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Trade: UNI/USDT/480/DCM/VWMA/5154

Strategy
UNI/USDT/480/DCM/VWMA/5154
Pair
UNI_USDT
Interval
8h
Score
583755
Daily Profit
0.198236
Profit Factor
3.909226
Profitability
54.347826
Streak
101.675717
Best Strategy
Training Data Length
1843.330000
Evaluation Time
2025-10-04 11:13
Expiration Time
2025-11-28 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 689148.259 554787.156 134361.103 4802685.4484 3749458.1081 1053227.3403
Total P&L (%) 689.1483 554.7872 134.3611 4802.6854 3749.4581 1053.2273
Avg Daily Profit (%) 0.3739 0.301 0.0729 0.2114 0.1982 0.1327
Buy And Hold Return (%) 176.0546 176.0546 176.0546 176.0546 176.0546 176.0546
Max Trade Drawdown -129555 -100168 -66619 -877533 -469753 -775378
Profit Factor 2.7933 3.7756 1.7286 2.5657 3.9092 1.5922
Total Trades 91 46 45 91 46 45
Winning Trades 47 25 22 47 25 22
Losing Trades 44 21 23 44 21 23
Profitability (%) 51.6484 54.3478 48.8889 51.6484 54.3478 48.8889
Ratio Avg Win / Avg Loss 2.615 3.1715 1.8071 2.4019 3.2838 1.6645
Largest Winning Trade 258708 258708 54982 1281098 1089128 1281098
Largest Losing Trade -51186 -51186 -43007 -775378 -354669 -775378
Avg Bars in Trades 57 58 56 57 58 56
Avg Bars in Winners 76 71 81 76 71 81
Avg Bars in Losers 37 43 31 37 43 31
Bars Traded 5238 2711 2527 5238 2711 2527
Profit Streak 87.0091 101.6757 0 87.0091 101.6757 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 488567 504677 -258487 505502 583755 -13471
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5530,
    "evaluation_days": 1843.33,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1603296000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759565581946,
    "expiration_time": 1764313920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 40,
            "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": [
        [
            689148.2590145312,
            554787.155966304,
            134361.1030482271,
            4802685.448370216,
            3749458.108070718,
            1053227.3402994976
        ],
        [
            689.148259,
            554.787156,
            134.361103,
            4802.685448,
            3749.458108,
            1053.22734
        ],
        [
            0.37386,
            0.30097,
            0.07289,
            0.211383,
            0.198236,
            0.132737
        ],
        [
            176.054612,
            176.054612,
            176.054612,
            176.054612,
            176.054612,
            176.054612
        ],
        [
            -129555,
            -100168,
            -66619,
            -877533,
            -469753,
            -775378
        ],
        [
            2.79328,
            3.775626,
            1.728574,
            2.565704,
            3.909226,
            1.592163
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            51.648352,
            54.347826,
            48.888889,
            51.648352,
            54.347826,
            48.888889
        ],
        [
            2.614986,
            3.171526,
            1.807146,
            2.401936,
            3.28375,
            1.664534
        ],
        [
            258708,
            258708,
            54982,
            1281098,
            1089128,
            1281098
        ],
        [
            -51186,
            -51186,
            -43007,
            -775378,
            -354669,
            -775378
        ],
        [
            57,
            58,
            56,
            57,
            58,
            56
        ],
        [
            76,
            71,
            81,
            76,
            71,
            81
        ],
        [
            37,
            43,
            31,
            37,
            43,
            31
        ],
        [
            5238,
            2711,
            2527,
            5238,
            2711,
            2527
        ],
        [
            87.00905,
            101.675717,
            0,
            87.00905,
            101.675717,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            488567,
            504677,
            -258487,
            505502,
            583755,
            -13471
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5530,
    "evaluation_days": 1843.33,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1603296000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759565581946,
    "expiration_time": 1764313920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 40,
            "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)