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Trade: UNI/USDT/360/SMA/VWMA/5654

Strategy
UNI/USDT/360/SMA/VWMA/5654
Pair
UNI_USDT
Interval
6h
Score
453320
Daily Profit
0.481383
Profit Factor
7.598802
Profitability
32.258065
Streak
103.300893
Best Strategy
Training Data Length
1843.750000
Evaluation Time
2025-10-04 22:13
Expiration Time
2025-11-28 21:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 974751.4762 887550.1535 87201.3227 1961786.7356 1468820.6319 492966.1036
Total P&L (%) 974.7515 887.5502 87.2013 1961.7867 1468.8206 492.9661
Avg Daily Profit (%) 0.5287 0.4814 0.0473 0.1643 0.1494 0.0966
Buy And Hold Return (%) 120.4972 120.4972 120.4972 120.4972 120.4972 120.4972
Max Trade Drawdown -52772 -39950 -53128 -552773 -419407 -676912
Profit Factor 4.2045 7.5988 1.5139 1.6713 2.2152 1.2877
Total Trades 61 31 30 61 31 30
Winning Trades 20 10 10 20 10 10
Losing Trades 41 21 20 41 21 20
Profitability (%) 32.7869 32.2581 33.3333 32.7869 32.2581 33.3333
Ratio Avg Win / Avg Loss 8.6193 15.9575 3.0279 3.4262 4.652 2.5754
Largest Winning Trade 798966 798966 58040 584767 584767 548355
Largest Losing Trade -27292 -20796 -27292 -338546 -149437 -338546
Avg Bars in Trades 114 111 117 114 111 117
Avg Bars in Winners 273 260 287 273 260 287
Avg Bars in Losers 37 41 32 37 41 32
Bars Traded 6998 3464 3534 6998 3464 3534
Profit Streak 103.0509 103.3009 0 103.0509 103.3009 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -154352 453320 -299549 -161512 168354 -71574
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7375,
    "evaluation_days": 1843.75,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605268800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759605197162,
    "expiration_time": 1764358200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 8,
            "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": [
        [
            974751.4762271792,
            887550.1534992061,
            87201.3227279727,
            1961786.7355701777,
            1468820.6319448052,
            492966.1036253725
        ],
        [
            974.751476,
            887.550153,
            87.201323,
            1961.786736,
            1468.820632,
            492.966104
        ],
        [
            0.528679,
            0.481383,
            0.047296,
            0.164265,
            0.149422,
            0.096587
        ],
        [
            120.497153,
            120.497153,
            120.497153,
            120.497153,
            120.497153,
            120.497153
        ],
        [
            -52772,
            -39950,
            -53128,
            -552773,
            -419407,
            -676912
        ],
        [
            4.204549,
            7.598802,
            1.513929,
            1.671336,
            2.215232,
            1.287689
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            20,
            10,
            10,
            20,
            10,
            10
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            32.786885,
            32.258065,
            33.333333,
            32.786885,
            32.258065,
            33.333333
        ],
        [
            8.619326,
            15.957484,
            3.027859,
            3.426239,
            4.651987,
            2.575378
        ],
        [
            798966,
            798966,
            58040,
            584767,
            584767,
            548355
        ],
        [
            -27292,
            -20796,
            -27292,
            -338546,
            -149437,
            -338546
        ],
        [
            114,
            111,
            117,
            114,
            111,
            117
        ],
        [
            273,
            260,
            287,
            273,
            260,
            287
        ],
        [
            37,
            41,
            32,
            37,
            41,
            32
        ],
        [
            6998,
            3464,
            3534,
            6998,
            3464,
            3534
        ],
        [
            103.050893,
            103.300893,
            0,
            103.050893,
            103.300893,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -154352,
            453320,
            -299549,
            -161512,
            168354,
            -71574
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7375,
    "evaluation_days": 1843.75,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1605268800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759605197162,
    "expiration_time": 1764358200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 8,
            "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)