← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: SUI/USDT/360/VWAP/KCL/4664

Strategy
SUI/USDT/360/VWAP/KCL/4664
Pair
SUI_USDT
Interval
6h
Score
737457
Daily Profit
0.379763
Profit Factor
8.355091
Profitability
55.882353
Streak
208.619158
Best Strategy
Training Data Length
890.000000
Evaluation Time
2025-10-09 11:51
Expiration Time
2025-11-08 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -322246.9939 92939.4621 -415186.456 6550792.1786 2818016.6625 3732775.5161
Total P&L (%) -322.247 92.9395 -415.1865 6550.7922 2818.0167 3732.7755
Avg Daily Profit (%) -0.3621 0.1044 -0.4665 0.4727 0.3798 0.4105
Buy And Hold Return (%) 356.1445 356.1445 356.1445 356.1445 356.1445 356.1445
Max Trade Drawdown -525478 -6113 -548430 -1778658 -254551 -1778658
Profit Factor 0.5219 5.8159 0.3659 3.1997 8.3551 2.4385
Total Trades 68 34 34 68 34 34
Winning Trades 58 27 31 40 19 21
Losing Trades 10 7 3 28 15 13
Profitability (%) 85.2941 79.4118 91.1765 58.8235 55.8824 61.7647
Ratio Avg Win / Avg Loss 0.09 1.5078 0.0354 2.2398 6.5961 1.5095
Largest Winning Trade 17168 16155 17168 2816423 1128528 2816423
Largest Losing Trade -421455 -6113 -421455 -1778658 -254551 -1778658
Avg Bars in Trades 43 8 78 43 8 78
Avg Bars in Winners 19 6 31 36 6 63
Avg Bars in Losers 181 15 568 52 9 102
Bars Traded 2952 280 2672 2952 280 2672
Profit Streak 110.3692 208.6192 0 110.3692 208.6192 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -689311 -205523 -575819 -95309 737457 575687
Evaluation Data
{
    "trading_pair": "SUI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3560,
    "evaluation_days": 890,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1686139200000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759999895243,
    "expiration_time": 1762581600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 141,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -322246.993875747,
            92939.4620921779,
            -415186.4559679249,
            6550792.178592519,
            2818016.6625142046,
            3732775.5160783157
        ],
        [
            -322.246994,
            92.939462,
            -415.186456,
            6550.792179,
            2818.016663,
            3732.775516
        ],
        [
            -0.362075,
            0.104426,
            -0.466502,
            0.472723,
            0.379763,
            0.410523
        ],
        [
            356.144515,
            356.144515,
            356.144515,
            356.144515,
            356.144515,
            356.144515
        ],
        [
            -525478,
            -6113,
            -548430,
            -1778658,
            -254551,
            -1778658
        ],
        [
            0.521923,
            5.815941,
            0.365886,
            3.199665,
            8.355091,
            2.438478
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            58,
            27,
            31,
            40,
            19,
            21
        ],
        [
            10,
            7,
            3,
            28,
            15,
            13
        ],
        [
            85.294118,
            79.411765,
            91.176471,
            58.823529,
            55.882353,
            61.764706
        ],
        [
            0.089987,
            1.507837,
            0.035408,
            2.239766,
            6.596125,
            1.509534
        ],
        [
            17168,
            16155,
            17168,
            2816423,
            1128528,
            2816423
        ],
        [
            -421455,
            -6113,
            -421455,
            -1778658,
            -254551,
            -1778658
        ],
        [
            43,
            8,
            78,
            43,
            8,
            78
        ],
        [
            19,
            6,
            31,
            36,
            6,
            63
        ],
        [
            181,
            15,
            568,
            52,
            9,
            102
        ],
        [
            2952,
            280,
            2672,
            2952,
            280,
            2672
        ],
        [
            110.369158,
            208.619158,
            0,
            110.369158,
            208.619158,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -689311,
            -205523,
            -575819,
            -95309,
            737457,
            575687
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3560,
    "evaluation_days": 890,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1686139200000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759999895243,
    "expiration_time": 1762581600000,
    "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": 141,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)