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Trade: UNI/USDT/720/SSF/SMA/7696

Strategy
UNI/USDT/720/SSF/SMA/7696
Pair
UNI_USDT
Interval
12h
Score
470804
Daily Profit
0.402280
Profit Factor
4.529303
Profitability
36.842105
Streak
160.524086
Best Strategy
Training Data Length
1847.000000
Evaluation Time
2025-10-08 03:34
Expiration Time
2025-12-01 23:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 783023.9419 743010.3302 40013.6117 619424.5486 566137.2379 53287.3107
Total P&L (%) 783.0239 743.0103 40.0136 619.4245 566.1372 53.2873
Avg Daily Profit (%) 0.4239 0.4023 0.0217 0.1069 0.1027 0.0231
Buy And Hold Return (%) 78.0551 78.0551 78.0551 78.0551 78.0551 78.0551
Max Trade Drawdown -94905 -90540 -52589 -289410 -249313 -292657
Profit Factor 2.7281 4.5293 1.165 1.4426 1.9302 1.0674
Total Trades 75 38 37 75 38 37
Winning Trades 30 14 16 30 14 16
Losing Trades 45 24 21 45 24 21
Profitability (%) 40 36.8421 43.2432 40 36.8421 43.2432
Ratio Avg Win / Avg Loss 4.0922 7.7645 1.529 2.1639 3.3089 1.4009
Largest Winning Trade 654700 654700 55073 230560 230560 224488
Largest Losing Trade -38661 -38661 -33898 -190659 -70012 -190659
Avg Bars in Trades 48 48 47 48 48 47
Avg Bars in Winners 93 102 85 93 102 85
Avg Bars in Losers 17 16 18 17 16 18
Bars Traded 3601 1832 1769 3601 1832 1769
Profit Streak 151.5241 160.5241 151.5241 151.5241 160.5241 151.5241
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -48657 470804 -369713 -111612 -55898 -476211
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1600646400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759883681005,
    "expiration_time": 1764625824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 187,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 9,
            "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": [
        [
            783023.9419411992,
            743010.330224673,
            40013.6117165264,
            619424.5485830805,
            566137.2378865222,
            53287.3106965585
        ],
        [
            783.023942,
            743.01033,
            40.013612,
            619.424549,
            566.137238,
            53.287311
        ],
        [
            0.423944,
            0.40228,
            0.021664,
            0.106894,
            0.102723,
            0.023129
        ],
        [
            78.055101,
            78.055101,
            78.055101,
            78.055101,
            78.055101,
            78.055101
        ],
        [
            -94905,
            -90540,
            -52589,
            -289410,
            -249313,
            -292657
        ],
        [
            2.728145,
            4.529303,
            1.164954,
            1.442584,
            1.930186,
            1.067372
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            40,
            36.842105,
            43.243243,
            40,
            36.842105,
            43.243243
        ],
        [
            4.092218,
            7.76452,
            1.529002,
            2.163876,
            3.30889,
            1.400926
        ],
        [
            654700,
            654700,
            55073,
            230560,
            230560,
            224488
        ],
        [
            -38661,
            -38661,
            -33898,
            -190659,
            -70012,
            -190659
        ],
        [
            48,
            48,
            47,
            48,
            48,
            47
        ],
        [
            93,
            102,
            85,
            93,
            102,
            85
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            3601,
            1832,
            1769,
            3601,
            1832,
            1769
        ],
        [
            151.524086,
            160.524086,
            151.524086,
            151.524086,
            160.524086,
            151.524086
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -48657,
            470804,
            -369713,
            -111612,
            -55898,
            -476211
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3694,
    "evaluation_days": 1847,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1600646400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759883681005,
    "expiration_time": 1764625824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 187,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 9,
            "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)