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Trade: UNI/USDT/480/VWAP/BBM/7105

Strategy
UNI/USDT/480/VWAP/BBM/7105
Pair
UNI_USDT
Interval
8h
Score
483929
Daily Profit
0.290342
Profit Factor
4.259631
Profitability
45.161290
Streak
117.390379
Best Strategy
Training Data Length
1840.000000
Evaluation Time
2025-09-30 20:22
Expiration Time
2025-11-24 22:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 518769.3334 534228.5188 -15459.1855 54881.461 168414.7308 -113533.2698
Total P&L (%) 518.7693 534.2285 -15.4592 54.8815 168.4147 -113.5333
Avg Daily Profit (%) 0.2819 0.2903 -0.0084 0.0238 0.0537 0
Buy And Hold Return (%) 104.6026 104.6026 104.6026 104.6026 104.6026 104.6026
Max Trade Drawdown -152164 -109779 -98525 -650587 -514422 -321792
Profit Factor 2.5359 4.2596 0.9111 1.04 1.2446 0.8339
Total Trades 61 31 30 61 31 30
Winning Trades 26 14 12 26 14 12
Losing Trades 35 17 18 35 17 18
Profitability (%) 42.623 45.1613 40 42.623 45.1613 40
Ratio Avg Win / Avg Loss 3.4137 5.1724 1.3666 1.4 1.5112 1.2509
Largest Winning Trade 613515 613515 34014 652782 652782 156486
Largest Losing Trade -34542 -34542 -33414 -119327 -111023 -119327
Avg Bars in Trades 85 84 87 85 84 87
Avg Bars in Winners 126 120 132 126 120 132
Avg Bars in Losers 55 53 56 55 53 56
Bars Traded 5227 2607 2620 5227 2607 2620
Profit Streak 108.3904 117.3904 0 108.3904 117.3904 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 -156381 483929 -583047 -671997 -131229 -583047
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5520,
    "evaluation_days": 1840,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1607068800000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759252928739,
    "expiration_time": 1764017280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 235
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 250,
            "offset": 0,
            "std": 1.35832
        }
    }
}
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": [
        [
            518769.3333519964,
            534228.5188257188,
            -15459.1854737225,
            54881.4609788228,
            168414.7307530566,
            -113533.2697742339
        ],
        [
            518.769333,
            534.228519,
            -15.459185,
            54.881461,
            168.414731,
            -113.53327
        ],
        [
            0.28194,
            0.290342,
            -0.008402,
            0.023779,
            0.053675,
            0
        ],
        [
            104.602602,
            104.602602,
            104.602602,
            104.602602,
            104.602602,
            104.602602
        ],
        [
            -152164,
            -109779,
            -98525,
            -650587,
            -514422,
            -321792
        ],
        [
            2.535886,
            4.259631,
            0.911089,
            1.039994,
            1.244553,
            0.833912
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            42.622951,
            45.16129,
            40,
            42.622951,
            45.16129,
            40
        ],
        [
            3.413692,
            5.172408,
            1.366634,
            1.399992,
            1.511243,
            1.250868
        ],
        [
            613515,
            613515,
            34014,
            652782,
            652782,
            156486
        ],
        [
            -34542,
            -34542,
            -33414,
            -119327,
            -111023,
            -119327
        ],
        [
            85,
            84,
            87,
            85,
            84,
            87
        ],
        [
            126,
            120,
            132,
            126,
            120,
            132
        ],
        [
            55,
            53,
            56,
            55,
            53,
            56
        ],
        [
            5227,
            2607,
            2620,
            5227,
            2607,
            2620
        ],
        [
            108.390379,
            117.390379,
            0,
            108.390379,
            117.390379,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -156381,
            483929,
            -583047,
            -671997,
            -131229,
            -583047
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5520,
    "evaluation_days": 1840,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1607068800000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759252928739,
    "expiration_time": 1764017280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 235
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 250,
            "offset": 0,
            "std": 1.35832
        }
    }
}

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)