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Trade: UNI/USDT/720/VWMA/PSAR/3647

Strategy
UNI/USDT/720/VWMA/PSAR/3647
Pair
UNI_USDT
Interval
12h
Score
467996
Daily Profit
0.365911
Profit Factor
2.212472
Profitability
52.755906
Streak
90.723403
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 676386.1411 626143.5903 50242.5508 768499.6628 737412.7173 31086.9456
Total P&L (%) 676.3861 626.1436 50.2426 768.4997 737.4127 31.0869
Avg Daily Profit (%) 0.3659 0.3387 0.0272 0.117 0.115 0.0146
Buy And Hold Return (%) 167.889 167.889 167.889 167.889 167.889 167.889
Max Trade Drawdown -95683 -120687 -72396 -344556 -348206 -167710
Profit Factor 2.2125 3.3475 1.1726 1.4665 1.9503 1.0357
Total Trades 127 64 63 127 64 63
Winning Trades 67 32 35 67 32 35
Losing Trades 60 32 28 60 32 28
Profitability (%) 52.7559 50 55.5556 52.7559 50 55.5556
Ratio Avg Win / Avg Loss 1.9813 3.3475 0.9381 1.3133 1.9503 0.8285
Largest Winning Trade 517906 517906 55791 353310 353310 226232
Largest Losing Trade -40161 -40161 -31798 -183400 -183400 -167710
Avg Bars in Trades 27 24 30 27 24 30
Avg Bars in Winners 35 28 41 35 28 41
Avg Bars in Losers 18 20 16 18 20 16
Bars Traded 3503 1580 1923 3503 1580 1923
Profit Streak 90.7234 106.2234 0 90.7234 106.2234 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 467996 -124783 -500663 -35458 -175127 -667966
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": 1605052800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759987301994,
    "expiration_time": 1764759312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            676386.141078534,
            626143.5902917009,
            50242.5507868331,
            768499.6628408026,
            737412.7172898761,
            31086.9455509265
        ],
        [
            676.386141,
            626.14359,
            50.242551,
            768.499663,
            737.412717,
            31.086946
        ],
        [
            0.365911,
            0.338731,
            0.02718,
            0.117006,
            0.115032,
            0.014645
        ],
        [
            167.888982,
            167.888982,
            167.888982,
            167.888982,
            167.888982,
            167.888982
        ],
        [
            -95683,
            -120687,
            -72396,
            -344556,
            -348206,
            -167710
        ],
        [
            2.212472,
            3.347525,
            1.172577,
            1.466513,
            1.950305,
            1.035677
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            52.755906,
            50,
            55.555556,
            52.755906,
            50,
            55.555556
        ],
        [
            1.981319,
            3.347525,
            0.938061,
            1.313295,
            1.950305,
            0.828541
        ],
        [
            517906,
            517906,
            55791,
            353310,
            353310,
            226232
        ],
        [
            -40161,
            -40161,
            -31798,
            -183400,
            -183400,
            -167710
        ],
        [
            27,
            24,
            30,
            27,
            24,
            30
        ],
        [
            35,
            28,
            41,
            35,
            28,
            41
        ],
        [
            18,
            20,
            16,
            18,
            20,
            16
        ],
        [
            3503,
            1580,
            1923,
            3503,
            1580,
            1923
        ],
        [
            90.723403,
            106.223403,
            0,
            90.723403,
            106.223403,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467996,
            -124783,
            -500663,
            -35458,
            -175127,
            -667966
        ]
    ]
}
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": 1605052800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759987301994,
    "expiration_time": 1764759312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)