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Trade: SUI/USDT/5/VWAP/TEMA/5914

Strategy
SUI/USDT/5/VWAP/TEMA/5914
Pair
SUI_USDT
Interval
5m
Score
323808
Daily Profit
1.101629
Profit Factor
1.694857
Profitability
35.099338
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 02:04
Expiration Time
2025-12-26 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 115709.8425 95632.3906 20077.4518 38519.2034 54632.7797 -16113.5764
Total P&L (%) 115.7098 95.6324 20.0775 38.5192 54.6328 -16.1136
Avg Daily Profit (%) 1.3329 1.1016 0.2313 0.3761 0.5034 -0.2022
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103557 -57971 -51324 -73920 -41829 -35994
Profit Factor 1.408 1.6949 1.1376 1.1786 1.5306 0.8571
Total Trades 301 151 150 301 151 150
Winning Trades 104 53 51 104 53 51
Losing Trades 197 98 99 197 98 99
Profitability (%) 34.5515 35.0993 34 34.5515 35.0993 34
Ratio Avg Win / Avg Loss 2.6671 3.1339 2.2082 2.2325 2.8302 1.6637
Largest Winning Trade 151365 151365 69819 97456 97456 26471
Largest Losing Trade -8802 -4096 -8802 -14246 -4806 -14246
Avg Bars in Trades 82 84 79 82 84 79
Avg Bars in Winners 135 134 136 135 134 136
Avg Bars in Losers 54 57 50 54 57 50
Bars Traded 24775 12817 11958 24775 12817 11958
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312727 323808 -74980 -22584 164380 -585938
Evaluation Data
{
    "trading_pair": "SUI_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752723900000,
    "first_datapoint_time": 1752759900000,
    "last_datapoint_time": 1760223600000,
    "evaluation_time": 1760223874178,
    "expiration_time": 1766703600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 121,
            "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": [
        [
            115709.8424684518,
            95632.3906335871,
            20077.4518348647,
            38519.2033507351,
            54632.7797200579,
            -16113.5763693226
        ],
        [
            115.709842,
            95.632391,
            20.077452,
            38.519203,
            54.63278,
            -16.113576
        ],
        [
            1.332909,
            1.101629,
            0.23128,
            0.376052,
            0.503374,
            -0.202199
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103557,
            -57971,
            -51324,
            -73920,
            -41829,
            -35994
        ],
        [
            1.408038,
            1.694857,
            1.137566,
            1.178582,
            1.530634,
            0.85707
        ],
        [
            301,
            151,
            150,
            301,
            151,
            150
        ],
        [
            104,
            53,
            51,
            104,
            53,
            51
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            34.551495,
            35.099338,
            34,
            34.551495,
            35.099338,
            34
        ],
        [
            2.667148,
            3.133887,
            2.208217,
            2.232506,
            2.830229,
            1.663724
        ],
        [
            151365,
            151365,
            69819,
            97456,
            97456,
            26471
        ],
        [
            -8802,
            -4096,
            -8802,
            -14246,
            -4806,
            -14246
        ],
        [
            82,
            84,
            79,
            82,
            84,
            79
        ],
        [
            135,
            134,
            136,
            135,
            134,
            136
        ],
        [
            54,
            57,
            50,
            54,
            57,
            50
        ],
        [
            24775,
            12817,
            11958,
            24775,
            12817,
            11958
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
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            1.45,
            1.45
        ],
        [
            312727,
            323808,
            -74980,
            -22584,
            164380,
            -585938
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752723900000,
    "first_datapoint_time": 1752759900000,
    "last_datapoint_time": 1760223600000,
    "evaluation_time": 1760223874178,
    "expiration_time": 1766703600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 121,
            "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)