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Trade: SUI/USDT/240/VWAP/KCL/1849

Strategy
SUI/USDT/240/VWAP/KCL/1849
Pair
SUI_USDT
Interval
4h
Score
508062
Daily Profit
0.351114
Profit Factor
1.668102
Profitability
68.269231
Streak
17.032799
Best Strategy
Training Data Length
891.500000
Evaluation Time
2025-10-11 03:47
Expiration Time
2025-11-09 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -502458.9952 28890.909 -531349.9041 2175300.9842 945427.1937 1229873.7905
Total P&L (%) -502.459 28.8909 -531.3499 2175.301 945.4272 1229.8738
Avg Daily Profit (%) -0.5636 0.0324 -0.596 0.3511 0.2636 0.2907
Buy And Hold Return (%) 180.395 180.395 180.395 180.395 180.395 180.395
Max Trade Drawdown -656875 -30763 -637433 -1540992 -231826 -1643666
Profit Factor 0.3955 1.361 0.2927 1.6681 2.6124 1.4607
Total Trades 104 52 52 104 52 52
Winning Trades 83 38 45 71 33 38
Losing Trades 21 14 7 33 19 14
Profitability (%) 79.8077 73.0769 86.5385 68.2692 63.4615 73.0769
Ratio Avg Win / Avg Loss 0.1001 0.5014 0.0455 0.7753 1.5041 0.5382
Largest Winning Trade 16538 16538 14806 1500728 361102 1500728
Largest Losing Trade -430037 -12939 -430037 -1540992 -231826 -1540992
Avg Bars in Trades 48 21 74 48 21 74
Avg Bars in Winners 17 11 22 34 16 50
Avg Bars in Losers 169 50 407 76 30 139
Bars Traded 5004 1134 3870 5004 1134 3870
Profit Streak 17.0328 109.0328 17.0328 17.0328 109.0328 17.0328
Trades During Streak 3 6 1 3 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574880 -491904 -755738 508062 -164175 -168402
Evaluation Data
{
    "trading_pair": "SUI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5349,
    "evaluation_days": 891.5,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1685620800000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760143633811,
    "expiration_time": 1762718400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 175,
            "offset": 213,
            "scalar": 3
        }
    }
}
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": [
        [
            -502458.9951574657,
            28890.9089833908,
            -531349.9041408567,
            2175300.9842089694,
            945427.1937442855,
            1229873.7904646846
        ],
        [
            -502.458995,
            28.890909,
            -531.349904,
            2175.300984,
            945.427194,
            1229.87379
        ],
        [
            -0.563611,
            0.032407,
            -0.596018,
            0.351114,
            0.263612,
            0.290682
        ],
        [
            180.39501,
            180.39501,
            180.39501,
            180.39501,
            180.39501,
            180.39501
        ],
        [
            -656875,
            -30763,
            -637433,
            -1540992,
            -231826,
            -1643666
        ],
        [
            0.395542,
            1.361039,
            0.292697,
            1.668102,
            2.612427,
            1.460695
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            83,
            38,
            45,
            71,
            33,
            38
        ],
        [
            21,
            14,
            7,
            33,
            19,
            14
        ],
        [
            79.807692,
            73.076923,
            86.538462,
            68.269231,
            63.461538,
            73.076923
        ],
        [
            0.100077,
            0.501435,
            0.045531,
            0.775315,
            1.504125,
            0.538151
        ],
        [
            16538,
            16538,
            14806,
            1500728,
            361102,
            1500728
        ],
        [
            -430037,
            -12939,
            -430037,
            -1540992,
            -231826,
            -1540992
        ],
        [
            48,
            21,
            74,
            48,
            21,
            74
        ],
        [
            17,
            11,
            22,
            34,
            16,
            50
        ],
        [
            169,
            50,
            407,
            76,
            30,
            139
        ],
        [
            5004,
            1134,
            3870,
            5004,
            1134,
            3870
        ],
        [
            17.032799,
            109.032799,
            17.032799,
            17.032799,
            109.032799,
            17.032799
        ],
        [
            3,
            6,
            1,
            3,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574880,
            -491904,
            -755738,
            508062,
            -164175,
            -168402
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5349,
    "evaluation_days": 891.5,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1685620800000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760143633811,
    "expiration_time": 1762718400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 175,
            "offset": 213,
            "scalar": 3
        }
    }
}

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)