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Trade: SUI/USDT/480/VWAP/BBL/2439

Strategy
SUI/USDT/480/VWAP/BBL/2439
Pair
SUI_USDT
Interval
8h
Score
572987
Daily Profit
0.315365
Profit Factor
2.794913
Profitability
64.864865
Streak
31.250293
Best Strategy
Training Data Length
878.000000
Evaluation Time
2025-09-27 09:00
Expiration Time
2025-10-27 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -480095.8334 55715.097 -535810.9304 3185615.727 1487190.6297 1698425.0973
Total P&L (%) -480.0958 55.7151 -535.8109 3185.6157 1487.1906 1698.4251
Avg Daily Profit (%) -0.5468 0.0635 -0.6103 0.3985 0.3154 0.3296
Buy And Hold Return (%) 320.3677 320.3677 320.3677 320.3677 320.3677 320.3677
Max Trade Drawdown -622865 -17403 -626555 -1947189 -259442 -2207173
Profit Factor 0.4157 1.8437 0.2909 1.7746 2.7949 1.5172
Total Trades 74 37 37 74 37 37
Winning Trades 58 25 33 50 24 26
Losing Trades 16 12 4 24 13 11
Profitability (%) 78.3784 67.5676 89.1892 67.5676 64.8649 70.2703
Ratio Avg Win / Avg Loss 0.1147 0.885 0.0353 0.8518 1.5139 0.6419
Largest Winning Trade 20416 20082 20416 1855694 582071 1855694
Largest Losing Trade -440026 -12600 -440026 -1765652 -259442 -1765652
Avg Bars in Trades 32 12 51 32 12 51
Avg Bars in Winners 13 7 18 21 10 32
Avg Bars in Losers 99 25 324 53 17 96
Bars Traded 2375 476 1899 2375 476 1899
Profit Streak 31.2503 31.2503 32.2503 31.2503 31.2503 32.2503
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -644063 -269693 -574536 -54365 572987 426399
Evaluation Data
{
    "trading_pair": "SUI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2634,
    "evaluation_days": 878,
    "actual_first_datapoint_time": 1683100800000,
    "first_datapoint_time": 1686960000000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758952825353,
    "expiration_time": 1761523200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 135,
            "offset": 0,
            "std": 1.33502
        }
    }
}
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": [
        [
            -480095.8333832467,
            55715.0970371783,
            -535810.930420425,
            3185615.727046631,
            1487190.6297178264,
            1698425.0973288023
        ],
        [
            -480.095833,
            55.715097,
            -535.81093,
            3185.615727,
            1487.19063,
            1698.425097
        ],
        [
            -0.546806,
            0.063457,
            -0.610263,
            0.39853,
            0.315365,
            0.329642
        ],
        [
            320.367695,
            320.367695,
            320.367695,
            320.367695,
            320.367695,
            320.367695
        ],
        [
            -622865,
            -17403,
            -626555,
            -1947189,
            -259442,
            -2207173
        ],
        [
            0.415718,
            1.843689,
            0.290925,
            1.774578,
            2.794913,
            1.517158
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            58,
            25,
            33,
            50,
            24,
            26
        ],
        [
            16,
            12,
            4,
            24,
            13,
            11
        ],
        [
            78.378378,
            67.567568,
            89.189189,
            67.567568,
            64.864865,
            70.27027
        ],
        [
            0.114681,
            0.884971,
            0.035264,
            0.851797,
            1.513911,
            0.641874
        ],
        [
            20416,
            20082,
            20416,
            1855694,
            582071,
            1855694
        ],
        [
            -440026,
            -12600,
            -440026,
            -1765652,
            -259442,
            -1765652
        ],
        [
            32,
            12,
            51,
            32,
            12,
            51
        ],
        [
            13,
            7,
            18,
            21,
            10,
            32
        ],
        [
            99,
            25,
            324,
            53,
            17,
            96
        ],
        [
            2375,
            476,
            1899,
            2375,
            476,
            1899
        ],
        [
            31.250293,
            31.250293,
            32.250293,
            31.250293,
            31.250293,
            32.250293
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -644063,
            -269693,
            -574536,
            -54365,
            572987,
            426399
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2634,
    "evaluation_days": 878,
    "actual_first_datapoint_time": 1683100800000,
    "first_datapoint_time": 1686960000000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758952825353,
    "expiration_time": 1761523200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 135,
            "offset": 0,
            "std": 1.33502
        }
    }
}

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)