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Trade: SUI/USDT/5/KCB/WMA/9036

Strategy
SUI/USDT/5/KCB/WMA/9036
Pair
SUI_USDT
Interval
5m
Score
409609
Daily Profit
2.215788
Profit Factor
2.030122
Profitability
43.888889
Streak
0.500645
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 11:05
Expiration Time
2025-12-25 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 192352.5303 132559.6285 59792.9018 197118.506 158981.1173 38137.3887
Total P&L (%) 192.3525 132.5596 59.7929 197.1185 158.9811 38.1374
Avg Daily Profit (%) 2.2158 1.527 0.6888 1.2623 1.1022 0.3729
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70260 -39155 -40013 -61144 -34694 -33956
Profit Factor 2.0301 2.3281 1.6879 2.2055 2.7831 1.5129
Total Trades 180 90 90 180 90 90
Winning Trades 79 42 37 79 42 37
Losing Trades 101 48 53 101 48 53
Profitability (%) 43.8889 46.6667 41.1111 43.8889 46.6667 41.1111
Ratio Avg Win / Avg Loss 2.5955 2.6607 2.4178 2.8197 3.1806 2.1671
Largest Winning Trade 154526 154526 69078 180384 180384 47692
Largest Losing Trade -7125 -6286 -7125 -8437 -5888 -8437
Avg Bars in Trades 137 137 136 137 137 136
Avg Bars in Winners 154 154 154 154 154 154
Avg Bars in Losers 123 123 124 123 123 124
Bars Traded 24708 12404 12305 24708 12404 12305
Profit Streak 0.5006 0.5006 1.1638 0.5006 0.5006 1.1638
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409609 389114 208634 391998 407445 24698
Evaluation Data
{
    "trading_pair": "SUI_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752669900000,
    "first_datapoint_time": 1752710400000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760169955775,
    "expiration_time": 1766649600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 114,
            "offset": 189,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 136,
            "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": [
        [
            192352.5303183368,
            132559.6284881558,
            59792.901830181,
            197118.5060010562,
            158981.1172774828,
            38137.3887235735
        ],
        [
            192.35253,
            132.559628,
            59.792902,
            197.118506,
            158.981117,
            38.137389
        ],
        [
            2.215788,
            1.527009,
            0.688779,
            1.26232,
            1.1022,
            0.372861
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70260,
            -39155,
            -40013,
            -61144,
            -34694,
            -33956
        ],
        [
            2.030122,
            2.328111,
            1.68793,
            2.205495,
            2.78305,
            1.512915
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            79,
            42,
            37,
            79,
            42,
            37
        ],
        [
            101,
            48,
            53,
            101,
            48,
            53
        ],
        [
            43.888889,
            46.666667,
            41.111111,
            43.888889,
            46.666667,
            41.111111
        ],
        [
            2.595473,
            2.660698,
            2.417845,
            2.819683,
            3.180629,
            2.167148
        ],
        [
            154526,
            154526,
            69078,
            180384,
            180384,
            47692
        ],
        [
            -7125,
            -6286,
            -7125,
            -8437,
            -5888,
            -8437
        ],
        [
            137,
            137,
            136,
            137,
            137,
            136
        ],
        [
            154,
            154,
            154,
            154,
            154,
            154
        ],
        [
            123,
            123,
            124,
            123,
            123,
            124
        ],
        [
            24708,
            12404,
            12305,
            24708,
            12404,
            12305
        ],
        [
            0.500645,
            0.500645,
            1.16384,
            0.500645,
            0.500646,
            1.16384
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409609,
            389114,
            208634,
            391998,
            407445,
            24698
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752669900000,
    "first_datapoint_time": 1752710400000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760169955775,
    "expiration_time": 1766649600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 114,
            "offset": 189,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 136,
            "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)