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Trade: UNI/USDT/120/WMA/SSF/3712

Strategy
UNI/USDT/120/WMA/SSF/3712
Pair
UNI_USDT
Interval
2h
Score
331792
Daily Profit
0.225968
Profit Factor
1.854629
Profitability
50.000000
Streak
18.439863
Best Strategy
Training Data Length
1848.000000
Evaluation Time
2025-10-09 15:33
Expiration Time
2025-12-15 02:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 364964.6888 417589.4049 -52624.7161 -550.2476 242037.1479 -242587.3955
Total P&L (%) 364.9647 417.5894 -52.6247 -0.5502 242.0371 -242.5874
Avg Daily Profit (%) 0.1975 0.226 -0.0285 -0.0003 0.0666 0
Buy And Hold Return (%) 110.4122 110.4122 110.4122 110.4122 110.4122 110.4122
Max Trade Drawdown -149322 -104659 -132232 -599621 -405620 -317960
Profit Factor 1.3543 1.8546 0.9028 0.9998 1.2093 0.7909
Total Trades 196 98 98 196 98 98
Winning Trades 97 49 48 97 49 48
Losing Trades 99 49 50 99 49 50
Profitability (%) 49.4898 50 48.9796 49.4898 50 48.9796
Ratio Avg Win / Avg Loss 1.3823 1.8546 0.9404 1.0204 1.2093 0.8239
Largest Winning Trade 236464 236464 53193 326128 326128 168749
Largest Losing Trade -41207 -30912 -41207 -176886 -128367 -176886
Avg Bars in Trades 109 107 111 109 107 111
Avg Bars in Winners 111 109 112 111 109 112
Avg Bars in Losers 108 105 110 108 105 110
Bars Traded 21477 10535 10942 21477 10535 10942
Profit Streak 18.4399 18.4399 57.8565 18.4399 18.4399 57.8565
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 269192 331792 -580010 -576809 -109858 -580010
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22176,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1600308000000,
    "first_datapoint_time": 1601812800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760013204211,
    "expiration_time": 1765759219200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 238,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            364964.6888167714,
            417589.4049404112,
            -52624.7161236399,
            -550.2476488965,
            242037.1478876467,
            -242587.3955365432
        ],
        [
            364.964689,
            417.589405,
            -52.624716,
            -0.550248,
            242.037148,
            -242.587396
        ],
        [
            0.197492,
            0.225968,
            -0.028477,
            -0.000299,
            0.066567,
            0
        ],
        [
            110.412206,
            110.412206,
            110.412206,
            110.412206,
            110.412206,
            110.412206
        ],
        [
            -149322,
            -104659,
            -132232,
            -599621,
            -405620,
            -317960
        ],
        [
            1.354325,
            1.854629,
            0.9028,
            0.999762,
            1.209329,
            0.790923
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            49.489796,
            50,
            48.979592,
            49.489796,
            50,
            48.979592
        ],
        [
            1.38225,
            1.854629,
            0.940417,
            1.020376,
            1.209329,
            0.823878
        ],
        [
            236464,
            236464,
            53193,
            326128,
            326128,
            168749
        ],
        [
            -41207,
            -30912,
            -41207,
            -176886,
            -128367,
            -176886
        ],
        [
            109,
            107,
            111,
            109,
            107,
            111
        ],
        [
            111,
            109,
            112,
            111,
            109,
            112
        ],
        [
            108,
            105,
            110,
            108,
            105,
            110
        ],
        [
            21477,
            10535,
            10942,
            21477,
            10535,
            10942
        ],
        [
            18.439863,
            18.439863,
            57.85653,
            18.439864,
            18.439864,
            57.85653
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            269192,
            331792,
            -580010,
            -576809,
            -109858,
            -580010
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22176,
    "evaluation_days": 1848,
    "actual_first_datapoint_time": 1600308000000,
    "first_datapoint_time": 1601812800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760013204211,
    "expiration_time": 1765759219200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 238,
            "offset": 0,
            "poles": 2
        }
    }
}

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)