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Trade: SUI/USDT/480/VWAP/JMA/7349

Strategy
SUI/USDT/480/VWAP/JMA/7349
Pair
SUI_USDT
Interval
8h
Score
345934
Daily Profit
0.194852
Profit Factor
1.411841
Profitability
78.378378
Streak
29.585698
Best Strategy
Training Data Length
891.670000
Evaluation Time
2025-10-11 01:03
Expiration Time
2025-11-09 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 173743.4394 219241.7631 -45498.3237 27481.4459 308357.5143 -280876.0684
Total P&L (%) 173.7434 219.2418 -45.4983 27.4814 308.3575 -280.8761
Avg Daily Profit (%) 0.1949 0.2459 -0.051 0.0272 0.1579 0
Buy And Hold Return (%) 57.6486 57.6486 57.6486 57.6486 57.6486 57.6486
Max Trade Drawdown -126934 -28649 -141199 -400707 -68120 -420586
Profit Factor 1.4118 2.6392 0.8421 1.0296 2.229 0.5848
Total Trades 111 56 55 111 56 55
Winning Trades 87 44 43 87 44 43
Losing Trades 24 12 12 24 12 12
Profitability (%) 78.3784 78.5714 78.1818 78.3784 78.5714 78.1818
Ratio Avg Win / Avg Loss 0.3895 0.7198 0.235 0.284 0.6079 0.1632
Largest Winning Trade 22290 22290 12926 58329 58329 22403
Largest Losing Trade -66599 -27644 -66599 -307081 -50560 -307081
Avg Bars in Trades 21 23 19 21 23 19
Avg Bars in Winners 12 12 11 12 12 11
Avg Bars in Losers 54 61 47 54 61 47
Bars Traded 2382 1309 1073 2382 1309 1073
Profit Streak 29.5857 29.5857 73.919 29.5857 29.5857 73.919
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345934 -167197 -755528 -505836 -167444 -755528
Evaluation Data
{
    "trading_pair": "SUI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2675,
    "evaluation_days": 891.67,
    "actual_first_datapoint_time": 1683100800000,
    "first_datapoint_time": 1688601600000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760133804292,
    "expiration_time": 1762704000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 192,
            "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": [
        [
            173743.4393985603,
            219241.7630532387,
            -45498.3236546786,
            27481.4458582993,
            308357.5142832169,
            -280876.0684249178
        ],
        [
            173.743439,
            219.241763,
            -45.498324,
            27.481446,
            308.357514,
            -280.876068
        ],
        [
            0.194852,
            0.245878,
            -0.051026,
            0.027234,
            0.157915,
            0
        ],
        [
            57.648641,
            57.648641,
            57.648641,
            57.648641,
            57.648641,
            57.648641
        ],
        [
            -126934,
            -28649,
            -141199,
            -400707,
            -68120,
            -420586
        ],
        [
            1.411841,
            2.639246,
            0.842088,
            1.029636,
            2.229041,
            0.584751
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            78.378378,
            78.571429,
            78.181818,
            78.378378,
            78.571429,
            78.181818
        ],
        [
            0.389473,
            0.719794,
            0.235001,
            0.284038,
            0.60792,
            0.163186
        ],
        [
            22290,
            22290,
            12926,
            58329,
            58329,
            22403
        ],
        [
            -66599,
            -27644,
            -66599,
            -307081,
            -50560,
            -307081
        ],
        [
            21,
            23,
            19,
            21,
            23,
            19
        ],
        [
            12,
            12,
            11,
            12,
            12,
            11
        ],
        [
            54,
            61,
            47,
            54,
            61,
            47
        ],
        [
            2382,
            1309,
            1073,
            2382,
            1309,
            1073
        ],
        [
            29.585698,
            29.585698,
            73.919031,
            29.585698,
            29.585698,
            73.919031
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345934,
            -167197,
            -755528,
            -505836,
            -167444,
            -755528
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2675,
    "evaluation_days": 891.67,
    "actual_first_datapoint_time": 1683100800000,
    "first_datapoint_time": 1688601600000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760133804292,
    "expiration_time": 1762704000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 192,
            "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)