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Trade: UNI/USDT/120/VWAP/KCU/1307

Strategy
UNI/USDT/120/VWAP/KCU/1307
Pair
UNI_USDT
Interval
2h
Score
465037
Daily Profit
0.211446
Profit Factor
1.986807
Profitability
70.967742
Streak
114.159432
Best Strategy
Training Data Length
1842.580000
Evaluation Time
2025-10-04 06:49
Expiration Time
2025-12-09 11:59

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 389606.3184 363077.0221 26529.2963 522989.6234 337542.1576 185447.4658
Total P&L (%) 389.6063 363.077 26.5293 522.9896 337.5422 185.4475
Avg Daily Profit (%) 0.2114 0.197 0.0144 0.0993 0.0801 0.0569
Buy And Hold Return (%) 50.4257 50.4257 50.4257 50.4257 50.4257 50.4257
Max Trade Drawdown -134546 -139348 -21882 -1607080 -1632060 -122358
Profit Factor 1.9868 2.069 1.4808 1.1562 1.1126 1.5292
Total Trades 93 46 47 93 46 47
Winning Trades 66 32 34 66 32 34
Losing Trades 27 14 13 27 14 13
Profitability (%) 70.9677 69.5652 72.3404 70.9677 69.5652 72.3404
Ratio Avg Win / Avg Loss 0.8128 0.9052 0.5662 0.473 0.4868 0.5847
Largest Winning Trade 145005 145005 9763 538162 538162 107704
Largest Losing Trade -49526 -49526 -14643 -514398 -514398 -79293
Avg Bars in Trades 224 447 5 224 447 5
Avg Bars in Winners 112 228 3 112 228 3
Avg Bars in Losers 495 946 9 495 946 9
Bars Traded 20832 20573 259 20832 20573 259
Profit Streak 114.1594 164.1594 114.1594 114.1594 164.1594 114.1594
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465037 458775 -336046 -106143 -180525 -115757
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22111,
    "evaluation_days": 1842.58,
    "actual_first_datapoint_time": 1600308000000,
    "first_datapoint_time": 1600653600000,
    "last_datapoint_time": 1759543200000,
    "evaluation_time": 1759549774917,
    "expiration_time": 1765274371200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 49,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            389606.3184044877,
            363077.0220963269,
            26529.2963081607,
            522989.6233780831,
            337542.157617549,
            185447.4657605338
        ],
        [
            389.606318,
            363.077022,
            26.529296,
            522.989623,
            337.542158,
            185.447466
        ],
        [
            0.211446,
            0.197048,
            0.014398,
            0.099332,
            0.080137,
            0.056941
        ],
        [
            50.425663,
            50.425663,
            50.425663,
            50.425663,
            50.425663,
            50.425663
        ],
        [
            -134546,
            -139348,
            -21882,
            -1607080,
            -1632060,
            -122358
        ],
        [
            1.986807,
            2.069021,
            1.480777,
            1.156178,
            1.112579,
            1.529227
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            70.967742,
            69.565217,
            72.340426,
            70.967742,
            69.565217,
            72.340426
        ],
        [
            0.812785,
            0.905197,
            0.566179,
            0.472982,
            0.486753,
            0.584705
        ],
        [
            145005,
            145005,
            9763,
            538162,
            538162,
            107704
        ],
        [
            -49526,
            -49526,
            -14643,
            -514398,
            -514398,
            -79293
        ],
        [
            224,
            447,
            5,
            224,
            447,
            5
        ],
        [
            112,
            228,
            3,
            112,
            228,
            3
        ],
        [
            495,
            946,
            9,
            495,
            946,
            9
        ],
        [
            20832,
            20573,
            259,
            20832,
            20573,
            259
        ],
        [
            114.159432,
            164.159432,
            114.159432,
            114.159432,
            164.159432,
            114.159432
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465037,
            458775,
            -336046,
            -106143,
            -180525,
            -115757
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22111,
    "evaluation_days": 1842.58,
    "actual_first_datapoint_time": 1600308000000,
    "first_datapoint_time": 1600653600000,
    "last_datapoint_time": 1759543200000,
    "evaluation_time": 1759549774917,
    "expiration_time": 1765274371200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 49,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)