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Trade: UNI/USDT/480/MIDPRICE/WMA/1728

Strategy
UNI/USDT/480/MIDPRICE/WMA/1728
Pair
UNI_USDT
Interval
8h
Score
525309
Daily Profit
0.312006
Profit Factor
5.197603
Profitability
58.620690
Streak
105.642282
Best Strategy
Training Data Length
1846.670000
Evaluation Time
2025-10-07 18:24
Expiration Time
2025-12-01 19:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 596347.5569 576172.0675 20175.4894 33732.8628 80101.3479 -46368.4852
Total P&L (%) 596.3476 576.1721 20.1755 33.7329 80.1013 -46.3685
Avg Daily Profit (%) 0.3229 0.312 0.0109 0.0157 0.0319 -0.0337
Buy And Hold Return (%) 236.2983 236.2983 236.2983 236.2983 236.2983 236.2983
Max Trade Drawdown -90721 -81894 -42131 -80983 -36458 -28286
Profit Factor 2.6432 5.1976 1.0894 1.1286 1.8774 0.7288
Total Trades 57 29 28 57 29 28
Winning Trades 35 17 18 35 17 18
Losing Trades 22 12 10 22 12 10
Profitability (%) 61.4035 58.6207 64.2857 61.4035 58.6207 64.2857
Ratio Avg Win / Avg Loss 1.6614 3.6689 0.6052 0.7094 1.3252 0.4049
Largest Winning Trade 511425 511425 43224 42359 42359 31063
Largest Losing Trade -90721 -35784 -90721 -80983 -26299 -80983
Avg Bars in Trades 91 84 99 91 84 99
Avg Bars in Winners 90 81 98 90 81 98
Avg Bars in Losers 94 88 102 94 88 102
Bars Traded 5240 2448 2792 5240 2448 2792
Profit Streak 90.3089 105.6423 0 90.3089 105.6423 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 -166867 525309 -487067 -595758 -312021 -599981
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5540,
    "evaluation_days": 1846.67,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1604102400000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759850693199,
    "expiration_time": 1764610560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 56,
            "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": [
        [
            596347.5568877961,
            576172.0675266876,
            20175.4893611084,
            33732.862785948,
            80101.3479477923,
            -46368.4851618442
        ],
        [
            596.347557,
            576.172068,
            20.175489,
            33.732863,
            80.101348,
            -46.368485
        ],
        [
            0.322931,
            0.312006,
            0.010925,
            0.015742,
            0.031865,
            -0.033733
        ],
        [
            236.298251,
            236.298251,
            236.298251,
            236.298251,
            236.298251,
            236.298251
        ],
        [
            -90721,
            -81894,
            -42131,
            -80983,
            -36458,
            -28286
        ],
        [
            2.643184,
            5.197603,
            1.089407,
            1.12863,
            1.877382,
            0.728761
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            22,
            12,
            10,
            22,
            12,
            10
        ],
        [
            61.403509,
            58.62069,
            64.285714,
            61.403509,
            58.62069,
            64.285714
        ],
        [
            1.66143,
            3.668896,
            0.605226,
            0.709425,
            1.325211,
            0.404867
        ],
        [
            511425,
            511425,
            43224,
            42359,
            42359,
            31063
        ],
        [
            -90721,
            -35784,
            -90721,
            -80983,
            -26299,
            -80983
        ],
        [
            91,
            84,
            99,
            91,
            84,
            99
        ],
        [
            90,
            81,
            98,
            90,
            81,
            98
        ],
        [
            94,
            88,
            102,
            94,
            88,
            102
        ],
        [
            5240,
            2448,
            2792,
            5240,
            2448,
            2792
        ],
        [
            90.308949,
            105.642282,
            0,
            90.308949,
            105.642282,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166867,
            525309,
            -487067,
            -595758,
            -312021,
            -599981
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5540,
    "evaluation_days": 1846.67,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1604102400000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759850693199,
    "expiration_time": 1764610560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 56,
            "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)