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Trade: UNI/USDT/360/VWMA/ALMA/6045

Strategy
UNI/USDT/360/VWMA/ALMA/6045
Pair
UNI_USDT
Interval
6h
Score
470902
Daily Profit
0.312276
Profit Factor
3.177609
Profitability
46.666667
Streak
96.062801
Best Strategy
Training Data Length
1848.000000
Evaluation Time
2025-10-08 22:30
Expiration Time
2025-12-03 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 497137.2365 577086.1762 -79948.9397 -65232.0421 134833.0776 -200065.1197
Total P&L (%) 497.1372 577.0862 -79.9489 -65.232 134.8331 -200.0651
Avg Daily Profit (%) 0.269 0.3123 -0.0433 -0.0572 0.0462 0
Buy And Hold Return (%) 111.1452 111.1452 111.1452 111.1452 111.1452 111.1452
Max Trade Drawdown -335133 -191186 -201854 -953267 -768017 -325027
Profit Factor 1.9023 3.1776 0.7204 0.9526 1.1574 0.6159
Total Trades 59 30 29 59 30 29
Winning Trades 26 14 12 26 14 12
Losing Trades 33 16 17 33 16 17
Profitability (%) 44.0678 46.6667 41.3793 44.0678 46.6667 41.3793
Ratio Avg Win / Avg Loss 2.4145 3.6316 1.0206 1.2091 1.3228 0.8725
Largest Winning Trade 604660 604660 53574 813197 813197 119778
Largest Losing Trade -73275 -41114 -73275 -394984 -394984 -117882
Avg Bars in Trades 118 107 130 118 107 130
Avg Bars in Winners 134 115 157 134 115 157
Avg Bars in Losers 105 99 111 105 99 111
Bars Traded 6993 3217 3775 6993 3217 3775
Profit Streak 92.8128 96.0628 0 92.8128 96.0628 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -171227 470902 -582518 -760359 -278820 -584185
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7392,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605484800000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759951826013,
    "expiration_time": 1764736416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 226,
            "offset": 15
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 61,
            "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": [
        [
            497137.2364800835,
            577086.1761709794,
            -79948.9396908957,
            -65232.0420532597,
            134833.077627245,
            -200065.1196805048
        ],
        [
            497.137236,
            577.086176,
            -79.94894,
            -65.232042,
            134.833078,
            -200.06512
        ],
        [
            0.269014,
            0.312276,
            -0.043262,
            -0.057152,
            0.046207,
            0
        ],
        [
            111.145154,
            111.145154,
            111.145154,
            111.145154,
            111.145154,
            111.145154
        ],
        [
            -335133,
            -191186,
            -201854,
            -953267,
            -768017,
            -325027
        ],
        [
            1.902303,
            3.177609,
            0.720415,
            0.952641,
            1.157418,
            0.615888
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            44.067797,
            46.666667,
            41.37931,
            44.067797,
            46.666667,
            41.37931
        ],
        [
            2.414462,
            3.631554,
            1.020588,
            1.209121,
            1.322763,
            0.872508
        ],
        [
            604660,
            604660,
            53574,
            813197,
            813197,
            119778
        ],
        [
            -73275,
            -41114,
            -73275,
            -394984,
            -394984,
            -117882
        ],
        [
            118,
            107,
            130,
            118,
            107,
            130
        ],
        [
            134,
            115,
            157,
            134,
            115,
            157
        ],
        [
            105,
            99,
            111,
            105,
            99,
            111
        ],
        [
            6993,
            3217,
            3775,
            6993,
            3217,
            3775
        ],
        [
            92.812801,
            96.062801,
            0,
            92.812801,
            96.062801,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -171227,
            470902,
            -582518,
            -760359,
            -278820,
            -584185
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7392,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605484800000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759951826013,
    "expiration_time": 1764736416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 226,
            "offset": 15
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 61,
            "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)