.6006 113.6006 113.6006 113.6006
Max Trade Drawdown -210195 -123101 -116218 -233207 -58964 -188274
Profit Factor 1.5101 2.4067 0.7632 0.8335 2.106 0.2586
Total Trades 61 30 31 61 30 31
Winning Trades 29 14 15 29 14 15
Losing Trades 32 16 16 32 16 16
Profitability (%) 47.541 46.6667 48.3871 47.541 46.6667 48.3871
Ratio Avg Win / Avg Loss 1.6663 2.7505 0.814 0.9198 2.4069 0.2759
Largest Winning Trade 277561 277561 43179 176709 176709 17307
Largest Losing Trade -81346 -35230 -81346 -104450 -28148 -104450
Avg Bars in Trades 57 71 43 57 71 43
Avg Bars in Winners 71 83 59 71 83 59
Avg Bars in Losers 44 60 28 44 60 28
Bars Traded 3490 2145 1345 3490 2145 1345
Profit Streak 0 97.412 0 0 97.412 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -160732 304582 -581445 -747734 -221870 -581445
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3683,
    "evaluation_days": 1841.5,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605960000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759398800715,
    "expiration_time": 1764136368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "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": [
        [
            289667.5682217274,
            363044.9031800794,
            -73377.3349583517,
            -67356.617340469,
            139273.335308046,
            -206629.9526485149
        ],
        [
            289.667568,
            363.044903,
            -73.377335,
            -67.356617,
            139.273335,
            -206.629953
        ],
        [
            0.1573,
            0.197146,
            -0.039847,
            -0.060776,
            0.047388,
            0
        ],
        [
            113.600584,
            113.600584,
            113.600584,
            113.600584,
            113.600584,
            113.600584
        ],
        [
            -210195,
            -123101,
            -116218,
            -233207,
            -58964,
            -188274
        ],
        [
            1.51008,
            2.406702,
            0.76315,
            0.833537,
            2.106042,
            0.258628
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            47.540984,
            46.666667,
            48.387097,
            47.540984,
            46.666667,
            48.387097
        ],
        [
            1.666295,
            2.750517,
            0.814026,
            0.919765,
            2.406906,
            0.27587
        ],
        [
            277561,
            277561,
            43179,
            176709,
            176709,
            17307
        ],
        [
            -81346,
            -35230,
            -81346,
            -104450,
            -28148,
            -104450
        ],
        [
            57,
            71,
            43,
            57,
            71,
            43
        ],
        [
            71,
            83,
            59,
            71,
            83,
            59
        ],
        [
            44,
            60,
            28,
            44,
            60,
            28
        ],
        [
            3490,
            2145,
            1345,
            3490,
            2145,
            1345
        ],
        [
            0,
            97.412045,
            0,
            0,
            97.412045,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -160732,
            304582,
            -581445,
            -747734,
            -221870,
            -581445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3683,
    "evaluation_days": 1841.5,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605960000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759398800715,
    "expiration_time": 1764136368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "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)