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Trade: UNI/USDT/720/SSF/ZLMA/9994

Strategy
UNI/USDT/720/SSF/ZLMA/9994
Pair
UNI_USDT
Interval
12h
Score
604453
Daily Profit
0.409788
Profit Factor
5.903603
Profitability
43.750000
Streak
158.283374
Best Strategy
Training Data Length
1843.000000
Evaluation Time
2025-10-03 21:48
Expiration Time
2025-11-27 20:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 836558.5946 755240.0116 81318.583 1623897.374 1522065.5124 101831.8616
Total P&L (%) 836.5586 755.24 81.3186 1623.8974 1522.0655 101.8319
Avg Daily Profit (%) 0.4539 0.4098 0.0441 0.1546 0.1513 0.0381
Buy And Hold Return (%) 69.8443 69.8443 69.8443 69.8443 69.8443 69.8443
Max Trade Drawdown -77573 -67098 -47522 -599259 -436287 -671098
Profit Factor 3.3562 5.9036 1.4045 1.5526 2.3238 1.0569
Total Trades 63 32 31 63 32 31
Winning Trades 28 14 14 28 14 14
Losing Trades 35 18 17 35 18 17
Profitability (%) 44.4444 43.75 45.1613 44.4444 43.75 45.1613
Ratio Avg Win / Avg Loss 4.1953 7.5903 1.7055 1.9408 2.9877 1.2834
Largest Winning Trade 637469 637469 55673 637469 637469 564481
Largest Losing Trade -32037 -22412 -32037 -457178 -176505 -457178
Avg Bars in Trades 55 54 56 55 54 56
Avg Bars in Winners 103 104 101 103 104 101
Avg Bars in Losers 17 15 18 17 15 18
Bars Traded 3490 1750 1740 3490 1750 1740
Profit Streak 100.7834 158.2834 0 100.7834 158.2834 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -136252 604453 -248731 -142489 379744 -325111
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3686,
    "evaluation_days": 1843,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1601035200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759517283550,
    "expiration_time": 1764269856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 157,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 18,
            "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": [
        [
            836558.5945909747,
            755240.0115684107,
            81318.5830225642,
            1623897.374031177,
            1522065.5124124219,
            101831.861618755
        ],
        [
            836.558595,
            755.240012,
            81.318583,
            1623.897374,
            1522.065512,
            101.831862
        ],
        [
            0.453911,
            0.409788,
            0.044123,
            0.154605,
            0.151296,
            0.038112
        ],
        [
            69.844338,
            69.844338,
            69.844338,
            69.844338,
            69.844338,
            69.844338
        ],
        [
            -77573,
            -67098,
            -47522,
            -599259,
            -436287,
            -671098
        ],
        [
            3.356242,
            5.903603,
            1.404526,
            1.552618,
            2.323757,
            1.056929
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            44.444444,
            43.75,
            45.16129,
            44.444444,
            43.75,
            45.16129
        ],
        [
            4.195302,
            7.590347,
            1.705496,
            1.940773,
            2.987687,
            1.283414
        ],
        [
            637469,
            637469,
            55673,
            637469,
            637469,
            564481
        ],
        [
            -32037,
            -22412,
            -32037,
            -457178,
            -176505,
            -457178
        ],
        [
            55,
            54,
            56,
            55,
            54,
            56
        ],
        [
            103,
            104,
            101,
            103,
            104,
            101
        ],
        [
            17,
            15,
            18,
            17,
            15,
            18
        ],
        [
            3490,
            1750,
            1740,
            3490,
            1750,
            1740
        ],
        [
            100.783374,
            158.283374,
            0,
            100.783374,
            158.283374,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -136252,
            604453,
            -248731,
            -142489,
            379744,
            -325111
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3686,
    "evaluation_days": 1843,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1601035200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759517283550,
    "expiration_time": 1764269856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 157,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 18,
            "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)