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Trade: UNI/USDT/720/DCM/FWMA/5816

Strategy
UNI/USDT/720/DCM/FWMA/5816
Pair
UNI_USDT
Interval
12h
Score
448062
Daily Profit
0.430095
Profit Factor
6.327947
Profitability
35.483871
Streak
0.000000
Best Strategy
Training Data Length
1843.000000
Evaluation Time
2025-10-03 19:58
Expiration Time
2025-11-27 20:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 853444.2629 792665.6044 60778.6585 1343178.1705 1650568.9728 -307390.8022
Total P&L (%) 853.4443 792.6656 60.7787 1343.1782 1650.569 -307.3908
Avg Daily Profit (%) 0.4631 0.4301 0.033 0.1449 0.1554 0
Buy And Hold Return (%) 123.8936 123.8936 123.8936 123.8936 123.8936 123.8936
Max Trade Drawdown -73971 -38117 -53886 -1835645 -932676 -1344406
Profit Factor 3.5968 6.3279 1.3379 1.2321 1.6431 0.9046
Total Trades 62 31 31 62 31 31
Winning Trades 21 11 10 21 11 10
Losing Trades 41 20 21 41 20 21
Profitability (%) 33.871 35.4839 32.2581 33.871 35.4839 32.2581
Ratio Avg Win / Avg Loss 7.0223 11.5054 2.8096 2.4055 2.9874 1.8996
Largest Winning Trade 705661 705661 51402 1085529 1085529 841452
Largest Losing Trade -30391 -14372 -30391 -751891 -352762 -751891
Avg Bars in Trades 55 52 58 55 52 58
Avg Bars in Winners 129 107 153 129 107 153
Avg Bars in Losers 17 22 13 17 22 13
Bars Traded 3448 1627 1821 3448 1627 1821
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148072 448062 -320126 -163397 182993 -584939
Evaluation Data
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3686,
    "evaluation_days": 1843,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1606046400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759510703365,
    "expiration_time": 1764269856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 134,
            "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": [
        [
            853444.2628821564,
            792665.604412746,
            60778.65846941,
            1343178.170513628,
            1650568.9727570668,
            -307390.8022434378
        ],
        [
            853.444263,
            792.665604,
            60.778658,
            1343.178171,
            1650.568973,
            -307.390802
        ],
        [
            0.463073,
            0.430095,
            0.032978,
            0.144947,
            0.15544,
            0
        ],
        [
            123.893589,
            123.893589,
            123.893589,
            123.893589,
            123.893589,
            123.893589
        ],
        [
            -73971,
            -38117,
            -53886,
            -1835645,
            -932676,
            -1344406
        ],
        [
            3.596788,
            6.327947,
            1.337887,
            1.232062,
            1.643054,
            0.904574
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            21,
            11,
            10,
            21,
            11,
            10
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            33.870968,
            35.483871,
            32.258065,
            33.870968,
            35.483871,
            32.258065
        ],
        [
            7.0223,
            11.505358,
            2.809562,
            2.405455,
            2.98737,
            1.899605
        ],
        [
            705661,
            705661,
            51402,
            1085529,
            1085529,
            841452
        ],
        [
            -30391,
            -14372,
            -30391,
            -751891,
            -352762,
            -751891
        ],
        [
            55,
            52,
            58,
            55,
            52,
            58
        ],
        [
            129,
            107,
            153,
            129,
            107,
            153
        ],
        [
            17,
            22,
            13,
            17,
            22,
            13
        ],
        [
            3448,
            1627,
            1821,
            3448,
            1627,
            1821
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148072,
            448062,
            -320126,
            -163397,
            182993,
            -584939
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "UNI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3686,
    "evaluation_days": 1843,
    "actual_first_datapoint_time": 1600300800000,
    "first_datapoint_time": 1606046400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759510703365,
    "expiration_time": 1764269856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 134,
            "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)