← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: UNI/USDT/720/SINWMA/VWAP/2706

Strategy
UNI/USDT/720/SINWMA/VWAP/2706
Pair
UNI_USDT
Interval
12h
Score
416635
Daily Profit
0.405209
Profit Factor
7.446904
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1848.500000
Evaluation Time
2025-10-09 08:21
Expiration Time
2025-12-03 12:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 813840.0878 749028.3307 64811.7571 1656331.4643 1440739.7063 215591.7579
Total P&L (%) 813.8401 749.0283 64.8118 1656.3315 1440.7397 215.5918
Avg Daily Profit (%) 0.4403 0.4052 0.0351 0.1552 0.1481 0.0622
Buy And Hold Return (%) 112.8177 112.8177 112.8177 112.8177 112.8177 112.8177
Max Trade Drawdown -63118 -56220 -43438 -450306 -392716 -510042
Profit Factor 3.6741 7.4469 1.3445 1.6763 2.6199 1.1382
Total Trades 66 33 33 66 33 33
Winning Trades 22 11 11 22 11 11
Losing Trades 44 22 22 44 22 22
Profitability (%) 33.3333 33.3333 33.3333 33.3333 33.3333 33.3333
Ratio Avg Win / Avg Loss 7.3483 14.8938 2.6889 3.3527 5.2398 2.2765
Largest Winning Trade 632586 632586 56731 561831 561831 552090
Largest Losing Trade -28741 -12940 -28741 -333889 -108116 -333889
Avg Bars in Trades 52 50 54 52 50 54
Avg Bars in Winners 124 117 131 124 117 131
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 3475 1662 1813 3475 1662 1813
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 -118345 416635 -316874 -124428 126453 -191223
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3697,
    "evaluation_days": 1848.5,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605787200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759987302760,
    "expiration_time": 1764759312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            813840.0878118477,
            749028.3306683367,
            64811.7571435109,
            1656331.4642629747,
            1440739.7063296412,
            215591.7579333335
        ],
        [
            813.840088,
            749.028331,
            64.811757,
            1656.331464,
            1440.739706,
            215.591758
        ],
        [
            0.440271,
            0.405209,
            0.035062,
            0.155155,
            0.148059,
            0.062193
        ],
        [
            112.817703,
            112.817703,
            112.817703,
            112.817703,
            112.817703,
            112.817703
        ],
        [
            -63118,
            -56220,
            -43438,
            -450306,
            -392716,
            -510042
        ],
        [
            3.67413,
            7.446904,
            1.344461,
            1.676343,
            2.619883,
            1.13824
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            22,
            11,
            11,
            22,
            11,
            11
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            33.333333,
            33.333333,
            33.333333,
            33.333333,
            33.333333,
            33.333333
        ],
        [
            7.34826,
            14.893808,
            2.688922,
            3.352685,
            5.239766,
            2.276481
        ],
        [
            632586,
            632586,
            56731,
            561831,
            561831,
            552090
        ],
        [
            -28741,
            -12940,
            -28741,
            -333889,
            -108116,
            -333889
        ],
        [
            52,
            50,
            54,
            52,
            50,
            54
        ],
        [
            124,
            117,
            131,
            124,
            117,
            131
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            3475,
            1662,
            1813,
            3475,
            1662,
            1813
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -118345,
            416635,
            -316874,
            -124428,
            126453,
            -191223
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3697,
    "evaluation_days": 1848.5,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605787200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759987302760,
    "expiration_time": 1764759312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)