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Trade: SUI/USDT/120/MIDPRICE/KCU/3859

Strategy
SUI/USDT/120/MIDPRICE/KCU/3859
Pair
SUI_USDT
Interval
2h
Score
338119
Daily Profit
0.478907
Profit Factor
2.056808
Profitability
44.680851
Streak
0.000000
Best Strategy
Training Data Length
892.750000
Evaluation Time
2025-10-12 07:27
Expiration Time
2025-11-13 09:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 427544.1596 381653.4354 45890.7242 645139.7684 673420.9209 -28281.1526
Total P&L (%) 427.5442 381.6534 45.8907 645.1398 673.4209 -28.2812
Avg Daily Profit (%) 0.4789 0.4275 0.0514 0.2252 0.2294 -0.0372
Buy And Hold Return (%) 128.8042 128.8042 128.8042 128.8042 128.8042 128.8042
Max Trade Drawdown -70448 -70299 -20490 -476941 -392114 -192966
Profit Factor 2.0568 2.4489 1.3251 1.4302 1.7105 0.9487
Total Trades 141 70 71 141 70 71
Winning Trades 63 27 36 63 27 36
Losing Trades 78 43 35 78 43 35
Profitability (%) 44.6809 38.5714 50.7042 44.6809 38.5714 50.7042
Ratio Avg Win / Avg Loss 2.5465 3.9002 1.2883 1.7707 2.7241 0.9224
Largest Winning Trade 170256 170256 15188 438229 438229 67665
Largest Losing Trade -42449 -42449 -13956 -342871 -342871 -82076
Avg Bars in Trades 74 129 19 74 129 19
Avg Bars in Winners 92 191 19 92 191 19
Avg Bars in Losers 59 90 20 59 90 20
Bars Traded 10460 9059 1401 10460 9059 1401
Profit Streak 0 17.9361 0 0 17.9361 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338119 -87249 -376397 259963 -87988 -667367
Evaluation Data
{
    "trading_pair": "SUI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 10713,
    "evaluation_days": 892.75,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1683950400000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760243274924,
    "expiration_time": 1763018409600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 38,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            427544.1595654358,
            381653.4353701979,
            45890.724195238,
            645139.768376364,
            673420.9209473485,
            -28281.1525709843
        ],
        [
            427.54416,
            381.653435,
            45.890724,
            645.139768,
            673.420921,
            -28.281153
        ],
        [
            0.478907,
            0.427503,
            0.051404,
            0.225221,
            0.229403,
            -0.037228
        ],
        [
            128.804248,
            128.804248,
            128.804248,
            128.804248,
            128.804248,
            128.804248
        ],
        [
            -70448,
            -70299,
            -20490,
            -476941,
            -392114,
            -192966
        ],
        [
            2.056808,
            2.448944,
            1.325095,
            1.430217,
            1.710487,
            0.948742
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            63,
            27,
            36,
            63,
            27,
            36
        ],
        [
            78,
            43,
            35,
            78,
            43,
            35
        ],
        [
            44.680851,
            38.571429,
            50.704225,
            44.680851,
            38.571429,
            50.704225
        ],
        [
            2.546524,
            3.90017,
            1.288287,
            1.770745,
            2.724109,
            0.922388
        ],
        [
            170256,
            170256,
            15188,
            438229,
            438229,
            67665
        ],
        [
            -42449,
            -42449,
            -13956,
            -342871,
            -342871,
            -82076
        ],
        [
            74,
            129,
            19,
            74,
            129,
            19
        ],
        [
            92,
            191,
            19,
            92,
            191,
            19
        ],
        [
            59,
            90,
            20,
            59,
            90,
            20
        ],
        [
            10460,
            9059,
            1401,
            10460,
            9059,
            1401
        ],
        [
            0,
            17.936052,
            0,
            0,
            17.936052,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338119,
            -87249,
            -376397,
            259963,
            -87988,
            -667367
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 10713,
    "evaluation_days": 892.75,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1683950400000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760243274924,
    "expiration_time": 1763018409600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 38,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)