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Trade: UNI/USDT/120/VWMA/HILO/1255

Strategy
UNI/USDT/120/VWMA/HILO/1255
Pair
UNI_USDT
Interval
2h
Score
364528
Daily Profit
0.409514
Profit Factor
2.346744
Profitability
42.962963
Streak
0.000000
Best Strategy
Training Data Length
1844.170000
Evaluation Time
2025-10-05 19:52
Expiration Time
2025-12-11 03:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 755213.4754 727276.2059 27937.2695 629059.4248 527633.0696 101426.3553
Total P&L (%) 755.2135 727.2762 27.9373 629.0594 527.6331 101.4264
Avg Daily Profit (%) 0.4095 0.3944 0.0151 0.1078 0.0996 0.038
Buy And Hold Return (%) 168.4661 168.4661 168.4661 168.4661 168.4661 168.4661
Max Trade Drawdown -122280 -71400 -77075 -379976 -218430 -222847
Profit Factor 2.3467 4.0573 1.0865 1.4043 1.7914 1.114
Total Trades 135 68 67 135 68 67
Winning Trades 58 31 27 58 31 27
Losing Trades 77 37 40 77 37 40
Profitability (%) 42.963 45.5882 40.2985 42.963 45.5882 40.2985
Ratio Avg Win / Avg Loss 3.1155 4.8425 1.6097 1.8643 2.1381 1.6504
Largest Winning Trade 622198 622198 51766 288999 189078 288999
Largest Losing Trade -35500 -18118 -35500 -146398 -77620 -146398
Avg Bars in Trades 155 148 163 155 148 163
Avg Bars in Winners 276 255 301 276 255 301
Avg Bars in Losers 64 58 70 64 58 70
Bars Traded 21010 10069 10941 21010 10069 10941
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 364528 -96311 -583356 -51688 -170294 -522653
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22130,
    "evaluation_days": 1844.17,
    "actual_first_datapoint_time": 1600308000000,
    "first_datapoint_time": 1603512000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759683154185,
    "expiration_time": 1765416096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 205,
            "offset": 241
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            755213.4754305512,
            727276.2058919906,
            27937.2695385605,
            629059.4248415773,
            527633.06958432,
            101426.3552572577
        ],
        [
            755.213475,
            727.276206,
            27.93727,
            629.059425,
            527.63307,
            101.426355
        ],
        [
            0.409514,
            0.394365,
            0.015149,
            0.10778,
            0.099649,
            0.037978
        ],
        [
            168.466096,
            168.466096,
            168.466096,
            168.466096,
            168.466096,
            168.466096
        ],
        [
            -122280,
            -71400,
            -77075,
            -379976,
            -218430,
            -222847
        ],
        [
            2.346744,
            4.057252,
            1.086524,
            1.404251,
            1.791419,
            1.114037
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            58,
            31,
            27,
            58,
            31,
            27
        ],
        [
            77,
            37,
            40,
            77,
            37,
            40
        ],
        [
            42.962963,
            45.588235,
            40.298507,
            42.962963,
            45.588235,
            40.298507
        ],
        [
            3.115504,
            4.842527,
            1.609665,
            1.864264,
            2.138146,
            1.650424
        ],
        [
            622198,
            622198,
            51766,
            288999,
            189078,
            288999
        ],
        [
            -35500,
            -18118,
            -35500,
            -146398,
            -77620,
            -146398
        ],
        [
            155,
            148,
            163,
            155,
            148,
            163
        ],
        [
            276,
            255,
            301,
            276,
            255,
            301
        ],
        [
            64,
            58,
            70,
            64,
            58,
            70
        ],
        [
            21010,
            10069,
            10941,
            21010,
            10069,
            10941
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364528,
            -96311,
            -583356,
            -51688,
            -170294,
            -522653
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22130,
    "evaluation_days": 1844.17,
    "actual_first_datapoint_time": 1600308000000,
    "first_datapoint_time": 1603512000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759683154185,
    "expiration_time": 1765416096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 205,
            "offset": 241
        }
    },
    "second_band": {
        "type": "hilo",
        "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)