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Trade: UNI/USDT/120/VWMA/MIDPOINT/4395

Strategy
UNI/USDT/120/VWMA/MIDPOINT/4395
Pair
UNI_USDT
Interval
2h
Score
396285
Daily Profit
0.418743
Profit Factor
2.289315
Profitability
41.250000
Streak
0.000000
Best Strategy
Training Data Length
1839.170000
Evaluation Time
2025-09-30 19:19
Expiration Time
2025-12-05 23:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 677894.6434 770138.8103 -92244.1669 -59404.1596 389283.6122 -448687.7718
Total P&L (%) 677.8946 770.1388 -92.2442 -59.4042 389.2836 -448.6878
Avg Daily Profit (%) 0.3686 0.4187 -0.0502 -0.049 0.0864 0
Buy And Hold Return (%) 113.3703 113.3703 113.3703 113.3703 113.3703 113.3703
Max Trade Drawdown -228914 -99785 -178610 -1591654 -811305 -1183060
Profit Factor 1.5241 2.2893 0.8675 0.9901 1.1416 0.8614
Total Trades 319 160 159 319 160 159
Winning Trades 139 66 73 139 66 73
Losing Trades 180 94 86 180 94 86
Profitability (%) 43.5737 41.25 45.912 43.5737 41.25 45.912
Ratio Avg Win / Avg Loss 1.9737 3.2605 1.022 1.2821 1.6259 1.0148
Largest Winning Trade 759051 759051 29607 623198 623198 306736
Largest Losing Trade -43332 -32045 -43332 -426210 -426210 -420210
Avg Bars in Trades 67 66 68 67 66 68
Avg Bars in Winners 86 86 85 86 86 85
Avg Bars in Losers 53 51 54 53 51 54
Bars Traded 21548 10598 10950 21548 10598 10950
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 379145 396285 -580423 -579942 -147169 -580423
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22070,
    "evaluation_days": 1839.17,
    "actual_first_datapoint_time": 1600308000000,
    "first_datapoint_time": 1601892000000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759249160164,
    "expiration_time": 1764968544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 163,
            "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": [
        [
            677894.643441289,
            770138.8102922007,
            -92244.1668509116,
            -59404.1595968788,
            389283.6122064119,
            -448687.7718032898
        ],
        [
            677.894643,
            770.13881,
            -92.244167,
            -59.40416,
            389.283612,
            -448.687772
        ],
        [
            0.368587,
            0.418743,
            -0.050155,
            -0.049005,
            0.086368,
            0
        ],
        [
            113.370251,
            113.370251,
            113.370251,
            113.370251,
            113.370251,
            113.370251
        ],
        [
            -228914,
            -99785,
            -178610,
            -1591654,
            -811305,
            -1183060
        ],
        [
            1.524106,
            2.289315,
            0.867486,
            0.990076,
            1.141583,
            0.861362
        ],
        [
            319,
            160,
            159,
            319,
            160,
            159
        ],
        [
            139,
            66,
            73,
            139,
            66,
            73
        ],
        [
            180,
            94,
            86,
            180,
            94,
            86
        ],
        [
            43.573668,
            41.25,
            45.91195,
            43.573668,
            41.25,
            45.91195
        ],
        [
            1.973662,
            3.26054,
            1.02197,
            1.282113,
            1.625891,
            1.014755
        ],
        [
            759051,
            759051,
            29607,
            623198,
            623198,
            306736
        ],
        [
            -43332,
            -32045,
            -43332,
            -426210,
            -426210,
            -420210
        ],
        [
            67,
            66,
            68,
            67,
            66,
            68
        ],
        [
            86,
            86,
            85,
            86,
            86,
            85
        ],
        [
            53,
            51,
            54,
            53,
            51,
            54
        ],
        [
            21548,
            10598,
            10950,
            21548,
            10598,
            10950
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
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        ],
        [
            379145,
            396285,
            -580423,
            -579942,
            -147169,
            -580423
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22070,
    "evaluation_days": 1839.17,
    "actual_first_datapoint_time": 1600308000000,
    "first_datapoint_time": 1601892000000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759249160164,
    "expiration_time": 1764968544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 163,
            "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)