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Trade: UNI/USDT/360/VWMA/SUPERTREND/9966

Strategy
UNI/USDT/360/VWMA/SUPERTREND/9966
Pair
UNI_USDT
Interval
6h
Score
556208
Daily Profit
0.468528
Profit Factor
4.450922
Profitability
45.652174
Streak
0.000000
Best Strategy
Training Data Length
1840.500000
Evaluation Time
2025-10-01 12:02
Expiration Time
2025-11-25 13:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 937131.4012 862326.3741 74805.0271 1427650.1708 1292798.5811 134851.5897
Total P&L (%) 937.1314 862.3264 74.805 1427.6502 1292.7986 134.8516
Avg Daily Profit (%) 0.5092 0.4685 0.0406 0.1482 0.1432 0.0464
Buy And Hold Return (%) 143.3987 143.3987 143.3987 143.3987 143.3987 143.3987
Max Trade Drawdown -84074 -66718 -65373 -1877113 -821089 -1479764
Profit Factor 2.9732 4.4509 1.3324 1.2046 1.3756 1.0381
Total Trades 91 46 45 91 46 45
Winning Trades 40 21 19 40 21 19
Losing Trades 51 25 26 51 25 26
Profitability (%) 43.956 45.6522 42.2222 43.956 45.6522 42.2222
Ratio Avg Win / Avg Loss 3.7908 5.2987 1.8233 1.5359 1.6376 1.4206
Largest Winning Trade 744797 744797 57933 1148371 925072 1148371
Largest Losing Trade -34309 -34309 -33728 -687614 -350931 -687614
Avg Bars in Trades 77 71 83 77 71 83
Avg Bars in Winners 129 112 149 129 112 149
Avg Bars in Losers 35 36 35 35 36 35
Bars Traded 7024 3273 3751 7024 3273 3751
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 501876 556208 -305957 135607 -1403 -478241
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7362,
    "evaluation_days": 1840.5,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605096000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759309362336,
    "expiration_time": 1764068976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 88,
            "offset": 0,
            "multiplier": 3.17915
        }
    }
}
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": [
        [
            937131.401191949,
            862326.3740570889,
            74805.0271348603,
            1427650.1708011536,
            1292798.5811193532,
            134851.5896818002
        ],
        [
            937.131401,
            862.326374,
            74.805027,
            1427.650171,
            1292.798581,
            134.85159
        ],
        [
            0.509172,
            0.468528,
            0.040644,
            0.148239,
            0.14321,
            0.046399
        ],
        [
            143.398651,
            143.398651,
            143.398651,
            143.398651,
            143.398651,
            143.398651
        ],
        [
            -84074,
            -66718,
            -65373,
            -1877113,
            -821089,
            -1479764
        ],
        [
            2.973182,
            4.450922,
            1.332391,
            1.204623,
            1.375588,
            1.038148
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            43.956044,
            45.652174,
            42.222222,
            43.956044,
            45.652174,
            42.222222
        ],
        [
            3.790807,
            5.298717,
            1.823272,
            1.535894,
            1.637605,
            1.420624
        ],
        [
            744797,
            744797,
            57933,
            1148371,
            925072,
            1148371
        ],
        [
            -34309,
            -34309,
            -33728,
            -687614,
            -350931,
            -687614
        ],
        [
            77,
            71,
            83,
            77,
            71,
            83
        ],
        [
            129,
            112,
            149,
            129,
            112,
            149
        ],
        [
            35,
            36,
            35,
            35,
            36,
            35
        ],
        [
            7024,
            3273,
            3751,
            7024,
            3273,
            3751
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
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        ],
        [
            0.8,
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        ],
        [
            501876,
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            -305957,
            135607,
            -1403,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7362,
    "evaluation_days": 1840.5,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605096000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759309362336,
    "expiration_time": 1764068976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 88,
            "offset": 0,
            "multiplier": 3.17915
        }
    }
}

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)