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Trade: SUI/USDT/120/MIDPRICE/VWMA/5001

Strategy
SUI/USDT/120/MIDPRICE/VWMA/5001
Pair
SUI_USDT
Interval
2h
Score
379687
Daily Profit
0.273064
Profit Factor
1.715482
Profitability
48.837209
Streak
0.000000
Best Strategy
Training Data Length
880.830000
Evaluation Time
2025-09-30 10:20
Expiration Time
2025-11-01 01:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 359820.4368 296076.5696 63743.8672 1004475.5955 836062.1052 168413.4903
Total P&L (%) 359.8204 296.0766 63.7439 1004.4756 836.0621 168.4135
Avg Daily Profit (%) 0.4085 0.3361 0.0724 0.2731 0.2542 0.1122
Buy And Hold Return (%) 190.1013 190.1013 190.1013 190.1013 190.1013 190.1013
Max Trade Drawdown -39778 -33589 -35262 -380332 -272168 -174721
Profit Factor 2.1603 2.7026 1.468 1.7155 1.9459 1.3238
Total Trades 86 43 43 86 43 43
Winning Trades 42 20 22 42 20 22
Losing Trades 44 23 21 44 23 21
Profitability (%) 48.8372 46.5116 51.1628 48.8372 46.5116 51.1628
Ratio Avg Win / Avg Loss 2.2632 3.108 1.4013 1.7972 2.2378 1.2637
Largest Winning Trade 104584 104584 29467 500460 500460 170840
Largest Losing Trade -17637 -17637 -15079 -176642 -176642 -174721
Avg Bars in Trades 119 124 114 119 124 114
Avg Bars in Winners 161 163 159 161 163 159
Avg Bars in Losers 79 89 68 79 89 68
Bars Traded 10284 5340 4944 10284 5340 4944
Profit Streak 0 0 47.8056 0 0 47.8056
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 204719 100651 -260220 379687 324825 -208049
Evaluation Data
{
    "trading_pair": "SUI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 10570,
    "evaluation_days": 880.83,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1684591200000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759216803775,
    "expiration_time": 1761951744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 61,
            "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": [
        [
            359820.4367635593,
            296076.5695781849,
            63743.8671853743,
            1004475.5955049482,
            836062.1051583436,
            168413.4903466037
        ],
        [
            359.820437,
            296.07657,
            63.743867,
            1004.475596,
            836.062105,
            168.41349
        ],
        [
            0.408502,
            0.336134,
            0.072368,
            0.273064,
            0.254232,
            0.112157
        ],
        [
            190.101297,
            190.101297,
            190.101297,
            190.101297,
            190.101297,
            190.101297
        ],
        [
            -39778,
            -33589,
            -35262,
            -380332,
            -272168,
            -174721
        ],
        [
            2.160327,
            2.70257,
            1.468007,
            1.715482,
            1.945916,
            1.323841
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            48.837209,
            46.511628,
            51.162791,
            48.837209,
            46.511628,
            51.162791
        ],
        [
            2.2632,
            3.107955,
            1.40128,
            1.797171,
            2.237803,
            1.263666
        ],
        [
            104584,
            104584,
            29467,
            500460,
            500460,
            170840
        ],
        [
            -17637,
            -17637,
            -15079,
            -176642,
            -176642,
            -174721
        ],
        [
            119,
            124,
            114,
            119,
            124,
            114
        ],
        [
            161,
            163,
            159,
            161,
            163,
            159
        ],
        [
            79,
            89,
            68,
            79,
            89,
            68
        ],
        [
            10284,
            5340,
            4944,
            10284,
            5340,
            4944
        ],
        [
            0,
            0,
            47.805599,
            0,
            0,
            47.805599
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            204719,
            100651,
            -260220,
            379687,
            324825,
            -208049
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 10570,
    "evaluation_days": 880.83,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1684591200000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759216803775,
    "expiration_time": 1761951744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 61,
            "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)