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Trade: SUI/USDT/5/DCU/KCU/7732

Strategy
SUI/USDT/5/DCU/KCU/7732
Pair
SUI_USDT
Interval
5m
Score
329391
Daily Profit
1.989349
Profit Factor
1.672476
Profitability
35.975610
Streak
1.491577
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 07:32
Expiration Time
2025-12-26 06:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 172695.3545 128458.457 44236.8975 118956.9797 105331.8484 13625.1313
Total P&L (%) 172.6954 128.4585 44.2369 118.957 105.3318 13.6251
Avg Daily Profit (%) 1.9893 1.4798 0.5096 0.9069 0.8322 0.1473
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97079 -50117 -54058 -78941 -42131 -43405
Profit Factor 1.6725 2.0499 1.329 1.5627 2.0357 1.1242
Total Trades 328 164 164 328 164 164
Winning Trades 118 60 58 118 60 58
Losing Trades 210 104 106 210 104 106
Profitability (%) 35.9756 36.5854 35.3659 35.9756 36.5854 35.3659
Ratio Avg Win / Avg Loss 2.9764 3.5531 2.4289 2.781 3.5286 2.0545
Largest Winning Trade 169787 169787 69718 137797 137797 33339
Largest Losing Trade -10686 -5319 -10686 -10315 -5217 -10315
Avg Bars in Trades 74 48 100 74 48 100
Avg Bars in Winners 111 57 168 111 57 168
Avg Bars in Losers 53 42 63 53 42 63
Bars Traded 24417 7882 16536 24417 7882 16536
Profit Streak 1.4916 1.4916 3.1756 1.4916 1.4916 3.1756
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329391 282777 84697 282313 261560 -139729
Evaluation Data
{
    "trading_pair": "SUI_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752743700000,
    "first_datapoint_time": 1752813300000,
    "last_datapoint_time": 1760243400000,
    "evaluation_time": 1760243572249,
    "expiration_time": 1766723400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 50,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            172695.3544966713,
            128458.4569960033,
            44236.897500668,
            118956.979651721,
            105331.8483770807,
            13625.1312746403
        ],
        [
            172.695354,
            128.458457,
            44.236898,
            118.95698,
            105.331848,
            13.625131
        ],
        [
            1.989349,
            1.479766,
            0.509583,
            0.906869,
            0.832216,
            0.147251
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97079,
            -50117,
            -54058,
            -78941,
            -42131,
            -43405
        ],
        [
            1.672476,
            2.049857,
            1.329028,
            1.562655,
            2.035731,
            1.124178
        ],
        [
            328,
            164,
            164,
            328,
            164,
            164
        ],
        [
            118,
            60,
            58,
            118,
            60,
            58
        ],
        [
            210,
            104,
            106,
            210,
            104,
            106
        ],
        [
            35.97561,
            36.585366,
            35.365854,
            35.97561,
            36.585366,
            35.365854
        ],
        [
            2.976441,
            3.553085,
            2.428914,
            2.780996,
            3.5286,
            2.054532
        ],
        [
            169787,
            169787,
            69718,
            137797,
            137797,
            33339
        ],
        [
            -10686,
            -5319,
            -10686,
            -10315,
            -5217,
            -10315
        ],
        [
            74,
            48,
            100,
            74,
            48,
            100
        ],
        [
            111,
            57,
            168,
            111,
            57,
            168
        ],
        [
            53,
            42,
            63,
            53,
            42,
            63
        ],
        [
            24417,
            7882,
            16536,
            24417,
            7882,
            16536
        ],
        [
            1.491577,
            1.491577,
            3.175605,
            1.491577,
            1.491577,
            3.175605
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329391,
            282777,
            84697,
            282313,
            261560,
            -139729
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752743700000,
    "first_datapoint_time": 1752813300000,
    "last_datapoint_time": 1760243400000,
    "evaluation_time": 1760243572249,
    "expiration_time": 1766723400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 50,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)